See what your fund actually adds
Invesco Total Return Bond ETF GTO
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | GTO | Replication |
|---|---|---|
| Annualized growth | -0.6% | 0.4% |
| Annualized volatility | 5.8% | 5.5% |
| Sharpe ratio | -0.07 | 0.09 |
| Maximum drawdown | 19.9% | 16.8% |
| Replication fit (R²) | 0.97 · Tracking error 1.1% | |
Replication portfolio
The published portfolio below is the investable basket used to model GTO’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VCSH | FI · Short Corp | 37.9% |
| MBB | FI · MBS | 16.8% |
| AGG | FI · Aggregate | 16.4% |
| VCIT | FI · IG Credit | 15.7% |
| VCLT | FI · Long Corp | 13.2% |