See what your fund actually adds
iShares CMBS Bond ETF CMBS
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | CMBS | Replication |
|---|---|---|
| Annualized growth | 0.6% | 0.4% |
| Annualized volatility | 4.4% | 4.3% |
| Sharpe ratio | 0.16 | 0.12 |
| Maximum drawdown | 14.5% | 12.2% |
| Replication fit (R²) | 0.97 · Tracking error 0.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model CMBS’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VGIT | FI · Intermediate Gov | 50.1% |
| VCSH | FI · Short Corp | 20.2% |
| VGSH | FI · Short Gov | 17.4% |
| AGG | FI · Aggregate | 9.2% |
| SPTL | FI · Long Gov | 3.1% |