See what your fund actually adds

Invesco Dorsey Wright Consumer Staples Momentum ETF PSL

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

PSL compared with its replication portfolio
MeasurePSLReplication
Annualized growth5.5%6.4%
Annualized volatility15.1%13.2%
Sharpe ratio0.430.54
Maximum drawdown19.2%16.9%
Replication fit (R²)0.79 · Tracking error 6.9%

Replication portfolio

The published portfolio below is the investable basket used to model PSL’s historical return behavior.

PSL replication basket weights
TickerBuilding blockWeight
XLPSector · Cons Staples68.8%
VBKSmall-Cap · Growth18.7%
IJRUS Small Cap8.9%
MTUMFactor · Momentum3.5%