See what your fund actually adds

iShares Large Cap Max Buffer Dec ETF DMAX

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

DMAX compared with its replication portfolio
MeasureDMAXReplication
Annualized growth7.2%6.6%
Annualized volatility2.9%2.9%
Sharpe ratio2.382.21
Maximum drawdown3.1%2.8%
Replication fit (R²)0.65 · Tracking error 1.7%

Replication portfolio

The published portfolio below is the investable basket used to model DMAX’s historical return behavior.

DMAX replication basket weights
TickerBuilding blockWeight
BKLNFI · Senior Bank Loans79.6%
EMLCFI · EM Local Currency10.2%
VUGStyle · Growth5.0%
USMVFactor · Min Vol2.7%
XLUSector · Utilities2.5%