DAT vs. SRLN
Compare and contrast key facts about ProShares Big Data Refiners ETF (DAT) and SPDR Blackstone Senior Loan ETF (SRLN).
DAT and SRLN are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DAT is a passively managed fund by ProShares that tracks the performance of the FactSet Big Data Refiners Index. It was launched on Sep 29, 2021. SRLN is a passively managed fund by State Street that tracks the performance of the Markit iBoxx USD Liquid Leveraged Loan Index. It was launched on Apr 3, 2013. Both DAT and SRLN are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DAT or SRLN.
Correlation
The correlation between DAT and SRLN is 0.53, 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.
Performance
DAT vs. SRLN - Performance Comparison
Key characteristics
DAT:
1.58
SRLN:
4.58
DAT:
2.13
SRLN:
6.83
DAT:
1.27
SRLN:
2.24
DAT:
1.28
SRLN:
6.35
DAT:
6.67
SRLN:
50.82
DAT:
6.06%
SRLN:
0.17%
DAT:
25.58%
SRLN:
1.90%
DAT:
-56.22%
SRLN:
-22.29%
DAT:
-5.80%
SRLN:
-0.27%
Returns By Period
In the year-to-date period, DAT achieves a 38.44% return, which is significantly higher than SRLN's 8.13% return.
DAT
38.44%
4.63%
33.77%
38.52%
N/A
N/A
SRLN
8.13%
0.47%
4.70%
8.68%
4.27%
4.01%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DAT vs. SRLN - Expense Ratio Comparison
DAT has a 0.58% expense ratio, which is lower than SRLN's 0.70% expense ratio.
Risk-Adjusted Performance
DAT vs. SRLN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Big Data Refiners ETF (DAT) and SPDR 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.
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 8.61%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 SPDR Blackstone Senior Loan ETF | 8.61% | 8.44% | 5.72% | 4.45% | 4.91% | 5.39% | 4.98% | 4.01% | 3.94% | 4.43% | 3.66% | 1.91% |
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. For additional features, visit the drawdowns tool.
Volatility
DAT vs. SRLN - Volatility Comparison
ProShares Big Data Refiners ETF (DAT) has a higher volatility of 8.50% compared to SPDR Blackstone Senior Loan ETF (SRLN) at 0.44%. 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.