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BKLN vs. SCYB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BKLN vs. SCYB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Senior Loan ETF (BKLN) and Schwab High Yield Bond ETF (SCYB). The values are adjusted to include any dividend payments, if applicable.

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BKLN vs. SCYB - Yearly Performance Comparison


2026 (YTD)202520242023
BKLN
Invesco Senior Loan ETF
-1.27%6.88%8.21%5.24%
SCYB
Schwab High Yield Bond ETF
-0.47%8.33%8.15%6.74%

Returns By Period

In the year-to-date period, BKLN achieves a -1.27% return, which is significantly lower than SCYB's -0.47% return.


BKLN

1D
0.49%
1M
1.56%
YTD
-1.27%
6M
0.69%
1Y
5.66%
3Y*
7.57%
5Y*
5.02%
10Y*
4.37%

SCYB

1D
0.89%
1M
-1.23%
YTD
-0.47%
6M
0.62%
1Y
6.71%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BKLN vs. SCYB - Expense Ratio Comparison

BKLN has a 0.65% expense ratio, which is higher than SCYB's 0.03% expense ratio.


Return for Risk

BKLN vs. SCYB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BKLN
BKLN Risk / Return Rank: 7979
Overall Rank
BKLN Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
BKLN Sortino Ratio Rank: 8383
Sortino Ratio Rank
BKLN Omega Ratio Rank: 9090
Omega Ratio Rank
BKLN Calmar Ratio Rank: 7474
Calmar Ratio Rank
BKLN Martin Ratio Rank: 7272
Martin Ratio Rank

SCYB
SCYB Risk / Return Rank: 7474
Overall Rank
SCYB Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
SCYB Sortino Ratio Rank: 7272
Sortino Ratio Rank
SCYB Omega Ratio Rank: 7777
Omega Ratio Rank
SCYB Calmar Ratio Rank: 6767
Calmar Ratio Rank
SCYB Martin Ratio Rank: 8181
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.

BKLN vs. SCYB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Senior Loan ETF (BKLN) and Schwab High Yield Bond ETF (SCYB). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


BKLNSCYBDifference

Sharpe ratio

Return per unit of total volatility

1.33

1.19

+0.14

Sortino ratio

Return per unit of downside risk

2.08

1.75

+0.34

Omega ratio

Gain probability vs. loss probability

1.37

1.28

+0.09

Calmar ratio

Return relative to maximum drawdown

1.83

1.60

+0.23

Martin ratio

Return relative to average drawdown

6.90

8.44

-1.54

BKLN vs. SCYB - Sharpe Ratio Comparison

The current BKLN Sharpe Ratio is 1.33, which is comparable to the SCYB Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of BKLN and SCYB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BKLNSCYBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

1.19

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

1.62

-0.99

Correlation

The correlation between BKLN and SCYB is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BKLN vs. SCYB - Dividend Comparison

BKLN's dividend yield for the trailing twelve months is around 7.05%, which matches SCYB's 7.01% yield.


TTM20252024202320222021202020192018201720162015
BKLN
Invesco Senior Loan ETF
7.05%6.95%8.41%8.59%4.93%3.11%3.56%4.86%4.52%3.50%4.54%4.12%
SCYB
Schwab High Yield Bond ETF
7.01%6.99%7.06%3.36%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BKLN vs. SCYB - Drawdown Comparison

The maximum BKLN drawdown since its inception was -24.17%, which is greater than SCYB's maximum drawdown of -4.92%. Use the drawdown chart below to compare losses from any high point for BKLN and SCYB.


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Drawdown Indicators


BKLNSCYBDifference

Max Drawdown

Largest peak-to-trough decline

-24.17%

-4.92%

-19.25%

Max Drawdown (1Y)

Largest decline over 1 year

-3.07%

-4.22%

+1.15%

Max Drawdown (5Y)

Largest decline over 5 years

-7.31%

Max Drawdown (10Y)

Largest decline over 10 years

-24.17%

Current Drawdown

Current decline from peak

-1.56%

-1.50%

-0.06%

Average Drawdown

Average peak-to-trough decline

-1.10%

-0.53%

-0.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.81%

0.80%

+0.01%

Volatility

BKLN vs. SCYB - Volatility Comparison

The current volatility for Invesco Senior Loan ETF (BKLN) is 1.75%, while Schwab High Yield Bond ETF (SCYB) has a volatility of 2.25%. This indicates that BKLN experiences smaller price fluctuations and is considered to be less risky than SCYB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BKLNSCYBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.75%

2.25%

-0.50%

Volatility (6M)

Calculated over the trailing 6-month period

2.43%

2.91%

-0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

4.27%

5.67%

-1.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.46%

5.20%

-0.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.44%

5.20%

+1.24%