See what your fund actually adds
FT Vest Gold Strategy Quarterly Buffer ETF BGLD
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | BGLD | Replication |
|---|---|---|
| Annualized growth | 11.9% | 10.5% |
| Annualized volatility | 9.7% | 8.2% |
| Sharpe ratio | 1.21 | 1.26 |
| Maximum drawdown | 13.6% | 10.8% |
| Replication fit (R²) | 0.69 · Tracking error 5.4% | |
Replication portfolio
The published portfolio below is the investable basket used to model BGLD’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| IAU | Alternatives · Gold | 45.5% |
| STIP | FI · Short TIPS | 41.0% |
| EMLC | FI · EM Local Currency | 6.1% |
| BCI | Alternatives · Commodities | 3.8% |
| XLV | Sector · Healthcare | 3.6% |