See what your fund actually adds
ProShares Russell 2000 Dynamic Buffer ETF RB
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | RB | Replication |
|---|---|---|
| Annualized growth | 14.0% | 8.6% |
| Annualized volatility | 5.5% | 4.9% |
| Sharpe ratio | 2.40 | 1.72 |
| Maximum drawdown | 1.8% | 2.9% |
| Replication fit (R²) | 0.59 · Tracking error 3.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model RB’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPHY | FI · High Yield | 44.9% |
| MBB | FI · MBS | 26.1% |
| WTMF | Alternatives · Mgt Futures | 12.6% |
| IWC | Micro Cap | 8.8% |
| IJR | US Small Cap | 7.7% |