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State Street Blackstone Senior Loan ETF SRLN
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | SRLN | Replication |
|---|---|---|
| Annualized growth | 4.8% | 5.4% |
| Annualized volatility | 3.2% | 3.1% |
| Sharpe ratio | 1.49 | 1.75 |
| Maximum drawdown | 7.1% | 6.3% |
| Replication fit (R²) | 0.93 · Tracking error 0.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model SRLN’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| BKLN | FI · Senior Bank Loans | 100.0% |