DAT vs. SRLN
DAT (ProShares Big Data Refiners ETF) and SRLN (State Street Blackstone Senior Loan ETF) are both exchange-traded funds - DAT is a Technology Equities fund tracking the FactSet Big Data Refiners Index, while SRLN is a Bank Loan fund actively managed by State Street. DAT is passively managed, while SRLN is actively managed. Over the past 3 years, DAT returned 13.76%/yr vs 7.15%/yr for SRLN. Their 0.50 correlation means they have sometimes moved together and sometimes differently. DAT charges 0.58%/yr vs 0.70%/yr for SRLN.
Performance
DAT vs. SRLN - Performance Comparison
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Returns By Period
In the year-to-date period, DAT achieves a -1.35% return, which is significantly lower than SRLN's 1.38% return.
DAT
- 1D
- 0.40%
- 1M
- 2.06%
- 6M
- 14.86%
- YTD
- -1.35%
- 1Y
- 0.18%
- 3Y*
- 13.76%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 1.95%
SRLN
- 1D
- 0.02%
- 1M
- 0.62%
- 6M
- 2.15%
- YTD
- 1.38%
- 1Y
- 4.61%
- 3Y*
- 7.15%
- 5Y*
- 4.79%
- 10Y*
- 4.51%
- ALL TIME*
- 3.80%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $131.25K | $91.17K | $103.64K | |
| $41.26M | $48.21M | $73.40M |
DAT vs. SRLN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DAT ProShares Big Data Refiners ETF | -1.35% | 3.49% | 33.22% | 51.76% | -44.33% | -4.44% |
SRLN State Street Blackstone Senior Loan ETF | 1.38% | 6.77% | 8.43% | 11.62% | -5.30% | 0.45% |
Correlation
The correlation between DAT and SRLN is 0.41, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.41 |
Correlation (3Y) Balances recent behavior with more history. | 0.44 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2021 | 0.50 |
The correlation between DAT and SRLN has been stable across timeframes, ranging from 0.41 to 0.50 - a consistent structural relationship.
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Return for Risk
DAT vs. SRLN — Risk / Return Rank
DAT
SRLN
DAT vs. SRLN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Big Data Refiners ETF (DAT) and State Street Blackstone Senior Loan ETF (SRLN). 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.
| DAT | SRLN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.61 | ||
| Sortino ratioReturn per unit of downside risk | -2.12 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.32 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.11 | 1.34 | -1.45 |
| Martin ratioReturn relative to average drawdown | -0.24 | 4.95 | -5.18 |
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Drawdowns
DAT vs. SRLN - Drawdown Comparison
The maximum DAT drawdown since its inception was -56.22%, which is greater than SRLN's maximum drawdown of -22.29%. Use the drawdown chart below to compare losses from any high point for DAT and SRLN.
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Drawdown Indicators
| DAT | SRLN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.22% | -22.29% | -33.93% |
Max Drawdown (1Y)Largest decline over 1 year | -34.70% | -3.26% | -31.44% |
Max Drawdown (3Y)Largest decline over 3 years | -34.73% | -4.26% | -30.47% |
Max Drawdown (5Y)Largest decline over 5 years | — | -7.93% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -22.29% | — |
Current DrawdownCurrent decline from peak | -8.44% | -0.02% | -8.42% |
Average DrawdownAverage peak-to-trough decline | -25.76% | -1.09% | -24.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.90% | 0.88% | +15.02% |
Volatility
DAT vs. SRLN - Volatility Comparison
ProShares Big Data Refiners ETF (DAT) has a higher volatility of 8.43% compared to State Street Blackstone Senior Loan ETF (SRLN) at 0.52%. This indicates that DAT's price experiences larger fluctuations and is considered to be riskier than SRLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DAT | SRLN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.43% | 0.52% | +7.91% |
Volatility (6M)Calculated over the trailing 6-month period | 26.48% | 2.69% | +23.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.69% | 2.94% | +28.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.94% | 3.92% | +30.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.94% | 6.06% | +27.88% |
DAT vs. SRLN - Expense Ratio Comparison
DAT has a 0.58% expense ratio, which is lower than SRLN's 0.70% expense ratio.
Dividends
DAT vs. SRLN - Dividend Comparison
DAT has not paid dividends to shareholders, while SRLN's dividend yield for the trailing twelve months is around 7.39%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DAT ProShares Big Data Refiners ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SRLN State Street Blackstone Senior Loan ETF | 6.72% | 7.67% | 8.58% | 8.44% | 5.72% | 4.45% | 4.91% | 5.39% | 4.98% | 4.01% | 3.94% | 4.43% |
Frequently Asked Questions
DAT and SRLN have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DAT has higher volatility (8.43%) compared to SRLN (0.52%). In terms of maximum drawdown, DAT dropped -56.22% vs SRLN's -22.29%.
On 3-year performance, DAT leads with 13.76% vs 7.15% for SRLN. On fees, DAT is cheaper at 0.58% per year. On volatility, SRLN has been the lower-risk option at 0.52%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, DAT has performed better with a 13.76% return vs 7.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DAT is cheaper with a 0.58% expense ratio, compared with 0.70% for SRLN.
SRLN has the higher dividend yield at 6.72%, compared with 0.00% for DAT.
DAT is categorized as Technology Equities, while SRLN is Bank Loan. They also come from different issuers: ProShares and State Street. Their fees differ too: 0.58% for DAT and 0.70% for SRLN.
SRLN currently has the higher Sharpe Ratio (1.49 vs -0.12), 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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