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State Street Bridgewater All Weather ETF ALLW
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | ALLW | Replication |
|---|---|---|
| Annualized growth | 13.0% | 11.3% |
| Annualized volatility | 9.3% | 6.9% |
| Sharpe ratio | 1.36 | 1.57 |
| Maximum drawdown | 6.8% | 4.0% |
| Replication fit (R²) | 0.82 · Tracking error 4.0% | |
Replication portfolio
The published portfolio below is the investable basket used to model ALLW’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPTL | FI · Long Gov | 44.4% |
| BCI | Alternatives · Commodities | 20.2% |
| DBEF | Intl · Dev Hedged | 20.2% |
| IAU | Alternatives · Gold | 15.2% |