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Virtus Private Credit Strategy ETF VPC
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | VPC | Replication |
|---|---|---|
| Annualized growth | -0.1% | 5.3% |
| Annualized volatility | 13.8% | 10.2% |
| Sharpe ratio | 0.06 | 0.56 |
| Maximum drawdown | 24.3% | 18.8% |
| Replication fit (R²) | 0.58 · Tracking error 9.0% | |
Replication portfolio
The published portfolio below is the investable basket used to model VPC’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPHY | FI · High Yield | 34.4% |
| XLF | Sector · Financials | 21.4% |
| PFF | FI · Preferred | 20.5% |
| DGS | EM Small Cap | 14.4% |
| IWC | Micro Cap | 9.3% |