See what your fund actually adds
Invesco Taxable Municipal Bond ETF BAB
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | BAB | Replication |
|---|---|---|
| Annualized growth | -1.5% | -2.1% |
| Annualized volatility | 7.4% | 7.3% |
| Sharpe ratio | -0.17 | -0.26 |
| Maximum drawdown | 24.4% | 22.3% |
| Replication fit (R²) | 0.97 · Tracking error 1.2% | |
Replication portfolio
The published portfolio below is the investable basket used to model BAB’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPTL | FI · Long Gov | 39.1% |
| VCSH | FI · Short Corp | 31.1% |
| VGIT | FI · Intermediate Gov | 17.9% |
| MUB | FI · Municipal | 7.6% |
| AGG | FI · Aggregate | 4.2% |