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SRLN vs. BKLN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SRLN and BKLN is 0.61, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

SRLN vs. BKLN - Performance Comparison

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

46.00%48.00%50.00%52.00%NovemberDecember2025FebruaryMarchApril
48.03%
45.72%
SRLN
BKLN

Key characteristics

Sharpe Ratio

SRLN:

1.44

BKLN:

1.61

Sortino Ratio

SRLN:

1.75

BKLN:

2.09

Omega Ratio

SRLN:

1.36

BKLN:

1.39

Calmar Ratio

SRLN:

1.14

BKLN:

1.70

Martin Ratio

SRLN:

9.80

BKLN:

13.56

Ulcer Index

SRLN:

0.38%

BKLN:

0.32%

Daily Std Dev

SRLN:

2.57%

BKLN:

2.68%

Max Drawdown

SRLN:

-22.29%

BKLN:

-24.17%

Current Drawdown

SRLN:

-3.24%

BKLN:

-2.54%

Returns By Period

In the year-to-date period, SRLN achieves a -2.53% return, which is significantly lower than BKLN's -1.92% return. Both investments have delivered pretty close results over the past 10 years, with SRLN having a 3.51% annualized return and BKLN not far behind at 3.38%.


SRLN

YTD

-2.53%

1M

-3.01%

6M

-0.44%

1Y

3.90%

5Y*

7.42%

10Y*

3.51%

BKLN

YTD

-1.92%

1M

-2.27%

6M

0.08%

1Y

4.63%

5Y*

6.80%

10Y*

3.38%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SRLN vs. BKLN - Expense Ratio Comparison

SRLN has a 0.70% expense ratio, which is higher than BKLN's 0.65% expense ratio.


SRLN
SPDR Blackstone Senior Loan ETF
Expense ratio chart for SRLN: current value is 0.70%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SRLN: 0.70%
Expense ratio chart for BKLN: current value is 0.65%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BKLN: 0.65%

Risk-Adjusted Performance

SRLN vs. BKLN — Risk-Adjusted Performance Rank

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

SRLN
The Risk-Adjusted Performance Rank of SRLN is 8888
Overall Rank
The Sharpe Ratio Rank of SRLN is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of SRLN is 8484
Sortino Ratio Rank
The Omega Ratio Rank of SRLN is 9393
Omega Ratio Rank
The Calmar Ratio Rank of SRLN is 8383
Calmar Ratio Rank
The Martin Ratio Rank of SRLN is 9292
Martin Ratio Rank

BKLN
The Risk-Adjusted Performance Rank of BKLN is 9292
Overall Rank
The Sharpe Ratio Rank of BKLN is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of BKLN is 8989
Sortino Ratio Rank
The Omega Ratio Rank of BKLN is 9494
Omega Ratio Rank
The Calmar Ratio Rank of BKLN is 8888
Calmar Ratio Rank
The Martin Ratio Rank of BKLN is 9595
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SRLN vs. BKLN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Blackstone Senior Loan ETF (SRLN) and Invesco Senior Loan ETF (BKLN). 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.


Sharpe ratio
The chart of Sharpe ratio for SRLN, currently valued at 1.44, compared to the broader market-1.000.001.002.003.004.005.00
SRLN: 1.44
BKLN: 1.61
The chart of Sortino ratio for SRLN, currently valued at 1.75, compared to the broader market-2.000.002.004.006.008.0010.00
SRLN: 1.75
BKLN: 2.09
The chart of Omega ratio for SRLN, currently valued at 1.36, compared to the broader market0.501.001.502.002.50
SRLN: 1.36
BKLN: 1.39
The chart of Calmar ratio for SRLN, currently valued at 1.14, compared to the broader market0.005.0010.0015.00
SRLN: 1.14
BKLN: 1.70
The chart of Martin ratio for SRLN, currently valued at 9.80, compared to the broader market0.0020.0040.0060.0080.00
SRLN: 9.80
BKLN: 13.56

The current SRLN Sharpe Ratio is 1.44, which is comparable to the BKLN Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of SRLN and BKLN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.005.006.00NovemberDecember2025FebruaryMarchApril
1.44
1.61
SRLN
BKLN

Dividends

SRLN vs. BKLN - Dividend Comparison

SRLN's dividend yield for the trailing twelve months is around 8.70%, more than BKLN's 8.33% yield.


TTM20242023202220212020201920182017201620152014
SRLN
SPDR Blackstone Senior Loan ETF
8.70%8.58%8.44%5.72%4.45%4.91%5.39%4.98%4.01%3.94%4.43%3.66%
BKLN
Invesco Senior Loan ETF
8.33%8.41%8.59%4.93%3.11%3.56%4.86%4.52%3.50%4.54%4.12%4.12%

Drawdowns

SRLN vs. BKLN - Drawdown Comparison

The maximum SRLN drawdown since its inception was -22.29%, smaller than the maximum BKLN drawdown of -24.17%. Use the drawdown chart below to compare losses from any high point for SRLN and BKLN. For additional features, visit the drawdowns tool.


-3.50%-3.00%-2.50%-2.00%-1.50%-1.00%-0.50%0.00%NovemberDecember2025FebruaryMarchApril
-3.24%
-2.54%
SRLN
BKLN

Volatility

SRLN vs. BKLN - Volatility Comparison

SPDR Blackstone Senior Loan ETF (SRLN) has a higher volatility of 1.67% compared to Invesco Senior Loan ETF (BKLN) at 1.46%. This indicates that SRLN's price experiences larger fluctuations and is considered to be riskier than BKLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%NovemberDecember2025FebruaryMarchApril
1.67%
1.46%
SRLN
BKLN
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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