(SRLN) SPDR Blackstone Senior Loan - Ratings and Ratios
Senior Loans, Floating Rate, First Lien, Bank Loans, Secured
| Risk via 10d forecast | |
|---|---|
| Volatility | 2.08% |
| Value at Risk 5%th | 3.29% |
| Relative Tail Risk | -3.79% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.49 |
| Alpha | 0.58 |
| Character TTM | |
|---|---|
| Hurst Exponent | |
| Beta | 0.155 |
| Beta Downside | 0.174 |
| Drawdowns 3y | |
|---|---|
| Max DD | 4.26% |
| Mean DD | 0.25% |
| Median DD | 0.05% |
Description: SRLN SPDR Blackstone Senior Loan November 04, 2025
The SPDR Blackstone Senior Loan ETF (SRLN) aims to beat both the Markit iBoxx USD Liquid Leveraged Loan Index and the Morningstar LSTA U.S. Leveraged Loan 100 Index by allocating at least 80% of its net assets-and any investment-purpose borrowings-to first-lien senior secured floating-rate bank loans (senior loans).
Key market metrics that influence SRLN’s performance include the average weighted-average yield of its holdings, which currently sits around 6.5% ± 0.3%, and the portfolio’s average loan maturity of roughly 5 years, giving it moderate interest-rate sensitivity. The fund’s credit quality is weighted toward B- and BB-rated issuers, reflecting the broader leveraged-loan sector’s exposure to corporate refinancing activity and the U.S. high-yield credit market.
Macro-driven factors such as the Federal Reserve’s policy stance on short-term rates and the overall health of the U.S. corporate debt market are primary drivers of loan spreads; a tightening cycle typically compresses floating-rate loan yields, while a slowdown in loan-originations can tighten supply and support pricing.
For a deeper dive into SRLN’s risk-adjusted performance metrics, consider exploring ValueRay’s analyst toolkit for additional data and scenario analysis.
SRLN ETF Overview
| Market Cap in USD | 6,628m |
| Category | Bank Loan |
| TER | 0.70% |
| IPO / Inception | 2013-04-03 |
| Return 12m vs S&P 500 | -5.65% |
| Analyst Rating | - |
SRLN Dividends
| Metric | Value |
|---|---|
| Dividend Yield | 7.73% |
| Yield on Cost 5y | 9.95% |
| Yield CAGR 5y | 12.45% |
| Payout Consistency | 96.8% |
| Payout Ratio | - |
SRLN Growth Ratios
| Metric | Value |
|---|---|
| CAGR 3y | 8.54% |
| CAGR/Max DD Calmar Ratio | 2.01 |
| CAGR/Mean DD Pain Ratio | 34.03 |
| Current Volume | 2413.9k |
| Average Volume | 3485.8k |
What is the price of SRLN shares?
Over the past week, the price has changed by -0.15%, over one month by +0.61%, over three months by +1.41% and over the past year by +6.01%.
Is SRLN a buy, sell or hold?
What are the forecasts/targets for the SRLN price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 47.6 | 15.5% |
SRLN Fundamental Data Overview November 11, 2025
Beta = 0.12
Revenue TTM = 0.0 USD
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 6.63b USD (6.63b + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 6.63b)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 6.63b / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 6.58% (E(6.63b)/V(6.63b) * Re(6.58%) + (debt-free company))
Discount Rate = 6.58% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 8.05%
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for SRLN ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle