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Virtus Newfleet ABS/MBS ETF VABS
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | VABS | Replication |
|---|---|---|
| Annualized growth | 3.3% | 2.2% |
| Annualized volatility | 1.9% | 2.0% |
| Sharpe ratio | 1.72 | 1.07 |
| Maximum drawdown | 6.6% | 6.1% |
| Replication fit (R²) | 0.74 · Tracking error 1.0% | |
Replication portfolio
The published portfolio below is the investable basket used to model VABS’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VGSH | FI · Short Gov | 67.7% |
| VCSH | FI · Short Corp | 27.2% |
| STIP | FI · Short TIPS | 2.9% |
| WTMF | Alternatives · Mgt Futures | 2.2% |