REVS vs. SRLN

Last updated Jun 3, 2026

REVS (Columbia Research Enhanced Value ETF) and SRLN (SPDR Blackstone Senior Loan ETF) are both exchange-traded funds - REVS is a Large Cap Value Equities fund tracking the Beta Advantage Research Enhanced U.S. Value Index, while SRLN is a High Yield Bonds fund tracking the Markit iBoxx USD Liquid Leveraged Loan Index. Both are passively managed. Over the past 5 years, REVS returned 11.22%/yr vs 4.62%/yr for SRLN. A 0.55 correlation means they provide meaningful diversification when combined. REVS charges 0.19%/yr vs 0.70%/yr for SRLN.

Performance

REVS vs. SRLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Research Enhanced Value ETF (REVS) and SPDR Blackstone Senior Loan ETF (SRLN). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, REVS achieves a 11.52% return, which is significantly higher than SRLN's 0.68% return.

REVS

• 1D: 0.51%
• 1M: 2.67%
• YTD: 11.52%
• 6M: 13.45%
• 1Y: 27.24%
• 3Y*: 18.51%
• 5Y*: 11.22%
• 10Y*: —

SRLN

• 1D: -0.12%
• 1M: 0.26%
• YTD: 0.68%
• 6M: 1.43%
• 1Y: 5.57%
• 3Y*: 7.88%
• 5Y*: 4.62%
• 10Y*: 4.52%

*Multi-year figures are annualized to reflect compound growth (CAGR)

REVS vs. SRLN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
REVS Columbia Research Enhanced Value ETF	11.52%	16.80%	16.36%	13.46%	-6.20%	28.52%	1.37%	7.22%
SRLN SPDR Blackstone Senior Loan ETF	0.68%	6.77%	8.43%	11.62%	-5.30%	4.49%	3.13%	2.14%

Correlation

The correlation between REVS and SRLN is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.47
Correlation (3Y) Calculated over the trailing 3-year period	0.51
Correlation (5Y) Calculated over the trailing 5-year period	0.58
Correlation (All Time) Calculated using the full available price history since Sep 26, 2019	0.55

The correlation between REVS and SRLN shifts across timeframes, from 0.47 (1 year) to 0.58 (5 years), reflecting how their relationship changes across market environments.

REVS vs. SRLN - Sectors Allocation Comparison

Sectors	REVS	SRLN
Financial Services	20.7%	-
Technology	12.3%	-
Healthcare	12.2%	-
Industrials	12.1%	8.2%
Communication Services	8.4%	91.8%
Consumer Cyclical	7.6%	-
Consumer Defensive	7.5%	-
Energy	6.5%	-
Utilities	4.4%	-
Real Estate	4.3%	-
Basic Materials	4.0%	-

Return for Risk

REVS vs. SRLN — Risk / Return Rank

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

REVS

REVS Risk / Return Rank: 73
REVS Sharpe Ratio Rank: 71
REVS Sortino Ratio Rank: 75
REVS Omega Ratio Rank: 67
REVS Calmar Ratio Rank: 76
REVS Martin Ratio Rank: 74

SRLN

SRLN Risk / Return Rank: 52
SRLN Sharpe Ratio Rank: 56
SRLN Sortino Ratio Rank: 58
SRLN Omega Ratio Rank: 72
SRLN Calmar Ratio Rank: 34
SRLN Martin Ratio Rank: 39

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.

REVS vs. SRLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Research Enhanced Value ETF (REVS) 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.

