BKLN vs. VVR
BKLN (Invesco Senior Loan ETF) is Bank Loan fund tracking the Morningstar LSTA US Leveraged Loan 100 Index, while VVR (Invesco Senior Income Trust) is a stock. Over the past 10 years, BKLN returned 4.23%/yr vs 5.55%/yr for VVR. Their 0.30 correlation means their historical movements had little consistent relationship.
Performance
BKLN vs. VVR - Performance Comparison
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Returns By Period
In the year-to-date period, BKLN achieves a 0.65% return, which is significantly higher than VVR's -1.92% return. Over the past 10 years, BKLN has underperformed VVR with an annualized return of 4.23%, while VVR has yielded a comparatively higher 5.55% annualized return.
BKLN
- 1D
- 0.05%
- 1M
- 0.73%
- 6M
- 1.39%
- YTD
- 0.65%
- 1Y
- 4.08%
- 3Y*
- 6.92%
- 5Y*
- 5.35%
- 10Y*
- 4.23%
- ALL TIME*
- 3.73%
VVR
- 1D
- -0.34%
- 1M
- 0.31%
- 6M
- -3.64%
- YTD
- -1.92%
- 1Y
- -10.27%
- 3Y*
- 4.00%
- 5Y*
- 4.77%
- 10Y*
- 5.55%
- ALL TIME*
- 3.86%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $118.65M | $121.61M | $174.22M | |
| $1.40M | $2.19M | $2.41M |
BKLN vs. VVR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BKLN Invesco Senior Loan ETF | 0.65% | 6.88% | 8.21% | 12.53% | -2.51% | 2.32% | 1.32% | 10.03% | -1.32% | 2.13% |
VVR Invesco Senior Income Trust | -1.92% | -6.18% | 8.97% | 20.86% | -1.11% | 17.00% | -0.22% | 16.97% | -5.36% | 0.19% |
Correlation
The correlation between BKLN and VVR is 0.24, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.24 |
Correlation (3Y) Balances recent behavior with more history. | 0.26 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.33 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.33 |
Correlation (All Time) Calculated using the full available price history since Mar 3, 2011 | 0.30 |
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Return for Risk
BKLN vs. VVR — Risk / Return Rank
BKLN
VVR
BKLN vs. VVR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Senior Loan ETF (BKLN) and Invesco Senior Income Trust (VVR). 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.
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.
| BKLN | VVR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.08 | ||
| Sortino ratioReturn per unit of downside risk | +3.00 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 0.89 | +0.43 |
| Calmar ratioReturn relative to maximum drawdown | 1.27 | -0.79 | +2.06 |
| Martin ratioReturn relative to average drawdown | 4.91 | -1.11 | +6.02 |
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Drawdowns
BKLN vs. VVR - Drawdown Comparison
The maximum BKLN drawdown since its inception was -24.17%, smaller than the maximum VVR drawdown of -73.79%. Use the drawdown chart below to compare losses from any high point for BKLN and VVR.
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Drawdown Indicators
| BKLN | VVR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.17% | -73.79% | +49.62% |
Max Drawdown (1Y)Largest decline over 1 year | -3.07% | -12.38% | +9.31% |
Max Drawdown (3Y)Largest decline over 3 years | -3.55% | -19.50% | +15.95% |
Max Drawdown (5Y)Largest decline over 5 years | -7.31% | -19.50% | +12.19% |
Max Drawdown (10Y)Largest decline over 10 years | -24.17% | -55.92% | +31.75% |
Current DrawdownCurrent decline from peak | -0.05% | -14.03% | +13.98% |
Average DrawdownAverage peak-to-trough decline | -1.08% | -10.92% | +9.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.79% | 8.84% | -8.05% |
Volatility
BKLN vs. VVR - Volatility Comparison
The current volatility for Invesco Senior Loan ETF (BKLN) is 0.34%, while Invesco Senior Income Trust (VVR) has a volatility of 2.76%. This indicates that BKLN experiences smaller price fluctuations and is considered to be less risky than VVR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BKLN | VVR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.34% | 2.76% | -2.42% |
Volatility (6M)Calculated over the trailing 6-month period | 2.53% | 11.86% | -9.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.77% | 14.50% | -11.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.47% | 16.04% | -11.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.41% | 23.55% | -17.14% |
Dividends
BKLN vs. VVR - Dividend Comparison
BKLN's dividend yield for the trailing twelve months is around 6.53%, less than VVR's 14.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BKLN Invesco Senior Loan ETF | 6.53% | 6.95% | 8.41% | 8.59% | 4.93% | 3.11% | 3.56% | 4.86% | 4.52% | 3.50% | 4.54% | 4.12% |
VVR Invesco Senior Income Trust | 14.44% | 13.94% | 13.06% | 11.54% | 11.46% | 7.22% | 6.71% | 6.22% | 6.68% | 5.95% | 6.41% | 7.97% |
Frequently Asked Questions
BKLN and VVR have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VVR has higher volatility (2.76%) compared to BKLN (0.34%). In terms of maximum drawdown, BKLN dropped -24.17% vs VVR's -73.79%.
BKLN currently has the higher Sharpe Ratio (1.41 vs -0.68), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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