REVS vs. SRLN
Compare and contrast key facts about Columbia Research Enhanced Value ETF (REVS) and SPDR Blackstone Senior Loan ETF (SRLN).
REVS and SRLN are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. REVS is a passively managed fund by Ameriprise Financial that tracks the performance of the Beta Advantage Research Enhanced U.S. Value Index. It was launched on Sep 25, 2019. 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 REVS 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: REVS or SRLN.
Key characteristics
| REVS | SRLN | |
|---|---|---|
| YTD Return | 22.55% | 7.68% |
| 1Y Return | 34.34% | 10.21% |
| 3Y Return (Ann) | 9.69% | 4.50% |
| 5Y Return (Ann) | 12.04% | 4.62% |
| Sharpe Ratio | 3.23 | 5.45 |
| Sortino Ratio | 4.54 | 8.39 |
| Omega Ratio | 1.59 | 2.60 |
| Calmar Ratio | 5.10 | 7.53 |
| Martin Ratio | 17.92 | 62.50 |
| Ulcer Index | 2.01% | 0.16% |
| Daily Std Dev | 11.12% | 1.89% |
| Max Drawdown | -37.85% | -22.29% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between REVS and SRLN is 0.56, 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
REVS vs. SRLN - Performance Comparison
In the year-to-date period, REVS achieves a 22.55% return, which is significantly higher than SRLN's 7.68% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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REVS vs. SRLN - Expense Ratio Comparison
REVS has a 0.19% expense ratio, which is lower than SRLN's 0.70% expense ratio.
Risk-Adjusted Performance
REVS vs. SRLN - Risk-Adjusted Performance 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.
Dividends
REVS vs. SRLN - Dividend Comparison
REVS's dividend yield for the trailing twelve months is around 2.03%, less than SRLN's 8.83% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
REVS Columbia Research Enhanced Value ETF | 2.03% | 2.49% | 2.46% | 1.18% | 27.75% | 0.70% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SRLN SPDR Blackstone Senior Loan ETF | 8.83% | 8.44% | 5.72% | 4.45% | 4.91% | 5.39% | 4.98% | 4.01% | 3.94% | 4.43% | 3.66% | 1.91% |
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. For additional features, visit the drawdowns tool.
Volatility
REVS vs. SRLN - Volatility Comparison
Columbia Research Enhanced Value ETF (REVS) has a higher volatility of 3.71% compared to SPDR Blackstone Senior Loan ETF (SRLN) at 0.53%. 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.