See what your fund actually adds
BlackRock Floating Rate Loan ETF BRLN
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | BRLN | Replication |
|---|---|---|
| Annualized growth | 7.9% | 7.4% |
| Annualized volatility | 2.0% | 2.1% |
| Sharpe ratio | 3.83 | 3.49 |
| Maximum drawdown | 2.0% | 2.0% |
| Replication fit (R²) | 0.91 · Tracking error 0.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model BRLN’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| BKLN | FI · Senior Bank Loans | 90.9% |
| VCSH | FI · Short Corp | 9.1% |