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PFRL vs. USLN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PFRL vs. USLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Floating Rate Income ETF (PFRL) 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


PFRL

1D
0.09%
1M
0.68%
YTD
1.96%
6M
2.91%
1Y
6.46%
3Y*
8.85%
5Y*
10Y*

USLN

1D
-0.03%
1M
0.53%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PFRL vs. USLN - Yearly Performance Comparison


Correlation

The correlation between PFRL and USLN is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 5, 2026

0.18

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Return for Risk

PFRL vs. USLN — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PFRL
PFRL Risk / Return Rank: 9191
Overall Rank
PFRL Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
PFRL Sortino Ratio Rank: 9494
Sortino Ratio Rank
PFRL Omega Ratio Rank: 9595
Omega Ratio Rank
PFRL Calmar Ratio Rank: 8888
Calmar Ratio Rank
PFRL Martin Ratio Rank: 8484
Martin Ratio Rank

USLN
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PFRL vs. USLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Floating Rate Income ETF (PFRL) 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.


PFRLUSLNDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.73

Calmar ratioReturn relative to maximum drawdown

5.17

Martin ratioReturn relative to average drawdown

17.58

PFRL vs. USLN - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PFRLUSLNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.35

Sharpe Ratio (All Time)

Calculated using the full available price history

1.67

2.99

-1.33

Drawdowns

PFRL vs. USLN - Drawdown Comparison

The maximum PFRL drawdown since its inception was -8.83%, which is greater than USLN's maximum drawdown of -0.75%. Use the drawdown chart below to compare losses from any high point for PFRL and USLN.


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Drawdown Indicators


PFRLUSLNDifference

Max Drawdown

Largest peak-to-trough decline

-8.83%

-0.75%

-8.08%

Max Drawdown (1Y)

Largest decline over 1 year

-1.25%

Max Drawdown (3Y)

Largest decline over 3 years

-8.83%

Current Drawdown

Current decline from peak

-0.03%

-0.06%

+0.03%

Average Drawdown

Average peak-to-trough decline

-0.44%

-0.22%

-0.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.37%

Volatility

PFRL vs. USLN - Volatility Comparison


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Volatility by Period


PFRLUSLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.42%

Volatility (6M)

Calculated over the trailing 6-month period

1.58%

Volatility (1Y)

Calculated over the trailing 1-year period

1.94%

2.60%

-0.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.86%

2.60%

+2.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.86%

2.60%

+2.26%

PFRL vs. USLN - Expense Ratio Comparison

PFRL has a 0.72% expense ratio, which is higher than USLN's 0.43% expense ratio.


Dividends

PFRL vs. USLN - Dividend Comparison

PFRL's dividend yield for the trailing twelve months is around 6.83%, more than USLN's 1.54% yield.


PositionTTM2025202420232022
PFRL
PGIM Floating Rate Income ETF
6.83%7.34%8.96%9.84%3.55%
USLN
iShares Broad USD Floating Rate Loan ETF
1.54%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PFRL and USLN have a correlation of 0.18, 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 0.72% for PFRL.

PFRL has the higher dividend yield at 6.83%, compared with 1.54% for USLN.

They also come from different issuers: PGIM and iShares. Their fees differ too: 0.72% for PFRL and 0.43% for USLN.

Portfolio Optimizer

Find the right allocation for PFRL and USLN

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