Invesco Senior Loan ETF

10-Year Study

BKLN.US · · US · ETF

Executive Summary: Invesco Senior Loan ETF has compounded at 4.2% annually over the last 10 years, with a maximum drawdown of 82.5% and an annualized volatility of 139.7%.

1Y CAGR
+204.5%
3Y CAGR
+7.7%
5Y CAGR
+5.0%
10Y CAGR
+4.2%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
82.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.35
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.51
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
80.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +72.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -38.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.367.71.00.7————————72.7%
20250.50.1-55.3-26.114.6170.50.60.5-59.038.02.21.7-38.8%
2024-0.241.0-27.60.21.10.30.51.10.50.71.20.48.2%
20233.4-0.1-0.01.1-0.62.9116.4-52.90.352.0-33.52.012.5%
2022-0.3-0.70.3-0.7-2.0-3.53.80.4-3.33.11.0-0.4-2.5%
20210.00.2-0.00.40.50.0-0.30.70.10.1-1.01.62.3%
2020-0.6-2.4-6.52.92.10.21.61.3-0.3-0.82.71.51.3%
20193.52.0-0.31.9-1.00.51.1-0.50.3-0.40.62.010.0%
20181.1-0.30.50.2-0.2-0.00.90.50.8-0.3-1.2-3.3-1.3%
20170.00.6-0.20.40.4-0.50.8-0.30.40.1-0.00.32.1%
2016———2.10.3-0.01.40.60.30.20.11.36.5%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 139.7%. The dominant macroeconomic risk driver is VTI.US, accounting for 13.8% of variance. Idiosyncratic stock-specific factors contribute 60.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110205.324387127626
2016-05-0110238.723223025023
2016-06-0110236.631125921831
2016-07-0110382.853769884263
2016-08-0110440.087569207319
2016-09-0110475.130195685797
2016-10-0110498.815723604084
2016-11-0110513.086814558008
2016-12-0110649.521432787646
2017-01-0110654.079215762458
2017-02-0110717.140999872981
2017-03-0110696.518899855793
2017-04-0110735.521567279602
2017-05-0110778.63371115611
2017-06-0110729.17055821634
2017-07-0110819.429604668365
2017-08-0110791.11157602158
2017-09-0110833.32710685386
2017-10-0110847.299326793041
2017-11-0110844.01174563088
2017-12-0110875.916226454567
2018-01-0110996.884269671316
2018-02-0110968.566241024531
2018-03-0111018.926007008527
2018-04-0111043.582865724726
2018-05-0111021.615846141201
2018-06-0111016.23616787585
2018-07-0111112.472634622714
2018-08-0111170.528329236311
2018-09-0111262.207013008363
2018-10-0111223.428498845611
2018-11-0111093.867913955035
2018-12-0110732.60757488587
2019-01-0111103.13291541203
2019-02-0111328.63109603473
2019-03-0111291.421654699374
2019-04-0111502.456491173441
2019-05-0111384.415984767444
2019-06-0111444.248560960872
2019-07-0111574.768201166358
2019-08-0111517.725313137436
2019-09-0111554.815695854906
2019-10-0111508.776221526188
2019-11-0111579.03360943015
2019-12-0111809.547359501583
2020-01-0111744.030660067217
2020-02-0111462.437470306262
2020-03-0110712.981153694362
2020-04-0111025.352834024332
2020-05-0111258.129687444547
2020-06-0111281.928613372094
2020-07-0111464.858762868966
2020-08-0111614.986027396988
2020-09-0111575.940368990272
2020-10-0111479.79838025263
2020-11-0111785.910185608094
2020-12-0111965.443542389718
2021-01-0111967.914714434291
2021-02-0111990.916281215968
2021-03-0111986.055169425865
2021-04-0112028.330168001557
2021-05-0112084.859297367231
2021-06-0112087.039743288917
2021-07-0112050.418227701011
2021-08-0112140.305329412335
2021-09-0112153.985133596803
2021-10-0112168.792214071502
2021-11-0112045.571367191442
2021-12-0112242.441406742526
2022-01-0112207.454513031857
2022-02-0112123.05985483829
2022-03-0112155.567025736065
2022-04-0112071.027004481051
2022-05-0111831.311915132921
2022-06-0111418.590555487683
2022-07-0111853.653647625879
2022-08-0111898.11693032755
2022-09-0111503.602294128363
2022-10-0111860.799952249592
2022-11-0111983.951680419063
2022-12-0111934.71350617452
2023-01-0112343.155206275433
2023-02-0112326.204733208442
2023-03-0112320.203518975626
2023-04-0112453.105260722348
2023-05-0112376.460448883105
2023-06-0112738.528482126785
2023-07-0127570.852250034673
2023-08-0112979.749931827348
2023-09-0113022.288579092918
2023-10-0119799.114503684257
2023-11-0113161.154481743068
2023-12-0113430.822912517302
2024-01-0113409.802273729834
2024-02-0118903.59111236844
2024-03-0113681.991756030511
2024-04-0113712.837227618036
2024-05-0113860.992114920167
2024-06-0113903.240036062845
2024-07-0113977.826962992998
2024-08-0114133.86565868647
2024-09-0114207.92528823687
2024-10-0114305.952721389143
2024-11-0114478.015556914906
2024-12-0114533.156611556584
2025-01-0114604.987340831483
2025-02-0114620.370173039752
2025-03-016530.331501093244
2025-04-014826.766916582838
2025-05-015529.113843979941
2025-06-0114957.94595555791
2025-07-0115050.299953929647
2025-08-0115131.94981549239
2025-09-016201.573698405421
2025-10-018555.182654471588
2025-11-018741.97703868522
2025-12-018891.412403543321
2026-01-019003.489461609917
2026-02-0115100.458019830094
2026-03-0115249.893527201
2026-04-0115354.498382360634
Annual Return Matrix
YearAnnual Return
20170.021258682382656158
2018-0.013176696894751205
20190.10034278968102184
20200.013200860129724212
20210.02314982001055732
2022-0.025136154656090537
20230.12535779812131742
20240.08207491873129569
2025-0.38819812920250363
20260.7268908116602157
Total Factor Risk
1.3970583018181117
VTI.US Exposure
0.1378702557623706
VEA.US Exposure
-0.0009579730494166242
VWO.US Exposure
0.004560467148517614
QQQ.US Exposure
0.001146663792335461
VTV.US Exposure
0.09560057654336886
IJR.US Exposure
-0.0036483984506016417
QUAL.US Exposure
0.05089253196302046
SHV.US Exposure
0.03484843339856686
TLT.US Exposure
0.037072019802277464
LQD.US Exposure
0.012829694645959466
HYG.US Exposure
0.00022039029836363883
GLD.US Exposure
-0.000008539056397568721
USO.US Exposure
0.0064605835812101605
VNQ.US Exposure
-0.004322024879802857
BTC-USD.CC Exposure
0.0004118275951288175
CPER.US Exposure
0.006109785206501549
VIX.INDX Exposure
0.006635782720834175
UUP.US Exposure
0.00545519713790073
TIP.US Exposure
0.0004078578086683777
Idiosyncratic Exposure
0.6084148680311945
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
84.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
139.7%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →7.04%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$161
Avg Yield on Cost
1.61%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$161.441.61%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+1.1%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+28.4%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
1.4% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.03
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Invesco Senior Loan ETF a high-risk investment?

Invesco Senior Loan ETF (BKLN.US) has an annualized volatility of 139.7% and experienced a maximum drawdown of 82.5% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of BKLN.US?

Over the past 10 years, BKLN.US has generated a Compound Annual Growth Rate (CAGR) of 4.2%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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