SRLN vs. THY
Compare and contrast key facts about SPDR Blackstone Senior Loan ETF (SRLN) and Agility Shares Dynamic Tactical Income ETF (THY).
SRLN and THY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. THY is an actively managed fund by Toews Corp.. It was launched on Jun 25, 2020.
Performance
SRLN vs. THY - Performance Comparison
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SRLN vs. THY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SRLN SPDR Blackstone Senior Loan ETF | -1.58% | 6.77% | 8.43% | 11.62% | -5.30% | 4.49% | 7.98% |
THY Agility Shares Dynamic Tactical Income ETF | 0.26% | 4.44% | 5.38% | 4.97% | -5.62% | -0.46% | 4.04% |
Returns By Period
In the year-to-date period, SRLN achieves a -1.58% return, which is significantly lower than THY's 0.26% 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%
THY
- 1D
- -0.02%
- 1M
- -0.45%
- YTD
- 0.26%
- 6M
- -0.36%
- 1Y
- 5.67%
- 3Y*
- 4.80%
- 5Y*
- 1.78%
- 10Y*
- —
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SRLN vs. THY - Expense Ratio Comparison
SRLN has a 0.70% expense ratio, which is lower than THY's 1.36% expense ratio.
Return for Risk
SRLN vs. THY — Risk / Return Rank
SRLN
THY
SRLN vs. THY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Blackstone Senior Loan ETF (SRLN) and Agility Shares Dynamic Tactical Income ETF (THY). 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 | THY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.22 | 1.79 | -0.57 |
Sortino ratioReturn per unit of downside risk | 1.78 | 2.79 | -1.01 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.35 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.56 | 3.57 | -2.01 |
Martin ratioReturn relative to average drawdown | 5.67 | 9.21 | -3.55 |
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 | THY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | 1.79 | -0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.15 | 0.40 | +0.76 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.48 | +0.19 |
Correlation
The correlation between SRLN and THY is 0.42, 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.
Dividends
SRLN vs. THY - Dividend Comparison
SRLN's dividend yield for the trailing twelve months is around 7.73%, more than THY's 5.48% 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% |
THY Agility Shares Dynamic Tactical Income ETF | 5.48% | 6.00% | 5.09% | 4.59% | 2.56% | 3.46% | 2.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SRLN vs. THY - Drawdown Comparison
The maximum SRLN drawdown since its inception was -22.29%, which is greater than THY's maximum drawdown of -8.56%. Use the drawdown chart below to compare losses from any high point for SRLN and THY.
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Drawdown Indicators
| SRLN | THY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.29% | -8.56% | -13.73% |
Max Drawdown (1Y)Largest decline over 1 year | -3.31% | -1.60% | -1.71% |
Max Drawdown (5Y)Largest decline over 5 years | -7.93% | -8.56% | +0.63% |
Max Drawdown (10Y)Largest decline over 10 years | -22.29% | — | — |
Current DrawdownCurrent decline from peak | -1.94% | -0.83% | -1.11% |
Average DrawdownAverage peak-to-trough decline | -1.11% | -2.68% | +1.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.93% | 0.62% | +0.31% |
Volatility
SRLN vs. THY - Volatility Comparison
SPDR Blackstone Senior Loan ETF (SRLN) has a higher volatility of 1.77% compared to Agility Shares Dynamic Tactical Income ETF (THY) at 0.79%. This indicates that SRLN's price experiences larger fluctuations and is considered to be riskier than THY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SRLN | THY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.77% | 0.79% | +0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 2.55% | 1.96% | +0.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.32% | 3.18% | +1.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.89% | 4.52% | -0.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.05% | 4.51% | +1.54% |