	REVS	SRLN	Difference
Sharpe ratio Return per unit of total volatility	2.38	1.94	+0.44
Sortino ratio Return per unit of downside risk	3.42	2.82	+0.60
Omega ratio Gain probability vs. loss probability	1.41	1.44	-0.03
Calmar ratio Return relative to maximum drawdown	3.93	1.71	+2.22
Martin ratio Return relative to average drawdown	14.38	6.35	+8.03
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

REVS vs. SRLN - Sharpe Ratio Comparison

The current REVS Sharpe Ratio is 2.38, which is comparable to the SRLN Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of REVS and SRLN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	REVS	SRLN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.38	1.94	+0.44
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.76	1.19	-0.43
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.75	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.68	0.70	-0.02

Drawdowns

REVS vs. SRLN - Drawdown Comparison

The maximum REVS drawdown since its inception was -37.85%, which is greater than SRLN's maximum drawdown of -22.29%. Use the drawdown chart below to compare losses from any high point for REVS and SRLN.

Drawdown Indicators

	REVS	SRLN	Difference
Max Drawdown Largest peak-to-trough decline	-37.85%	-22.29%	-15.56%
Max Drawdown (1Y) Largest decline over 1 year	-6.94%	-3.26%	-3.68%
Max Drawdown (3Y) Largest decline over 3 years	-16.37%	-4.26%	-12.11%
Max Drawdown (5Y) Largest decline over 5 years	-18.04%	-7.93%	-10.11%
Max Drawdown (10Y) Largest decline over 10 years	—	-22.29%	—
Current Drawdown Current decline from peak	-0.04%	-0.12%	+0.08%
Average Drawdown Average peak-to-trough decline	-4.66%	-1.10%	-3.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.90%	0.88%	+1.02%

Volatility

REVS vs. SRLN - Volatility Comparison

Columbia Research Enhanced Value ETF (REVS) has a higher volatility of 2.88% compared to SPDR Blackstone Senior Loan ETF (SRLN) at 0.44%. This indicates that REVS'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.

Volatility by Period

	REVS	SRLN	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.88%	0.44%	+2.44%
Volatility (6M) Calculated over the trailing 6-month period	8.47%	2.64%	+5.83%
Volatility (1Y) Calculated over the trailing 1-year period	11.50%	2.89%	+8.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.91%	3.91%	+11.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.13%	6.06%	+13.07%

REVS vs. SRLN - Expense Ratio Comparison

REVS has a 0.19% expense ratio, which is lower than SRLN's 0.70% expense ratio.

Dividends

REVS vs. SRLN - Dividend Comparison

REVS's dividend yield for the trailing twelve months is around 1.91%, less than SRLN's 7.49% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
REVS Columbia Research Enhanced Value ETF	1.91%	2.13%	1.89%	2.49%	2.46%	1.18%	27.75%	0.70%	0.00%	0.00%	0.00%	0.00%
SRLN SPDR Blackstone Senior Loan ETF	7.49%	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

Can I hold both REVS and SRLN in my portfolio?

REVS and SRLN have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, REVS or SRLN?

REVS has higher volatility (2.88%) compared to SRLN (0.44%). In terms of maximum drawdown, REVS dropped -37.85% vs SRLN's -22.29%.

Which ETF is better, REVS or SRLN?

On 5-year performance, REVS leads with 11.22% vs 4.62% for SRLN. On fees, REVS is cheaper at 0.19% per year. On volatility, SRLN has been the lower-risk option at 0.44%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, REVS or SRLN?

Over the 5-year period, REVS has performed better with a 11.22% return vs 4.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, REVS or SRLN?

REVS is cheaper with a 0.19% expense ratio, compared with 0.70% for SRLN.

Which ETF pays a higher dividend yield, REVS or SRLN?

SRLN has the higher dividend yield at 7.49%, compared with 1.91% for REVS.

What is the main difference between REVS and SRLN?

REVS is categorized as Large Cap Value Equities, while SRLN is High Yield Bonds. REVS tracks Beta Advantage Research Enhanced U.S. Value Index, while SRLN tracks Markit iBoxx USD Liquid Leveraged Loan Index. They also come from different issuers: Ameriprise Financial and State Street. Their fees differ too: 0.19% for REVS and 0.70% for SRLN.

Which has better risk-adjusted returns?

REVS currently has the higher Sharpe Ratio (2.38 vs 1.94), 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.