SRLN vs. EFR
Compare and contrast key facts about SPDR Blackstone Senior Loan ETF (SRLN) and Eaton Vance Senior Floating-Rate Trust (EFR).
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.
Performance
SRLN vs. EFR - Performance Comparison
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SRLN vs. EFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SRLN SPDR Blackstone Senior Loan ETF | -1.39% | 6.77% | 8.43% | 11.62% | -5.30% | 4.49% | 3.13% | 10.03% | -0.66% | 3.39% |
EFR Eaton Vance Senior Floating-Rate Trust | -4.62% | -4.85% | 11.32% | 29.25% | -18.73% | 22.88% | 0.83% | 16.43% | -6.96% | 3.37% |
Returns By Period
In the year-to-date period, SRLN achieves a -1.39% return, which is significantly higher than EFR's -4.62% return. Over the past 10 years, SRLN has underperformed EFR with an annualized return of 4.50%, while EFR has yielded a comparatively higher 5.99% annualized return.
SRLN
- 1D
- 0.20%
- 1M
- 1.56%
- YTD
- -1.39%
- 6M
- 0.39%
- 1Y
- 5.55%
- 3Y*
- 7.49%
- 5Y*
- 4.50%
- 10Y*
- 4.50%
EFR
- 1D
- -1.23%
- 1M
- -1.41%
- YTD
- -4.62%
- 6M
- -4.96%
- 1Y
- -6.56%
- 3Y*
- 7.41%
- 5Y*
- 3.48%
- 10Y*
- 5.99%
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Return for Risk
SRLN vs. EFR — Risk / Return Rank
SRLN
EFR
SRLN vs. EFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Blackstone Senior Loan ETF (SRLN) and Eaton Vance Senior Floating-Rate Trust (EFR). 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.
| SRLN | EFR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.29 | -0.52 | +1.81 |
Sortino ratioReturn per unit of downside risk | 1.88 | -0.62 | +2.50 |
Omega ratioGain probability vs. loss probability | 1.34 | 0.89 | +0.45 |
Calmar ratioReturn relative to maximum drawdown | 1.65 | -0.61 | +2.26 |
Martin ratioReturn relative to average drawdown | 5.85 | -1.55 | +7.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SRLN | EFR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | -0.52 | +1.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.16 | 0.27 | +0.89 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.40 | +0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.28 | +0.40 |
Correlation
The correlation between SRLN and EFR is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
SRLN vs. EFR - Dividend Comparison
SRLN's dividend yield for the trailing twelve months is around 7.70%, less than EFR's 9.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SRLN SPDR Blackstone Senior Loan ETF | 7.70% | 7.67% | 8.58% | 8.44% | 5.72% | 4.45% | 4.91% | 5.39% | 4.98% | 4.01% | 3.94% | 4.43% |
EFR Eaton Vance Senior Floating-Rate Trust | 9.63% | 9.53% | 9.76% | 10.37% | 10.39% | 5.62% | 6.39% | 7.34% | 7.46% | 5.42% | 5.82% | 6.95% |
Drawdowns
SRLN vs. EFR - Drawdown Comparison
The maximum SRLN drawdown since its inception was -22.29%, smaller than the maximum EFR drawdown of -60.55%. Use the drawdown chart below to compare losses from any high point for SRLN and EFR.
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Drawdown Indicators
| SRLN | EFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.29% | -60.55% | +38.26% |
Max Drawdown (1Y)Largest decline over 1 year | -3.28% | -11.55% | +8.27% |
Max Drawdown (5Y)Largest decline over 5 years | -7.93% | -25.07% | +17.14% |
Max Drawdown (10Y)Largest decline over 10 years | -22.29% | -42.04% | +19.75% |
Current DrawdownCurrent decline from peak | -1.75% | -13.40% | +11.65% |
Average DrawdownAverage peak-to-trough decline | -1.11% | -8.98% | +7.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.93% | 4.66% | -3.73% |
Volatility
SRLN vs. EFR - Volatility Comparison
The current volatility for SPDR Blackstone Senior Loan ETF (SRLN) is 1.78%, while Eaton Vance Senior Floating-Rate Trust (EFR) has a volatility of 4.87%. This indicates that SRLN experiences smaller price fluctuations and is considered to be less risky than EFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SRLN | EFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.78% | 4.87% | -3.09% |
Volatility (6M)Calculated over the trailing 6-month period | 2.56% | 6.24% | -3.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.32% | 12.70% | -8.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.89% | 13.02% | -9.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.05% | 14.95% | -8.90% |