See what your fund actually adds
T. Rowe Price U.S. High Yield ETF THYF
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | THYF | Replication |
|---|---|---|
| Annualized growth | 7.6% | 7.9% |
| Annualized volatility | 4.7% | 4.5% |
| Sharpe ratio | 1.59 | 1.70 |
| Maximum drawdown | 4.5% | 3.5% |
| Replication fit (R²) | 0.95 · Tracking error 1.1% | |
Replication portfolio
The published portfolio below is the investable basket used to model THYF’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPHY | FI · High Yield | 97.1% |
| BKLN | FI · Senior Bank Loans | 2.9% |