See what your fund actually adds
PGIM S&P 500 Quarterly Buffer 5 ETF PQV
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | PQV | Replication |
|---|---|---|
| Annualized growth | 12.4% | 4.4% |
| Annualized volatility | 5.6% | 5.5% |
| Sharpe ratio | 2.10 | 0.81 |
| Maximum drawdown | 1.1% | 1.5% |
| Replication fit (R²) | 0.95 · Tracking error 1.2% | |
Replication portfolio
The published portfolio below is the investable basket used to model PQV’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| WTMF | Alternatives · Mgt Futures | 30.0% |
| DBEF | Intl · Dev Hedged | 21.3% |
| VNQI | Alternatives · Intl Real Estate | 18.0% |
| VOO | US Large Cap | 15.4% |
| VOX | Sector · Communication | 15.3% |