See what your fund actually adds
DoubleLine Securitized Credit ETF DSCO
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | DSCO | Replication |
|---|---|---|
| Annualized growth | 2.6% | 2.4% |
| Annualized volatility | 3.1% | 2.3% |
| Sharpe ratio | 0.84 | 1.01 |
| Maximum drawdown | 14.7% | 7.3% |
| Replication fit (R²) | 0.63 · Tracking error 1.9% | |
Replication portfolio
The published portfolio below is the investable basket used to model DSCO’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VGSH | FI · Short Gov | 37.8% |
| VCSH | FI · Short Corp | 23.5% |
| BKLN | FI · Senior Bank Loans | 21.6% |
| STIP | FI · Short TIPS | 11.2% |
| SPTL | FI · Long Gov | 5.9% |