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SRLN vs. USLN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SRLN vs. USLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Blackstone Senior Loan ETF (SRLN) and iShares Broad USD Floating Rate Loan ETF (USLN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


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%

USLN

1D
-0.05%
1M
-0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SRLN vs. USLN - Yearly Performance Comparison


Correlation

The correlation between SRLN and USLN is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 4, 2026

0.37

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Return for Risk

SRLN vs. USLN — Risk / Return Rank

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

SRLN
SRLN Risk / Return Rank: 4646
Overall Rank
SRLN Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
SRLN Sortino Ratio Rank: 5151
Sortino Ratio Rank
SRLN Omega Ratio Rank: 6363
Omega Ratio Rank
SRLN Calmar Ratio Rank: 3030
Calmar Ratio Rank
SRLN Martin Ratio Rank: 3636
Martin Ratio Rank

USLN

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SRLN vs. USLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Blackstone Senior Loan ETF (SRLN) and iShares Broad USD Floating Rate Loan ETF (USLN). 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.


SRLNUSLNDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.34

Calmar ratioReturn relative to maximum drawdown

1.40

Martin ratioReturn relative to average drawdown

5.17

SRLN vs. USLN - Sharpe Ratio Comparison


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Drawdowns

SRLN vs. USLN - Drawdown Comparison

The maximum SRLN drawdown since its inception was -22.29%, which is greater than USLN's maximum drawdown of -0.75%. Use the drawdown chart below to compare losses from any high point for SRLN and USLN.


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Drawdown Indicators


SRLNUSLNDifference

Max Drawdown

Largest peak-to-trough decline

-22.29%

-0.75%

-21.54%

Max Drawdown (1Y)

Largest decline over 1 year

-3.26%

Max Drawdown (3Y)

Largest decline over 3 years

-4.26%

Max Drawdown (5Y)

Largest decline over 5 years

-7.93%

Max Drawdown (10Y)

Largest decline over 10 years

-22.29%

Current Drawdown

Current decline from peak

-0.52%

-0.23%

-0.29%

Average Drawdown

Average peak-to-trough decline

-1.10%

-0.21%

-0.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

Volatility

SRLN vs. USLN - Volatility Comparison


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Volatility by Period


SRLNUSLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.64%

Volatility (6M)

Calculated over the trailing 6-month period

2.68%

Volatility (1Y)

Calculated over the trailing 1-year period

2.92%

2.43%

+0.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.92%

2.43%

+1.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.06%

2.43%

+3.63%

SRLN vs. USLN - Expense Ratio Comparison

SRLN has a 0.70% expense ratio, which is higher than USLN's 0.43% expense ratio.


Dividends

SRLN vs. USLN - Dividend Comparison

SRLN's dividend yield for the trailing twelve months is around 7.52%, more than USLN's 1.55% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
USLN
iShares Broad USD Floating Rate Loan ETF
1.55%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SRLN and USLN have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, USLN is cheaper at 0.43% per year. The better choice depends on whether you care most about return, fees, risk, or income.

USLN is cheaper with a 0.43% expense ratio, compared with 0.70% for SRLN.

SRLN has the higher dividend yield at 7.52%, compared with 1.55% for USLN.

They also come from different issuers: State Street and iShares. Their fees differ too: 0.70% for SRLN and 0.43% for USLN.

Portfolio Optimizer

Find the right allocation for SRLN and USLN

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