{"schemaVersion":1,"ticker":"PEXL","asOf":"2026-10-26","desk":"themes","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/pexl/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-26","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, PEXL against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/pexl/"},"benchmark":{"ticker":"VOO","name":"S&P 500 Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"PEXL","b":"VOO","window":{"from":"2018-08-15","to":"2026-10-23","firstReturn":"2018-08-23","weeklyReturns":427,"years":8.19,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.02807,"perWeek":0.0005398078,"days":2047,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":1.87459065,"b":2.06800261,"edge":"VOO (slight)","lead":"VOO"},"annualised":{"a":0.13722218,"b":0.14627606,"edge":"VOO (slight)","lead":"VOO"},"price":{"a":1.76395792,"b":1.6983661,"edge":"PEXL (slight)","lead":"PEXL"},"volatility":{"a":0.22764622,"b":0.18173678,"edge":"VOO","lead":"VOO"},"downsideDeviation":{"a":0.15604699,"b":0.12609434,"edge":"VOO","lead":"VOO"},"maxDrawdown":{"a":-0.36103634,"b":-0.31777419,"edge":"VOO","lead":"VOO","aPeak":"2020-01-17","aTrough":"2020-03-20","bPeak":"2020-02-14","bTrough":"2020-03-20"},"excess":{"a":0.12663398,"b":0.12525039,"edge":"Tie"},"sharpe":{"a":0.55627535,"b":0.68918573,"edge":"VOO","lead":"VOO"},"sortino":{"a":0.81151183,"b":0.99330704,"edge":"VOO","lead":"VOO"},"calmar":{"a":0.38007859,"b":0.46031447,"edge":"VOO","lead":"VOO"}},"relative":{"PEXL":{"on":"VOO","beta":1.15633338,"r2":0.8521791,"alpha":-0.01819723,"alphaT":-0.59237916,"alphaLow":-0.07857709,"alphaHigh":0.04218264,"upsideCapture":1.22754805,"downsideCapture":1.11154206,"treynor":0.10951338,"trackingError":0.09202015,"informationRatio":0.0150357,"upWeeks":243,"downWeeks":184,"treynorReference":0.12525039,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"PEXL","lead":"PEXL"},"downsideCapture":{"edge":"VOO","lead":"VOO"},"treynor":{"edge":"VOO","lead":"VOO"},"informationRatio":{"edge":null,"lead":"PEXL","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"PEXL":{"kept":"2026-10-26","distributions":33,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":2,"agree":2},"vendor":{"weeks":427,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.87459065}},"VOO":{"kept":"2026-10-26","distributions":33,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[{"ex":"2020-03-10","amount":1.178,"vendor":1.120751}],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":7,"agree":7},"vendor":{"weeks":427,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":2.06800261}}}}