SLJY vs. BRLN
SLJY (Amplify SILJ Covered Call ETF) and BRLN (BlackRock Floating Rate Loan ETF) are both exchange-traded funds - SLJY is a Derivative Income fund actively managed by Amplify, while BRLN is a Bank Loan fund actively managed by BlackRock. Both are actively managed. At a 0.00 correlation, their price movements are largely independent. SLJY charges 0.75%/yr vs 0.55%/yr for BRLN.
Performance
SLJY vs. BRLN - Performance Comparison
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Returns By Period
In the year-to-date period, SLJY achieves a -10.42% return, which is significantly lower than BRLN's 1.33% return.
SLJY
- 1D
- -3.80%
- 1M
- -14.97%
- 6M
- -22.59%
- YTD
- -10.42%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BRLN
- 1D
- 0.37%
- 1M
- 0.17%
- 6M
- 1.11%
- YTD
- 1.33%
- 1Y
- 3.66%
- 3Y*
- 6.55%
- 5Y*
- —
- 10Y*
- —
SLJY vs. BRLN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SLJY Amplify SILJ Covered Call ETF | -10.42% | 42.11% |
BRLN BlackRock Floating Rate Loan ETF | 1.33% | 1.85% |
Correlation
The correlation between SLJY and BRLN is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 19, 2025 | 0.00 |
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Return for Risk
SLJY vs. BRLN — Risk / Return Rank
SLJY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
BRLN
SLJY vs. BRLN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amplify SILJ Covered Call ETF (SLJY) and BlackRock Floating Rate Loan ETF (BRLN). 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.
| SLJY | BRLN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.20 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.84 | — |
| Martin ratioReturn relative to average drawdown | — | 6.54 | — |
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Drawdowns
SLJY vs. BRLN - Drawdown Comparison
The maximum SLJY drawdown since its inception was -34.84%, which is greater than BRLN's maximum drawdown of -3.85%. Use the drawdown chart below to compare losses from any high point for SLJY and BRLN.
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Drawdown Indicators
| SLJY | BRLN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.84% | -3.85% | -30.99% |
Max Drawdown (1Y)Largest decline over 1 year | — | -2.00% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -3.85% | — |
Current DrawdownCurrent decline from peak | -34.84% | -0.52% | -34.32% |
Average DrawdownAverage peak-to-trough decline | -12.13% | -0.33% | -11.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.56% | — |
Volatility
SLJY vs. BRLN - Volatility Comparison
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Volatility by Period
| SLJY | BRLN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 1.51% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 2.70% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 49.68% | 3.32% | +46.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.68% | 3.78% | +45.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.68% | 3.78% | +45.90% |
SLJY vs. BRLN - Expense Ratio Comparison
SLJY has a 0.75% expense ratio, which is higher than BRLN's 0.55% expense ratio.
Dividends
SLJY vs. BRLN - Dividend Comparison
SLJY's dividend yield for the trailing twelve months is around 22.72%, more than BRLN's 6.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
BRLN BlackRock Floating Rate Loan ETF | 6.31% | 6.50% | 7.87% | 9.06% | 1.48% |
SLJY Amplify SILJ Covered Call ETF | 22.72% | 6.26% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SLJY and BRLN have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, BRLN is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.
BRLN is cheaper with a 0.55% expense ratio, compared with 0.75% for SLJY.
SLJY has the higher dividend yield at 22.72%, compared with 6.31% for BRLN.
SLJY is categorized as Derivative Income, while BRLN is Bank Loan. They also come from different issuers: Amplify and BlackRock. Their fees differ too: 0.75% for SLJY and 0.55% for BRLN.
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