See what your fund actually adds
Global X S&P 500 Tail Risk ETF XTR
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | XTR | Replication |
|---|---|---|
| Annualized growth | 10.2% | 12.8% |
| Annualized volatility | 13.7% | 15.3% |
| Sharpe ratio | 0.78 | 0.86 |
| Maximum drawdown | 20.4% | 23.9% |
| Replication fit (R²) | 0.93 · Tracking error 3.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model XTR’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VOO | US Large Cap | 53.2% |
| SPHY | FI · High Yield | 16.4% |
| LRGF | Factor · Multi-Factor | 10.9% |
| VUG | Style · Growth | 10.3% |
| XLK | Sector · Technology | 9.2% |