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Western Asset Bond ETF WABF
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | WABF | Replication |
|---|---|---|
| Annualized growth | 4.1% | 4.2% |
| Annualized volatility | 6.2% | 5.8% |
| Sharpe ratio | 0.68 | 0.73 |
| Maximum drawdown | 5.2% | 5.1% |
| Replication fit (R²) | 0.99 · Tracking error 0.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model WABF’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| MBB | FI · MBS | 35.1% |
| VCIT | FI · IG Credit | 23.1% |
| VGIT | FI · Intermediate Gov | 20.5% |
| AGG | FI · Aggregate | 12.2% |
| VCLT | FI · Long Corp | 9.0% |