PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SPDR Blackstone Senior Loan ETF (SRLN)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US78467V6083

CUSIP

78467V608

Issuer

State Street

Inception Date

Apr 3, 2013

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

Markit iBoxx USD Liquid Leveraged Loan Index

Home Page

www.ssga.com

Asset Class

Bond

Expense Ratio

SRLN features an expense ratio of 0.70%, falling within the medium range.


Expense ratio chart for SRLN: current value at 0.70% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.70%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
SRLN vs. BKLN SRLN vs. USHY SRLN vs. NUSIX SRLN vs. SJNK SRLN vs. TIP SRLN vs. VOO SRLN vs. TLT SRLN vs. HYG SRLN vs. VTIP SRLN vs. IBHD
Popular comparisons:
SRLN vs. BKLN SRLN vs. USHY SRLN vs. NUSIX SRLN vs. SJNK SRLN vs. TIP SRLN vs. VOO SRLN vs. TLT SRLN vs. HYG SRLN vs. VTIP SRLN vs. IBHD

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in SPDR Blackstone Senior Loan ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


50.00%100.00%150.00%200.00%250.00%300.00%JuneJulyAugustSeptemberOctoberNovember
51.22%
286.70%
SRLN (SPDR Blackstone Senior Loan ETF)
Benchmark (^GSPC)

Returns By Period

SPDR Blackstone Senior Loan ETF had a return of 7.98% year-to-date (YTD) and 9.89% in the last 12 months. Over the past 10 years, SPDR Blackstone Senior Loan ETF had an annualized return of 3.90%, while the S&P 500 had an annualized return of 11.29%, indicating that SPDR Blackstone Senior Loan ETF did not perform as well as the benchmark.


SRLN

YTD

7.98%

1M

1.29%

6M

4.45%

1Y

9.89%

5Y (annualized)

4.57%

10Y (annualized)

3.90%

^GSPC (Benchmark)

YTD

26.47%

1M

5.73%

6M

14.30%

1Y

31.29%

5Y (annualized)

14.18%

10Y (annualized)

11.29%

Monthly Returns

The table below presents the monthly returns of SRLN, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.07%0.96%0.87%0.43%1.01%0.04%0.60%0.97%0.54%0.93%7.98%
20232.91%-0.12%-0.19%0.80%-0.34%2.60%0.87%1.13%0.34%-0.14%1.48%1.79%11.62%
2022-0.09%-0.73%0.09%-0.71%-2.89%-2.82%2.53%1.16%-4.13%1.70%0.92%-0.24%-5.30%
20210.55%0.59%-0.22%0.75%0.96%0.61%-0.65%0.70%0.48%0.11%-0.81%1.35%4.49%
2020-0.17%-1.88%-11.56%4.90%3.65%1.05%2.29%1.89%0.22%-0.61%2.38%1.94%3.13%
20192.48%2.19%-0.69%2.23%-1.01%0.61%1.02%-0.61%1.25%-0.50%1.20%1.50%10.03%
20181.00%-0.03%0.24%0.39%0.01%-0.24%1.00%0.42%0.60%-0.30%-0.81%-2.88%-0.65%
20170.04%0.54%0.18%0.31%0.45%-0.01%0.67%-0.06%0.38%0.57%-0.02%0.30%3.39%
2016-0.41%0.02%1.86%1.03%0.72%-0.23%1.09%0.57%0.54%0.40%0.17%1.20%7.15%
2015-0.66%2.42%-0.03%1.00%0.07%-0.13%-0.09%-0.95%-0.85%0.12%-1.20%-0.97%-1.29%
20140.38%-0.11%0.18%-0.13%0.22%0.69%-0.02%-0.18%-0.59%0.69%0.60%-0.70%1.03%
20130.20%-0.13%-0.58%0.99%-0.16%0.04%0.91%0.08%0.46%1.80%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of SRLN is 98, placing it in the top 2% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of SRLN is 9898
Overall Rank
The Sharpe Ratio Rank of SRLN is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of SRLN is 9898
Sortino Ratio Rank
The Omega Ratio Rank of SRLN is 9999
Omega Ratio Rank
The Calmar Ratio Rank of SRLN is 9797
Calmar Ratio Rank
The Martin Ratio Rank of SRLN is 9898
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for SPDR Blackstone Senior Loan ETF (SRLN) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for SRLN, currently valued at 5.22, compared to the broader market-2.000.002.004.005.222.66
The chart of Sortino ratio for SRLN, currently valued at 8.01, compared to the broader market-2.000.002.004.006.008.0010.0012.008.013.53
The chart of Omega ratio for SRLN, currently valued at 2.50, compared to the broader market0.501.001.502.002.503.002.501.49
The chart of Calmar ratio for SRLN, currently valued at 7.30, compared to the broader market0.005.0010.0015.007.303.84
The chart of Martin ratio for SRLN, currently valued at 59.65, compared to the broader market0.0020.0040.0060.0080.00100.0059.6517.03
SRLN
^GSPC

