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State Street SPDR Portfolio Mortgage Backed Bond ETF SPMB
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | SPMB | Replication |
|---|---|---|
| Annualized growth | -0.3% | -0.3% |
| Annualized volatility | 6.5% | 6.5% |
| Sharpe ratio | -0.01 | -0.01 |
| Maximum drawdown | 16.8% | 16.7% |
| Replication fit (R²) | 1.00 · Tracking error 0.3% | |
Replication portfolio
The published portfolio below is the investable basket used to model SPMB’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| MBB | FI · MBS | 100.0% |