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Innovator U.S. Equity Ultra Buffer ETF - February UFEB
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | UFEB | Replication |
|---|---|---|
| Annualized growth | 7.5% | 5.4% |
| Annualized volatility | 6.5% | 5.9% |
| Sharpe ratio | 1.15 | 0.92 |
| Maximum drawdown | 8.6% | 13.6% |
| Replication fit (R²) | 0.63 · Tracking error 4.0% | |
Replication portfolio
The published portfolio below is the investable basket used to model UFEB’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPHY | FI · High Yield | 39.8% |
| WTMF | Alternatives · Mgt Futures | 32.7% |
| MBB | FI · MBS | 10.0% |
| VUG | Style · Growth | 9.9% |
| EMLC | FI · EM Local Currency | 7.6% |