See what your fund actually adds
State Street SPDR Portfolio High Yield Bond ETF SPHY
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | SPHY | Replication |
|---|---|---|
| Annualized growth | 3.8% | 3.7% |
| Annualized volatility | 5.8% | 6.0% |
| Sharpe ratio | 0.67 | 0.64 |
| Maximum drawdown | 14.2% | 14.8% |
| Replication fit (R²) | 0.99 · Tracking error 0.4% | |
Replication portfolio
The published portfolio below is the investable basket used to model SPHY’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| USHY | FI · High Yield | 100.0% |