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USLN vs. SRLN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USLN vs. SRLN - Performance Comparison

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

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Returns By Period


USLN

1D
0.01%
1M
0.17%
YTD
6M
1Y
3Y*
5Y*
10Y*

SRLN

1D
-0.12%
1M
0.26%
YTD
0.63%
6M
0.94%
1Y
5.18%
3Y*
7.44%
5Y*
4.52%
10Y*
4.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USLN vs. SRLN - Yearly Performance Comparison


Correlation

The correlation between USLN and SRLN is 0.36, 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

0.36

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Return for Risk

USLN vs. SRLN — Risk / Return Rank

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

USLN

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


SRLN
SRLN Risk / Return Rank: 5151
Overall Rank
SRLN Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
SRLN Sortino Ratio Rank: 5656
Sortino Ratio Rank
SRLN Omega Ratio Rank: 7171
Omega Ratio Rank
SRLN Calmar Ratio Rank: 3333
Calmar Ratio Rank
SRLN Martin Ratio Rank: 3939
Martin Ratio Rank
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.

USLN vs. SRLN - Risk-Adjusted Trends Comparison

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


USLNSRLNDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.40

Calmar ratioReturn relative to maximum drawdown

1.60

Martin ratioReturn relative to average drawdown

5.90

USLN vs. SRLN - Sharpe Ratio Comparison


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Drawdowns

USLN vs. SRLN - Drawdown Comparison

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


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Drawdown Indicators


USLNSRLNDifference

Max Drawdown

Largest peak-to-trough decline

-0.75%

-22.29%

+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

-0.06%

-0.17%

+0.11%

Average Drawdown

Average peak-to-trough decline

-0.21%

-1.10%

+0.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

Volatility

USLN vs. SRLN - Volatility Comparison


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Volatility by Period


USLNSRLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.60%

Volatility (6M)

Calculated over the trailing 6-month period

2.67%

Volatility (1Y)

Calculated over the trailing 1-year period

2.43%

2.91%

-0.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.43%

3.91%

-1.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.43%

6.06%

-3.63%

USLN vs. SRLN - Expense Ratio Comparison

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


Dividends

USLN vs. SRLN - Dividend Comparison

USLN's dividend yield for the trailing twelve months is around 1.54%, less than SRLN's 7.50% yield.


PositionTTM20252024202320222021202020192018201720162015
SRLN
State Street Blackstone Senior Loan ETF
7.50%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
1.54%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


USLN and SRLN have a correlation of 0.36, 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 7.50%, compared with 1.54% for USLN.

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

Portfolio Optimizer

Find the right allocation for USLN and SRLN

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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