See what your fund actually adds
Invesco Variable Rate Preferred ETF VRP
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | VRP | Replication |
|---|---|---|
| Annualized growth | 3.9% | 3.6% |
| Annualized volatility | 5.3% | 4.8% |
| Sharpe ratio | 0.74 | 0.78 |
| Maximum drawdown | 12.7% | 10.2% |
| Replication fit (R²) | 0.77 · Tracking error 2.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model VRP’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| BKLN | FI · Senior Bank Loans | 61.6% |
| PFF | FI · Preferred | 28.8% |
| MUB | FI · Municipal | 3.9% |
| VWOB | FI · EM Bonds USD | 3.6% |
| SPHY | FI · High Yield | 2.2% |