See what your fund actually adds
iShares USD Green Bond ETF BGRN
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | BGRN | Replication |
|---|---|---|
| Annualized growth | 0.1% | -0.5% |
| Annualized volatility | 4.8% | 5.8% |
| Sharpe ratio | 0.05 | -0.06 |
| Maximum drawdown | 17.8% | 17.2% |
| Replication fit (R²) | 0.88 · Tracking error 1.7% | |
Replication portfolio
The published portfolio below is the investable basket used to model BGRN’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| AGG | FI · Aggregate | 100.0% |