WPC vs. SRLN
WPC (W. P. Carey Inc.) is a stock, while SRLN (State Street Blackstone Senior Loan ETF) is Bank Loan fund actively managed by State Street. Over the past 10 years, WPC returned 7.09%/yr vs 4.52%/yr for SRLN. Their 0.20 correlation means their historical movements had little consistent relationship.
Performance
WPC vs. SRLN - Performance Comparison
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Returns By Period
In the year-to-date period, WPC achieves a 16.35% return, which is significantly higher than SRLN's 1.61% return. Over the past 10 years, WPC has outperformed SRLN with an annualized return of 7.09%, while SRLN has yielded a comparatively lower 4.52% annualized return.
WPC
- 1D
- -0.94%
- 1M
- 2.23%
- 6M
- 9.52%
- YTD
- 16.35%
- 1Y
- 18.47%
- 3Y*
- 10.98%
- 5Y*
- 4.98%
- 10Y*
- 7.09%
- ALL TIME*
- 11.65%
SRLN
- 1D
- 0.22%
- 1M
- 0.85%
- 6M
- 1.93%
- YTD
- 1.61%
- 1Y
- 4.84%
- 3Y*
- 7.25%
- 5Y*
- 4.84%
- 10Y*
- 4.52%
- ALL TIME*
- 3.81%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $44.81M | $49.21M | $72.42M | |
| $105.79M | $106.40M | $112.99M |
WPC vs. SRLN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WPC W. P. Carey Inc. | 16.35% | 24.99% | -10.59% | -7.93% | 0.47% | 22.88% | -5.99% | 28.84% | 1.08% | 25.68% |
SRLN State Street Blackstone Senior Loan ETF | 1.61% | 6.77% | 8.43% | 11.62% | -5.30% | 4.49% | 3.13% | 10.03% | -0.66% | 3.39% |
Correlation
The correlation between WPC and SRLN is -0.08, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.08 |
Correlation (3Y) Balances recent behavior with more history. | 0.15 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.24 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.23 |
Correlation (All Time) Calculated using the full available price history since Apr 4, 2013 | 0.20 |
The correlation between WPC and SRLN shifts across timeframes, from -0.08 (1 year) to 0.24 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
WPC vs. SRLN — Risk / Return Rank
WPC
SRLN
WPC vs. SRLN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for W. P. Carey Inc. (WPC) 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.
| WPC | SRLN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.57 | ||
| Sortino ratioReturn per unit of downside risk | -0.87 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.37 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.91 | 1.49 | +0.42 |
| Martin ratioReturn relative to average drawdown | 5.25 | 5.50 | -0.24 |
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Drawdowns
WPC vs. SRLN - Drawdown Comparison
The maximum WPC drawdown since its inception was -52.45%, which is greater than SRLN's maximum drawdown of -22.29%. Use the drawdown chart below to compare losses from any high point for WPC and SRLN.
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Drawdown Indicators
| WPC | SRLN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.45% | -22.29% | -30.16% |
Max Drawdown (1Y)Largest decline over 1 year | -9.71% | -3.26% | -6.45% |
Max Drawdown (3Y)Largest decline over 3 years | -20.83% | -4.26% | -16.57% |
Max Drawdown (5Y)Largest decline over 5 years | -36.81% | -7.93% | -28.88% |
Max Drawdown (10Y)Largest decline over 10 years | -52.45% | -22.29% | -30.16% |
Current DrawdownCurrent decline from peak | -4.93% | 0.00% | -4.93% |
Average DrawdownAverage peak-to-trough decline | -10.23% | -1.09% | -9.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.52% | 0.88% | +2.64% |
Volatility
WPC vs. SRLN - Volatility Comparison
W. P. Carey Inc. (WPC) has a higher volatility of 5.94% compared to State Street Blackstone Senior Loan ETF (SRLN) at 0.51%. This indicates that WPC's price experiences larger fluctuations and is considered to be riskier than SRLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WPC | SRLN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.94% | 0.51% | +5.43% |
Volatility (6M)Calculated over the trailing 6-month period | 13.30% | 2.69% | +10.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.12% | 2.94% | +14.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.85% | 3.92% | +16.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.90% | 6.06% | +19.84% |
Dividends
WPC vs. SRLN - Dividend Comparison
WPC's dividend yield for the trailing twelve months is around 5.07%, less than SRLN's 7.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SRLN State Street Blackstone Senior Loan ETF | 7.34% | 7.67% | 8.58% | 8.44% | 5.72% | 4.45% | 4.91% | 5.39% | 4.98% | 4.01% | 3.94% | 4.43% |
WPC W. P. Carey Inc. | 5.07% | 5.62% | 6.41% | 7.93% | 5.43% | 5.12% | 5.91% | 5.17% | 6.26% | 7.26% | 6.65% | 6.48% |
Frequently Asked Questions
WPC and SRLN have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WPC has higher volatility (5.94%) compared to SRLN (0.51%). In terms of maximum drawdown, WPC dropped -52.45% vs SRLN's -22.29%.
SRLN currently has the higher Sharpe Ratio (1.66 vs 1.09), 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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