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State Street SPDR Portfolio S&P Sector Neutral Dividend ETF SPDG
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | SPDG | Replication |
|---|---|---|
| Annualized growth | 17.7% | 18.8% |
| Annualized volatility | 13.7% | 12.6% |
| Sharpe ratio | 1.26 | 1.44 |
| Maximum drawdown | 12.5% | 14.7% |
| Replication fit (R²) | 0.90 · Tracking error 4.4% | |
Replication portfolio
The published portfolio below is the investable basket used to model SPDG’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SCHD | Factor · Dividend | 47.5% |
| VTV | Style · Value | 18.8% |
| XLK | Sector · Technology | 15.2% |
| SPHQ | Factor · Quality | 12.7% |
| IJR | US Small Cap | 5.8% |