See what your fund actually adds
iShares MBS ETF MBB
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | MBB | Replication |
|---|---|---|
| Annualized growth | -0.3% | -0.3% |
| Annualized volatility | 6.5% | 6.4% |
| Sharpe ratio | -0.01 | -0.02 |
| Maximum drawdown | 16.7% | 17.1% |
| Replication fit (R²) | 0.99 · Tracking error 0.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model MBB’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VMBS | FI · MBS | 85.7% |
| AGG | FI · Aggregate | 12.0% |
| SPTL | FI · Long Gov | 2.3% |