See what your fund actually adds
State Street DoubleLine Short Duration Total Return Tactical ETF STOT
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | STOT | Replication |
|---|---|---|
| Annualized growth | 2.8% | 2.7% |
| Annualized volatility | 1.4% | 1.7% |
| Sharpe ratio | 1.98 | 1.58 |
| Maximum drawdown | 5.7% | 5.4% |
| Replication fit (R²) | 0.66 · Tracking error 0.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model STOT’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VGSH | FI · Short Gov | 62.6% |
| BKLN | FI · Senior Bank Loans | 21.5% |
| VCSH | FI · Short Corp | 15.9% |