See what your fund actually adds
SoFi Enhanced Yield ETF THTA
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | THTA | Replication |
|---|---|---|
| Annualized growth | 3.1% | 22.6% |
| Annualized volatility | 17.4% | 12.3% |
| Sharpe ratio | 0.28 | 1.73 |
| Maximum drawdown | 28.3% | 11.7% |
| Replication fit (R²) | 0.42 · Tracking error 13.3% | |
Replication portfolio
The published portfolio below is the investable basket used to model THTA’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| EFV | Intl · Value | 37.6% |
| XLE | Sector · Energy | 30.7% |
| VUG | Style · Growth | 21.9% |
| XLF | Sector · Financials | 9.8% |