See what your fund actually adds
Defined Duration 5 ETF DDV
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | DDV | Replication |
|---|---|---|
| Annualized growth | 3.0% | 1.4% |
| Annualized volatility | 2.6% | 1.8% |
| Sharpe ratio | 1.17 | 0.78 |
| Maximum drawdown | 1.9% | 1.4% |
| Replication fit (R²) | 0.80 · Tracking error 1.1% | |
Replication portfolio
The published portfolio below is the investable basket used to model DDV’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VGSH | FI · Short Gov | 53.1% |
| VCSH | FI · Short Corp | 31.0% |
| VGIT | FI · Intermediate Gov | 10.1% |
| BNDX | FI · International | 3.1% |
| EFV | Intl · Value | 2.7% |