See what your fund actually adds

iShares Floating Rate Bond ETF FLOT

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

Fund and replication metrics

FLOT compared with its replication portfolio
MeasureFLOTReplication
Annualized growth4.5%3.9%
Annualized volatility0.5%0.3%
Sharpe ratio8.5514.92
Maximum drawdown0.8%0.1%
Replication fit (R²)0.46 · Tracking error 0.4%

Replication portfolio

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

FLOT replication basket weights
TickerBuilding blockWeight
USFRFI · Floating Rate Notes49.8%
BILFI · Ultra-Short48.1%
BKLNFI · Senior Bank Loans2.1%