See what your fund actually adds
iShares Preferred and Income Securities ETF PFF
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | PFF | Replication |
|---|---|---|
| Annualized growth | 0.3% | 2.2% |
| Annualized volatility | 10.7% | 10.3% |
| Sharpe ratio | 0.08 | 0.26 |
| Maximum drawdown | 20.8% | 21.9% |
| Replication fit (R²) | 0.91 · Tracking error 3.3% | |
Replication portfolio
The published portfolio below is the investable basket used to model PFF’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| PFXF | FI · Preferred | 77.8% |
| SPHY | FI · High Yield | 13.0% |
| SPTL | FI · Long Gov | 9.2% |