SRLN vs. REVS
SRLN (State Street Blackstone Senior Loan ETF) and REVS (Columbia Research Enhanced Value ETF) are both exchange-traded funds - SRLN is a Bank Loan fund actively managed by State Street, while REVS is a Large Cap Value Equities fund tracking the Beta Advantage Research Enhanced U.S. Value Index. SRLN is actively managed, while REVS is passively managed. Over the past 5 years, SRLN returned 4.43%/yr vs 11.60%/yr for REVS. A 0.55 correlation means they provide meaningful diversification when combined. SRLN charges 0.70%/yr vs 0.19%/yr for REVS.
Performance
SRLN vs. REVS - Performance Comparison
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Returns By Period
In the year-to-date period, SRLN achieves a 0.28% return, which is significantly lower than REVS's 11.70% return.
SRLN
- 1D
- -0.20%
- 1M
- -0.09%
- YTD
- 0.28%
- 6M
- 0.45%
- 1Y
- 4.54%
- 3Y*
- 7.31%
- 5Y*
- 4.43%
- 10Y*
- 4.52%
REVS
- 1D
- -0.06%
- 1M
- 0.71%
- YTD
- 11.70%
- 6M
- 10.31%
- 1Y
- 24.07%
- 3Y*
- 18.33%
- 5Y*
- 11.60%
- 10Y*
- —
SRLN vs. REVS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SRLN State Street Blackstone Senior Loan ETF | 0.28% | 6.77% | 8.43% | 11.62% | -5.30% | 4.49% | 3.13% | 2.19% |
REVS Columbia Research Enhanced Value ETF | 11.70% | 16.80% | 16.36% | 13.46% | -6.20% | 28.52% | 1.37% | 7.27% |
Correlation
The correlation between SRLN and REVS is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Sep 25, 2019 | 0.55 |
The correlation between SRLN and REVS shifts across timeframes, from 0.46 (1 year) to 0.59 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SRLN vs. REVS — Risk / Return Rank
SRLN
REVS
SRLN vs. REVS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Blackstone Senior Loan ETF (SRLN) and Columbia Research Enhanced Value ETF (REVS). 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.
| SRLN | REVS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.54 | ||
| Sortino ratioReturn per unit of downside risk | -0.77 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.36 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.40 | 3.48 | -2.09 |
| Martin ratioReturn relative to average drawdown | 5.17 | 12.66 | -7.49 |
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Drawdowns
SRLN vs. REVS - Drawdown Comparison
The maximum SRLN drawdown since its inception was -22.29%, smaller than the maximum REVS drawdown of -37.85%. Use the drawdown chart below to compare losses from any high point for SRLN and REVS.
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Drawdown Indicators
| SRLN | REVS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.29% | -37.85% | +15.56% |
Max Drawdown (1Y)Largest decline over 1 year | -3.26% | -6.94% | +3.68% |
Max Drawdown (3Y)Largest decline over 3 years | -4.26% | -16.37% | +12.11% |
Max Drawdown (5Y)Largest decline over 5 years | -7.93% | -18.04% | +10.11% |
Max Drawdown (10Y)Largest decline over 10 years | -22.29% | — | — |
Current DrawdownCurrent decline from peak | -0.52% | -1.29% | +0.77% |
Average DrawdownAverage peak-to-trough decline | -1.10% | -4.63% | +3.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.88% | 1.91% | -1.03% |
Volatility
SRLN vs. REVS - Volatility Comparison
The current volatility for State Street Blackstone Senior Loan ETF (SRLN) is 0.64%, while Columbia Research Enhanced Value ETF (REVS) has a volatility of 3.09%. This indicates that SRLN experiences smaller price fluctuations and is considered to be less risky than REVS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SRLN | REVS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.64% | 3.09% | -2.45% |
Volatility (6M)Calculated over the trailing 6-month period | 2.68% | 8.51% | -5.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.92% | 11.52% | -8.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.92% | 14.90% | -10.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.06% | 19.07% | -13.01% |
SRLN vs. REVS - Expense Ratio Comparison
SRLN has a 0.70% expense ratio, which is higher than REVS's 0.19% expense ratio.
Dividends
SRLN vs. REVS - Dividend Comparison
SRLN's dividend yield for the trailing twelve months is around 7.52%, more than REVS's 1.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
REVS Columbia Research Enhanced Value ETF | 1.91% | 2.13% | 1.89% | 2.49% | 2.46% | 1.18% | 27.75% | 0.70% | 0.00% | 0.00% | 0.00% | 0.00% |
SRLN State Street Blackstone Senior Loan ETF | 7.52% | 7.67% | 8.58% | 8.44% | 5.72% | 4.45% | 4.91% | 5.39% | 4.98% | 4.01% | 3.94% | 4.43% |
Frequently Asked Questions
SRLN and REVS have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
REVS has higher volatility (3.09%) compared to SRLN (0.64%). In terms of maximum drawdown, SRLN dropped -22.29% vs REVS's -37.85%.
On 5-year performance, REVS leads with 11.60% vs 4.43% for SRLN. On fees, REVS is cheaper at 0.19% per year. On volatility, SRLN has been the lower-risk option at 0.64%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, REVS has performed better with a 11.60% return vs 4.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
REVS is cheaper with a 0.19% expense ratio, compared with 0.70% for SRLN.
SRLN has the higher dividend yield at 7.52%, compared with 1.91% for REVS.
SRLN is categorized as Bank Loan, while REVS is Large Cap Value Equities. They also come from different issuers: State Street and Ameriprise Financial. Their fees differ too: 0.70% for SRLN and 0.19% for REVS.
REVS currently has the higher Sharpe Ratio (2.10 vs 1.57), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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