See what your fund actually adds
First Trust Securitized Plus ETF DEED
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | DEED | Replication |
|---|---|---|
| Annualized growth | -0.4% | -0.6% |
| Annualized volatility | 6.8% | 6.5% |
| Sharpe ratio | -0.02 | -0.06 |
| Maximum drawdown | 19.7% | 17.4% |
| Replication fit (R²) | 0.97 · Tracking error 1.1% | |
Replication portfolio
The published portfolio below is the investable basket used to model DEED’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| MBB | FI · MBS | 78.7% |
| VGIT | FI · Intermediate Gov | 13.3% |
| SPTL | FI · Long Gov | 5.1% |
| AGG | FI · Aggregate | 2.9% |