See what your fund actually adds
Principal Securitized Debt ETF WDE
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | WDE | Replication |
|---|---|---|
| Annualized growth | -5.7% | -2.4% |
| Annualized volatility | 3.3% | 3.2% |
| Sharpe ratio | -1.79 | -0.73 |
| Maximum drawdown | 3.7% | 2.7% |
| Replication fit (R²) | 0.84 · Tracking error 1.3% | |
Replication portfolio
The published portfolio below is the investable basket used to model WDE’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VGSH | FI · Short Gov | 33.7% |
| SPTL | FI · Long Gov | 26.2% |
| VCSH | FI · Short Corp | 20.6% |
| DBEF | Intl · Dev Hedged | 14.2% |
| AGG | FI · Aggregate | 5.2% |