See what your fund actually adds

Inverse VIX Short-Term Futures ETNs due March 22, 2045 VYLD

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

Fund and replication metrics

VYLD compared with its replication portfolio
MeasureVYLDReplication
Annualized growth15.3%16.2%
Annualized volatility12.7%11.9%
Sharpe ratio1.181.32
Maximum drawdown10.3%8.2%
Replication fit (R²)0.73 · Tracking error 6.6%

Replication portfolio

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

VYLD replication basket weights
TickerBuilding blockWeight
DBEFIntl · Dev Hedged51.6%
XLFSector · Financials17.3%
PFFFI · Preferred12.0%
VOXSector · Communication10.8%
MTUMFactor · Momentum8.2%