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BlackRock Floating Rate Loan ETF (BRLN) Sharpe Ratio: 1.74

ETF · Currency in USD · Last updated Jun 3, 2026

The ETF primarily invests in floating rate loans and similar instruments to achieve a floating rate of income, with the option to invest in other floating rate debt instruments.

BRLN's Sharpe Ratio of 1.74 indicates that for each unit of volatility, it generates 1.74 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

BRLN Sharpe Ratio Rank

BRLN Sharpe Ratio Rank: 50.150
Average

BRLN ranks above 50.1% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns are proportional to volatility—neither strong nor weak
  • Evaluate whether the volatility profile aligns with your risk tolerance
  • Review higher-ranked alternatives in the same category
  • Monitor rank direction to identify improving or deteriorating trends

BRLN Sharpe Ratio Market Positioning

The chart shows BRLN's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.91 or lower
  • Yellow zone (middle 50%): 0.91 to 2.51
  • Green zone (top 25%): 2.51 or higher
  • Top 1%: 7.84+
  • Median: 1.76 — half of all investments score higher

How it compares to other similar ETFs

The table compares BlackRock Floating Rate Loan ETF's Sharpe Ratio with other ETFs in the Bank Loan category across multiple time periods, showing how BRLN's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
SEIXVirtus Seix Senior Loan ETF3.86
PFRLPGIM Floating Rate Income ETF3.29
TFLRT. Rowe Price Floating Rate ETF2.95
EVLNEaton Vance Floating-Rate ETF2.76
LONZPIMCO Senior Loan Active Exchange-Traded Fund2.51
MBSFRegan Floating Rate MBS ETF1.85
BRLNBlackRock Floating Rate Loan ETF1.74
SLNZTCW Senior Loan ETF1.05
USLNiShares Broad USD Floating Rate Loan ETF—

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows BRLN's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when BRLN consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does BRLN fit in your portfolio?

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