SRLN vs. EVF
Compare and contrast key facts about SPDR Blackstone Senior Loan ETF (SRLN) and Eaton Vance Senior Income Trust (EVF).
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. EVF - Performance Comparison
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SRLN vs. EVF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SRLN SPDR Blackstone Senior Loan ETF | -1.58% | 6.77% | 8.43% | 11.62% | -5.30% | 4.49% | 3.13% | 10.03% | -0.66% | 3.39% |
EVF Eaton Vance Senior Income Trust | -3.15% | -6.15% | 7.31% | 34.53% | -14.77% | 11.80% | 6.14% | 14.36% | -2.40% | 3.08% |
Returns By Period
In the year-to-date period, SRLN achieves a -1.58% return, which is significantly higher than EVF's -3.15% return. Over the past 10 years, SRLN has underperformed EVF with an annualized return of 4.48%, while EVF has yielded a comparatively higher 6.36% annualized return.
SRLN
- 1D
- 0.55%
- 1M
- 1.20%
- YTD
- -1.58%
- 6M
- 0.17%
- 1Y
- 5.24%
- 3Y*
- 7.42%
- 5Y*
- 4.46%
- 10Y*
- 4.48%
EVF
- 1D
- 2.67%
- 1M
- -1.19%
- YTD
- -3.15%
- 6M
- -4.82%
- 1Y
- -6.53%
- 3Y*
- 8.26%
- 5Y*
- 3.55%
- 10Y*
- 6.36%
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Return for Risk
SRLN vs. EVF — Risk / Return Rank
SRLN
EVF
SRLN vs. EVF - 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 Income Trust (EVF). 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 | EVF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.22 | -0.52 | +1.74 |
Sortino ratioReturn per unit of downside risk | 1.78 | -0.62 | +2.40 |
Omega ratioGain probability vs. loss probability | 1.32 | 0.90 | +0.42 |
Calmar ratioReturn relative to maximum drawdown | 1.56 | -0.57 | +2.12 |
Martin ratioReturn relative to average drawdown | 5.67 | -1.92 | +7.59 |
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 | EVF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | -0.52 | +1.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.15 | 0.29 | +0.86 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.45 | +0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.26 | +0.41 |
Correlation
The correlation between SRLN and EVF is 0.30, 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. EVF - Dividend Comparison
SRLN's dividend yield for the trailing twelve months is around 7.73%, less than EVF's 9.76% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SRLN SPDR Blackstone Senior Loan ETF | 7.73% | 7.67% | 8.58% | 8.44% | 5.72% | 4.45% | 4.91% | 5.39% | 4.98% | 4.01% | 3.94% | 4.43% |
EVF Eaton Vance Senior Income Trust | 9.76% | 9.58% | 10.13% | 10.51% | 9.45% | 5.37% | 6.16% | 6.58% | 6.27% | 5.57% | 6.06% | 7.73% |
Drawdowns
SRLN vs. EVF - Drawdown Comparison
The maximum SRLN drawdown since its inception was -22.29%, smaller than the maximum EVF drawdown of -62.41%. Use the drawdown chart below to compare losses from any high point for SRLN and EVF.
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Drawdown Indicators
| SRLN | EVF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.29% | -62.41% | +40.12% |
Max Drawdown (1Y)Largest decline over 1 year | -3.31% | -11.36% | +8.05% |
Max Drawdown (5Y)Largest decline over 5 years | -7.93% | -23.76% | +15.83% |
Max Drawdown (10Y)Largest decline over 10 years | -22.29% | -41.01% | +18.72% |
Current DrawdownCurrent decline from peak | -1.94% | -11.87% | +9.93% |
Average DrawdownAverage peak-to-trough decline | -1.11% | -8.32% | +7.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.93% | 3.48% | -2.55% |
Volatility
SRLN vs. EVF - Volatility Comparison
The current volatility for SPDR Blackstone Senior Loan ETF (SRLN) is 1.77%, while Eaton Vance Senior Income Trust (EVF) has a volatility of 4.40%. This indicates that SRLN experiences smaller price fluctuations and is considered to be less risky than EVF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SRLN | EVF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.77% | 4.40% | -2.63% |
Volatility (6M)Calculated over the trailing 6-month period | 2.55% | 6.10% | -3.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.32% | 12.63% | -8.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.89% | 12.41% | -8.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.05% | 14.19% | -8.14% |