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SLNZ vs. USLN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SLNZ vs. USLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TCW Senior Loan ETF (SLNZ) 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


SLNZ

1D
0.03%
1M
0.82%
YTD
1.61%
6M
2.01%
1Y
4.56%
3Y*
5Y*
10Y*

USLN

1D
0.02%
1M
0.54%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SLNZ vs. USLN - Yearly Performance Comparison


Correlation

The correlation between SLNZ and USLN is -0.18, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.18

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Return for Risk

SLNZ vs. USLN — Risk / Return Rank

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

SLNZ
SLNZ Risk / Return Rank: 3232
Overall Rank
SLNZ Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
SLNZ Sortino Ratio Rank: 2626
Sortino Ratio Rank
SLNZ Omega Ratio Rank: 3131
Omega Ratio Rank
SLNZ Calmar Ratio Rank: 3737
Calmar Ratio Rank
SLNZ Martin Ratio Rank: 3737
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.

SLNZ vs. USLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TCW Senior Loan ETF (SLNZ) 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.


SLNZUSLNDifference
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

1.79

Martin ratioReturn relative to average drawdown

5.56

SLNZ vs. USLN - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SLNZUSLNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

Sharpe Ratio (All Time)

Calculated using the full available price history

1.18

3.00

-1.81

Drawdowns

SLNZ vs. USLN - Drawdown Comparison

The maximum SLNZ drawdown since its inception was -2.57%, which is greater than USLN's maximum drawdown of -0.75%. Use the drawdown chart below to compare losses from any high point for SLNZ and USLN.


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Drawdown Indicators


SLNZUSLNDifference

Max Drawdown

Largest peak-to-trough decline

-2.57%

-0.75%

-1.82%

Max Drawdown (1Y)

Largest decline over 1 year

-2.57%

Current Drawdown

Current decline from peak

0.00%

-0.04%

+0.04%

Average Drawdown

Average peak-to-trough decline

-0.45%

-0.21%

-0.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

Volatility

SLNZ vs. USLN - Volatility Comparison


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Volatility by Period


SLNZUSLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.46%

Volatility (6M)

Calculated over the trailing 6-month period

3.89%

Volatility (1Y)

Calculated over the trailing 1-year period

4.42%

2.58%

+1.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.28%

2.58%

+1.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.28%

2.58%

+1.70%

SLNZ vs. USLN - Expense Ratio Comparison

SLNZ has a 0.65% expense ratio, which is higher than USLN's 0.43% expense ratio.


Dividends

SLNZ vs. USLN - Dividend Comparison

SLNZ's dividend yield for the trailing twelve months is around 7.54%, more than USLN's 1.54% yield.


PositionTTM20252024
SLNZ
TCW Senior Loan ETF
7.54%7.39%1.39%
USLN
iShares Broad USD Floating Rate Loan ETF
1.54%0.00%0.00%

Frequently Asked Questions


SLNZ 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 0.65% for SLNZ.

SLNZ has the higher dividend yield at 7.54%, compared with 1.54% for USLN.

They also come from different issuers: TCW and iShares. Their fees differ too: 0.65% for SLNZ and 0.43% for USLN.

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