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FLRT vs. USLN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLRT vs. USLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Aristotle Pacific Floating Rate High Income ETF (FLRT) and iShares Broad USD Floating Rate Loan ETF (USLN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


FLRT

1D
0.04%
1M
0.42%
6M
1.88%
YTD
2.44%
1Y
5.13%
3Y*
7.90%
5Y*
6.08%
10Y*
4.77%
ALL TIME*
4.48%

USLN

1D
0.12%
1M
0.70%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$4.79M$4.57M$4.68M
$9.50K$7.15K$13.48K

FLRT vs. USLN - Yearly Performance Comparison


Correlation

The correlation between FLRT and USLN is 0.23, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 4, 2026

0.23

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Return for Risk

FLRT vs. USLN — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FLRT
FLRT Risk / Return Rank: 9090
Overall Rank
FLRT Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FLRT Sortino Ratio Rank: 9797
Sortino Ratio Rank
FLRT Omega Ratio Rank: 9797
Omega Ratio Rank
FLRT Calmar Ratio Rank: 7979
Calmar Ratio Rank
FLRT Martin Ratio Rank: 7979
Martin Ratio Rank

USLN

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FLRT vs. USLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Aristotle Pacific Floating Rate High Income ETF (FLRT) and iShares Broad USD Floating Rate Loan ETF (USLN). 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.


FLRTUSLNDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.76

Calmar ratioReturn relative to maximum drawdown

2.90

Martin ratioReturn relative to average drawdown

10.63

FLRT vs. USLN - Sharpe Ratio Comparison


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Drawdowns

FLRT vs. USLN - Drawdown Comparison

The maximum FLRT drawdown since its inception was -20.96%, which is greater than USLN's maximum drawdown of -0.75%. Use the drawdown chart below to compare losses from any high point for FLRT and USLN.


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Drawdown Indicators


FLRTUSLNDifference

Max Drawdown

Largest peak-to-trough decline

-20.96%

-0.75%

-20.21%

Max Drawdown (1Y)

Largest decline over 1 year

-1.78%

Max Drawdown (3Y)

Largest decline over 3 years

-2.87%

Max Drawdown (5Y)

Largest decline over 5 years

-7.60%

Max Drawdown (10Y)

Largest decline over 10 years

-20.96%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-1.39%

-0.17%

-1.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.48%

Volatility

FLRT vs. USLN - Volatility Comparison


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Volatility by Period


FLRTUSLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.29%

Volatility (6M)

Calculated over the trailing 6-month period

1.19%

Volatility (1Y)

Calculated over the trailing 1-year period

1.49%

2.23%

-0.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.30%

2.23%

+0.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.09%

2.23%

+3.86%

FLRT vs. USLN - Expense Ratio Comparison

FLRT has a 0.60% expense ratio, which is higher than USLN's 0.43% expense ratio.


Dividends

FLRT vs. USLN - Dividend Comparison

FLRT's dividend yield for the trailing twelve months is around 6.71%, more than USLN's 2.78% yield.


PositionTTM20252024202320222021202020192018201720162015
FLRT
Pacer Aristotle Pacific Floating Rate High Income ETF
6.71%6.93%7.93%8.40%5.81%3.16%3.52%4.30%3.95%3.20%3.38%3.21%
USLN
iShares Broad USD Floating Rate Loan ETF
2.78%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FLRT and USLN have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, USLN is cheaper at 0.43% per year. The better choice depends on whether you care most about return, fees, risk, or income.

USLN is cheaper with a 0.43% expense ratio, compared with 0.60% for FLRT.

FLRT has the higher dividend yield at 6.71%, compared with 2.78% for USLN.

They also come from different issuers: Pacer and iShares. Their fees differ too: 0.60% for FLRT and 0.43% for USLN.

Portfolio Optimizer

Find the right allocation for FLRT and USLN

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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