See what your fund actually adds

Volatility Premium Plus ETF ZVOL

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

Fund and replication metrics

ZVOL compared with its replication portfolio
MeasureZVOLReplication
Annualized growth18.1%21.1%
Annualized volatility25.3%16.6%
Sharpe ratio0.791.24
Maximum drawdown34.5%20.7%
Replication fit (R²)0.58 · Tracking error 16.4%

Replication portfolio

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

ZVOL replication basket weights
TickerBuilding blockWeight
XLFSector · Financials29.8%
IJRUS Small Cap28.0%
XLKSector · Technology26.2%
IWCMicro Cap16.0%