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BKLN vs. SPIP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BKLN vs. SPIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Senior Loan ETF (BKLN) and SPDR Portfolio TIPS ETF (SPIP). The values are adjusted to include any dividend payments, if applicable.

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BKLN vs. SPIP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BKLN
Invesco Senior Loan ETF
-1.27%6.88%8.21%12.53%-2.51%2.32%1.32%10.03%-1.32%2.13%
SPIP
SPDR Portfolio TIPS ETF
0.27%6.78%2.35%2.98%-12.84%5.80%11.41%9.14%-1.53%3.16%

Returns By Period

In the year-to-date period, BKLN achieves a -1.27% return, which is significantly lower than SPIP's 0.27% return. Over the past 10 years, BKLN has outperformed SPIP with an annualized return of 4.37%, while SPIP has yielded a comparatively lower 2.53% annualized 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%

SPIP

1D
-0.06%
1M
-1.48%
YTD
0.27%
6M
0.20%
1Y
2.65%
3Y*
2.91%
5Y*
1.15%
10Y*
2.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BKLN vs. SPIP - Expense Ratio Comparison

BKLN has a 0.65% expense ratio, which is higher than SPIP's 0.12% expense ratio.


Return for Risk

BKLN vs. SPIP — 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

SPIP
SPIP Risk / Return Rank: 3434
Overall Rank
SPIP Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
SPIP Sortino Ratio Rank: 3030
Sortino Ratio Rank
SPIP Omega Ratio Rank: 2929
Omega Ratio Rank
SPIP Calmar Ratio Rank: 4444
Calmar Ratio Rank
SPIP Martin Ratio Rank: 3535
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. SPIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Senior Loan ETF (BKLN) and SPDR Portfolio TIPS ETF (SPIP). 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.


BKLNSPIPDifference

Sharpe ratio

Return per unit of total volatility

1.33

0.61

+0.72

Sortino ratio

Return per unit of downside risk

2.08

0.83

+1.25

Omega ratio

Gain probability vs. loss probability

1.37

1.11

+0.26

Calmar ratio

Return relative to maximum drawdown

1.83

1.05

+0.77

Martin ratio

Return relative to average drawdown

6.90

3.04

+3.86

BKLN vs. SPIP - Sharpe Ratio Comparison

The current BKLN Sharpe Ratio is 1.33, which is higher than the SPIP Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of BKLN and SPIP, 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


BKLNSPIPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

0.61

+0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.13

0.18

+0.96

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.42

+0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.52

+0.11

Correlation

The correlation between BKLN and SPIP is 0.00, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

BKLN vs. SPIP - Dividend Comparison

BKLN's dividend yield for the trailing twelve months is around 7.05%, more than SPIP's 4.05% 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%
SPIP
SPDR Portfolio TIPS ETF
4.05%4.09%3.36%3.70%7.05%4.53%1.97%2.91%2.80%3.02%1.88%0.14%

Drawdowns

BKLN vs. SPIP - Drawdown Comparison

The maximum BKLN drawdown since its inception was -24.17%, which is greater than SPIP's maximum drawdown of -15.39%. Use the drawdown chart below to compare losses from any high point for BKLN and SPIP.


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Drawdown Indicators


BKLNSPIPDifference

Max Drawdown

Largest peak-to-trough decline

-24.17%

-15.39%

-8.78%

Max Drawdown (1Y)

Largest decline over 1 year

-3.07%

-2.92%

-0.15%

Max Drawdown (5Y)

Largest decline over 5 years

-7.31%

-15.39%

+8.08%

Max Drawdown (10Y)

Largest decline over 10 years

-24.17%

-15.39%

-8.78%

Current Drawdown

Current decline from peak

-1.56%

-2.21%

+0.65%

Average Drawdown

Average peak-to-trough decline

-1.10%

-4.13%

+3.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.81%

1.01%

-0.20%

Volatility

BKLN vs. SPIP - Volatility Comparison

Invesco Senior Loan ETF (BKLN) and SPDR Portfolio TIPS ETF (SPIP) have volatilities of 1.75% and 1.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BKLNSPIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.75%

1.75%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

2.43%

2.55%

-0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

4.27%

4.39%

-0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.46%

6.59%

-2.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.44%

6.03%

+0.41%