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Arrow Dow Jones Global Yield ETF GYLD
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | GYLD | Replication |
|---|---|---|
| Annualized growth | 5.3% | 7.1% |
| Annualized volatility | 10.8% | 10.0% |
| Sharpe ratio | 0.53 | 0.74 |
| Maximum drawdown | 17.3% | 15.9% |
| Replication fit (R²) | 0.84 · Tracking error 4.4% | |
Replication portfolio
The published portfolio below is the investable basket used to model GYLD’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| DGS | EM Small Cap | 22.6% |
| VNQI | Alternatives · Intl Real Estate | 21.5% |
| SPHY | FI · High Yield | 20.2% |
| XLE | Sector · Energy | 18.6% |
| EMLC | FI · EM Local Currency | 17.0% |