The current SPDR Blackstone Senior Loan ETF Sharpe ratio is 5.22. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of SPDR Blackstone Senior Loan ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.002.003.004.005.006.00JuneJulyAugustSeptemberOctoberNovember
5.22
2.66
SRLN (SPDR Blackstone Senior Loan ETF)
Benchmark (^GSPC)

Dividends

Dividend History

SPDR Blackstone Senior Loan ETF provided a 8.04% dividend yield over the last twelve months, with an annual payout of $3.38 per share. The fund has been increasing its distributions for 2 consecutive years.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%$0.00$1.00$2.00$3.00$4.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$3.38$3.54$2.34$2.03$2.24$2.51$2.23$1.89$1.87$2.04$1.78$0.95

Dividend yield

8.04%8.44%5.72%4.45%4.91%5.39%4.98%4.01%3.94%4.43%3.66%1.91%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.32$0.29$0.31$0.31$0.31$0.30$0.30$0.31$0.30$0.30$3.05
2023$0.00$0.25$0.25$0.27$0.28$0.29$0.29$0.29$0.33$0.32$0.32$0.65$3.54
2022$0.00$0.17$0.17$0.17$0.17$0.17$0.17$0.18$0.20$0.22$0.24$0.48$2.34
2021$0.00$0.17$0.16$0.17$0.17$0.17$0.17$0.17$0.17$0.17$0.17$0.34$2.03
2020$0.00$0.20$0.19$0.19$0.17$0.19$0.19$0.19$0.20$0.19$0.19$0.34$2.24
2019$0.00$0.22$0.22$0.22$0.22$0.22$0.22$0.22$0.22$0.22$0.19$0.34$2.51
2018$0.00$0.17$0.17$0.17$0.18$0.19$0.19$0.19$0.19$0.19$0.20$0.41$2.23
2017$0.00$0.16$0.16$0.16$0.16$0.16$0.16$0.16$0.16$0.16$0.16$0.32$1.89
2016$0.00$0.15$0.17$0.14$0.15$0.16$0.17$0.15$0.17$0.16$0.15$0.31$1.87
2015$0.00$0.16$0.16$0.17$0.16$0.17$0.20$0.18$0.19$0.18$0.17$0.32$2.04
2014$0.00$0.12$0.11$0.13$0.14$0.14$0.15$0.15$0.17$0.17$0.17$0.35$1.78
2013$0.00$0.10$0.09$0.13$0.11$0.12$0.14$0.26$0.95

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
SRLN (SPDR Blackstone Senior Loan ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the SPDR Blackstone 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 SPDR Blackstone Senior Loan ETF was 22.29%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.29%Feb 20, 202023Mar 23, 2020161Nov 9, 2020184
-7.93%Jan 18, 2022178Sep 30, 2022194Jul 12, 2023372
-5.57%Jul 17, 2015146Feb 12, 2016124Aug 10, 2016270
-4.61%Oct 17, 201847Dec 24, 201841Feb 25, 201988
-2.71%Dec 1, 201413Dec 17, 201438Feb 12, 201551

Volatility

Volatility Chart

The current SPDR Blackstone Senior Loan ETF volatility is 0.63%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
0.63%
4.02%
SRLN (SPDR Blackstone Senior Loan ETF)
Benchmark (^GSPC)
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab