See what your fund actually adds
State Street SPDR Bloomberg Short Term High Yield Bond ETF SJNK
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | SJNK | Replication |
|---|---|---|
| Annualized growth | 4.5% | 4.0% |
| Annualized volatility | 4.5% | 4.7% |
| Sharpe ratio | 0.98 | 0.86 |
| Maximum drawdown | 9.3% | 11.7% |
| Replication fit (R²) | 0.98 · Tracking error 0.7% | |
Replication portfolio
The published portfolio below is the investable basket used to model SJNK’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPHY | FI · High Yield | 69.6% |
| BKLN | FI · Senior Bank Loans | 18.6% |
| VCSH | FI · Short Corp | 11.9% |