See what your fund actually adds
Northern Trust Disciplined Duration MBS ETF MBSD
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | MBSD | Replication |
|---|---|---|
| Annualized growth | 0.3% | 0.5% |
| Annualized volatility | 4.7% | 4.7% |
| Sharpe ratio | 0.08 | 0.13 |
| Maximum drawdown | 13.3% | 12.9% |
| Replication fit (R²) | 0.98 · Tracking error 0.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model MBSD’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| MBB | FI · MBS | 46.6% |
| VGSH | FI · Short Gov | 23.3% |
| VGIT | FI · Intermediate Gov | 11.8% |
| VCSH | FI · Short Corp | 10.2% |
| AGG | FI · Aggregate | 8.1% |