See what your fund actually adds

AllianzIM U.S. Large Cap Buffer20 Sep ETF SEPW

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

Fund and replication metrics

SEPW compared with its replication portfolio
MeasureSEPWReplication
Annualized growth10.6%11.1%
Annualized volatility5.8%6.1%
Sharpe ratio1.761.74
Maximum drawdown7.5%6.8%
Replication fit (R²)0.81 · Tracking error 2.5%

Replication portfolio

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

SEPW replication basket weights
TickerBuilding blockWeight
SPHYFI · High Yield65.0%
VUGStyle · Growth15.1%
WTMFAlternatives · Mgt Futures10.0%
SPHQFactor · Quality6.3%
XLVSector · Healthcare3.5%