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ISIN
US73936Q7694
CUSIP
73936Q769
Issuer
Invesco
Inception Date
Mar 3, 2011
Region
North America (U.S.)
Category
Bank Loan
Leveraged
1x (No leverage)
Index Tracked
Morningstar LSTA US Leveraged Loan 100 Index
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$7B

Share Price Chart


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Performance

BKLN Performance Chart

Invesco Senior Loan ETF (BKLN) is down 0.0% since the beginning of the year. BKLN is currently trading at $20 per share. Investors who bought $1,000 worth of BKLN shares 5 years ago would now be looking at an investment worth $1,287.


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S&P 500 Index

Returns By Period

Invesco Senior Loan ETF (BKLN) has returned -0.03% so far this year and 4.45% over the past 12 months. Over the last ten years, BKLN has returned 4.33% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Invesco Senior Loan ETF

1D
0.01%
1M
-0.04%
YTD
-0.03%
6M
0.26%
1Y
4.45%
3Y*
7.23%
5Y*
5.17%
10Y*
4.33%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BKLN Monthly Returns History

Based on dividend-adjusted daily data since Mar 3, 2011, BKLN's average daily return is +0.02%, while the average monthly return is +0.31%. At this rate, an investment would double in approximately 18.7 years.

Historically, 66% of months were positive and 34% were negative. The best month was Oct 2011 with a return of +4.9%, while the worst month was Mar 2020 at -6.5%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 5 months.

On a daily basis, BKLN closed higher 50% of trading days. The best single day was Mar 25, 2020 with a return of +6.0%, while the worst single day was Mar 16, 2020 at -6.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.73%-2.08%1.56%1.35%-0.04%-0.04%-0.03%
20250.49%0.10%-0.73%0.71%1.47%0.85%0.62%0.54%0.65%0.44%0.67%0.88%6.88%
2024-0.15%1.18%0.84%0.23%1.08%0.30%0.53%1.12%0.53%0.69%1.20%0.38%8.21%
20233.42%-0.14%-0.05%1.08%-0.62%2.92%0.62%1.27%0.33%-0.19%1.26%2.05%12.53%
2022-0.28%-0.69%0.27%-0.69%-1.99%-3.49%3.81%0.37%-3.32%3.11%1.04%-0.41%-2.51%
20210.02%0.19%-0.04%0.35%0.47%0.02%-0.30%0.75%0.11%0.12%-1.01%1.63%2.32%

Benchmark Metrics

Invesco Senior Loan ETF has an annualized alpha of 1.24%, beta of 0.20, and R2 of 0.36 versus S&P 500 Index. Calculated based on daily prices since March 03, 2011.

  • This ETF participated in 21.42% of S&P 500 Index downside but only 20.94% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.20 may look defensive, but with R2 of 0.36 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.36 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
1.24%
Beta
0.20
0.36
Upside Capture
20.94%
Downside Capture
21.42%

Expense Ratio

BKLN has an expense ratio of 0.65%, placing it in the medium range.


Return for Risk

Risk / Return Rank

BKLN ranks 46 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


BKLN Risk / Return Rank: 4646
Overall Rank
BKLN Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
BKLN Sortino Ratio Rank: 5050
Sortino Ratio Rank
BKLN Omega Ratio Rank: 6363
Omega Ratio Rank
BKLN Calmar Ratio Rank: 3030
Calmar Ratio Rank
BKLN Martin Ratio Rank: 3737
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Invesco Senior Loan ETF (BKLN) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BKLNBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.41

Sortino ratioReturn per unit of downside risk

-0.37

Omega ratioGain probability vs. loss probability

1.37

1.37

0.00

Calmar ratioReturn relative to maximum drawdown

1.45

2.78

-1.33

Martin ratioReturn relative to average drawdown

5.68

12.44

-6.76

Dividends

Dividend History

Invesco Senior Loan ETF provided a 7.16% dividend yield over the last twelve months, with an annual payout of $1.46 per share.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%$0.00$0.50$1.00$1.50$2.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.46$1.46$1.77$1.82$1.01$0.69$0.79$1.11$0.98$0.81$1.06$0.92

Dividend yield

7.16%6.95%8.41%8.59%4.93%3.11%3.56%4.86%4.52%3.50%4.54%4.12%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco Senior Loan ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.11$0.10$0.12$0.11$0.10$0.10$0.63
2025$0.12$0.11$0.11$0.12$0.16$0.12$0.12$0.12$0.12$0.12$0.12$0.10$1.46
2024$0.14$0.14$0.15$0.15$0.16$0.14$0.15$0.16$0.17$0.16$0.13$0.12$1.77
2023$0.12$0.13$0.14$0.14$0.15$0.16$0.17$0.17$0.17$0.15$0.16$0.15$1.82
2022$0.06$0.06$0.06$0.06$0.06$0.07$0.07$0.08$0.09$0.10$0.11$0.21$1.01
2021$0.07$0.06$0.06$0.06$0.05$0.05$0.05$0.05$0.06$0.06$0.06$0.06$0.69

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco Senior Loan ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Invesco Senior Loan ETF was 24.17%, occurring on Mar 23, 2020. Recovery took 179 trading sessions.

The current Invesco Senior Loan ETF drawdown is 0.47%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-24.17%Mar 2020
2mo 14d8mo 16d
11moJan 2020 - Dec 2020
2011 pullback2011
-8.74%Oct 2011
4mo 21d4mo 1d
8mo 22dMay 2011 - Feb 2012
Bear market2022
-7.31%Jun 2022
4mo 26d7mo 14d
1y 5dJan 2022 - Jan 2023
2016 pullback2016
-7.07%Feb 2016
9mo 17d4mo 23d
1y 2moMay 2015 - Jul 2016
Rate-hike selloffLate 2018
-5.70%Dec 2018
2mo 22d2mo
4mo 22dOct 2018 - Feb 2019

Drawdown Indicators


BKLNBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-24.17%

-56.78%

+32.61%

Max Drawdown (1Y)

Largest decline over 1 year

-3.07%

-9.10%

+6.03%

Max Drawdown (3Y)

Largest decline over 3 years

-3.55%

-18.90%

+15.35%

Max Drawdown (5Y)

Largest decline over 5 years

-7.31%

-25.43%

+18.12%

Max Drawdown (10Y)

Largest decline over 10 years

-24.17%

-33.92%

+9.75%

Current Drawdown

Current decline from peak

-0.47%

-1.80%

+1.33%

Average Drawdown

Average peak-to-trough decline

-1.09%

-10.71%

+9.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.78%

2.03%

-1.25%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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