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ProShares Nasdaq-100 Dynamic Buffer ETF QB
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | QB | Replication |
|---|---|---|
| Annualized growth | 18.0% | 13.9% |
| Annualized volatility | 7.2% | 6.1% |
| Sharpe ratio | 2.35 | 2.16 |
| Maximum drawdown | 3.5% | 3.5% |
| Replication fit (R²) | 0.64 · Tracking error 4.3% | |
Replication portfolio
The published portfolio below is the investable basket used to model QB’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPHY | FI · High Yield | 50.3% |
| WTMF | Alternatives · Mgt Futures | 27.7% |
| XLK | Sector · Technology | 11.9% |
| VUG | Style · Growth | 10.0% |