See what your fund actually adds
DoubleLine Commercial Real Estate Debt ETF DCRE
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | DCRE | Replication |
|---|---|---|
| Annualized growth | 5.6% | 3.4% |
| Annualized volatility | 1.2% | 1.6% |
| Sharpe ratio | 4.74 | 2.08 |
| Maximum drawdown | 0.7% | 1.2% |
| Replication fit (R²) | 0.57 · Tracking error 0.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model DCRE’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VGSH | FI · Short Gov | 100.0% |