ESHY vs. SRLN
ESHY (Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF) and SRLN (State Street Blackstone Senior Loan ETF) are both exchange-traded funds - ESHY is a High Yield Bonds fund tracking the JPMorgan ESG DM Corporate High Yield USD Index, while SRLN is a Bank Loan fund actively managed by State Street. ESHY is passively managed, while SRLN is actively managed. ESHY charges 0.20%/yr vs 0.70%/yr for SRLN.
Performance
ESHY vs. SRLN - Performance Comparison
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Returns By Period
ESHY
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SRLN
- 1D
- -0.15%
- 1M
- 0.11%
- YTD
- 0.48%
- 6M
- 0.74%
- 1Y
- 5.02%
- 3Y*
- 7.38%
- 5Y*
- 4.48%
- 10Y*
- 4.54%
ESHY vs. SRLN - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
ESHY Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF | 0.00% |
SRLN State Street Blackstone Senior Loan ETF | 1.59% |
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Return for Risk
ESHY vs. SRLN — Risk / Return Rank
ESHY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SRLN
ESHY vs. SRLN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF (ESHY) 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.
| ESHY | SRLN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.38 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.55 | — |
| Martin ratioReturn relative to average drawdown | — | 5.72 | — |
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Drawdowns
ESHY vs. SRLN - Drawdown Comparison
The maximum ESHY drawdown since its inception was 0.00%, smaller than the maximum SRLN drawdown of -22.29%. Use the drawdown chart below to compare losses from any high point for ESHY and SRLN.
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Drawdown Indicators
| ESHY | SRLN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | 0.00% | -22.29% | +22.29% |
Max Drawdown (1Y)Largest decline over 1 year | — | -3.26% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -4.26% | — |
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 | 0.00% | -0.32% | +0.32% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -1.10% | +1.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.88% | — |
Volatility
ESHY vs. SRLN - Volatility Comparison
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Volatility by Period
| ESHY | SRLN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 0.62% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 2.67% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 0.00% | 2.91% | -2.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.00% | 3.92% | -3.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.00% | 6.06% | -6.06% |
ESHY vs. SRLN - Expense Ratio Comparison
ESHY has a 0.20% expense ratio, which is lower than SRLN's 0.70% expense ratio.
Dividends
ESHY vs. SRLN - Dividend Comparison
ESHY has not paid dividends to shareholders, while SRLN's dividend yield for the trailing twelve months is around 7.51%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESHY Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond 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 | 7.51% | 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
On fees, ESHY is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ESHY is cheaper with a 0.20% expense ratio, compared with 0.70% for SRLN.
SRLN has the higher dividend yield at 7.51%, compared with 0.00% for ESHY.
ESHY is categorized as High Yield Bonds, while SRLN is Bank Loan. They also come from different issuers: Deutsche Bank and State Street. Their fees differ too: 0.20% for ESHY and 0.70% for SRLN.
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