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Goldman Sachs Core Plus Bond ETF GCPB
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | GCPB | Replication |
|---|---|---|
| Annualized growth | -0.6% | -1.1% |
| Annualized volatility | 6.7% | 6.7% |
| Sharpe ratio | -0.05 | -0.12 |
| Maximum drawdown | 19.4% | 19.2% |
| Replication fit (R²) | 0.95 · Tracking error 1.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model GCPB’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VGIT | FI · Intermediate Gov | 29.6% |
| MBB | FI · MBS | 22.8% |
| VCIT | FI · IG Credit | 22.7% |
| SPTL | FI · Long Gov | 13.5% |
| AGG | FI · Aggregate | 11.4% |