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TCW Senior Loan ETF SLNZ
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | SLNZ | Replication |
|---|---|---|
| Annualized growth | 5.4% | 4.8% |
| Annualized volatility | 2.8% | 2.6% |
| Sharpe ratio | 1.90 | 1.84 |
| Maximum drawdown | 5.7% | 5.7% |
| Replication fit (R²) | 0.59 · Tracking error 1.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model SLNZ’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| BKLN | FI · Senior Bank Loans | 75.8% |
| VCSH | FI · Short Corp | 21.6% |
| WTMF | Alternatives · Mgt Futures | 2.6% |