See what your fund actually adds
Invesco S&P 500 GARP ETF SPGP
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | SPGP | Replication |
|---|---|---|
| Annualized growth | 7.8% | 9.8% |
| Annualized volatility | 17.4% | 16.7% |
| Sharpe ratio | 0.52 | 0.65 |
| Maximum drawdown | 22.2% | 23.4% |
| Replication fit (R²) | 0.91 · Tracking error 5.2% | |
Replication portfolio
The published portfolio below is the investable basket used to model SPGP’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| LRGF | Factor · Multi-Factor | 35.5% |
| RSP | Factor · Equal Weight | 25.3% |
| VOT | Mid-Cap · Growth | 19.5% |
| XLF | Sector · Financials | 11.1% |
| IJH | US Mid Cap | 8.5% |