See what your fund actually adds

Principal Value ETF PY

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

Fund and replication metrics

PY compared with its replication portfolio
MeasurePYReplication
Annualized growth8.2%10.9%
Annualized volatility15.0%14.8%
Sharpe ratio0.600.77
Maximum drawdown17.7%19.1%
Replication fit (R²)0.95 · Tracking error 3.4%

Replication portfolio

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

PY replication basket weights
TickerBuilding blockWeight
LRGFFactor · Multi-Factor26.9%
VOEMid-Cap · Value26.2%
SCHDFactor · Dividend25.5%
XLFSector · Financials13.1%
VTVStyle · Value8.3%