BKLN vs HEFA

Comparison between INVESCO SENIOR LOAN ETF (BKLN, ETF) and ISHARES CURRENCY HEDGED MSCI EAFE ETF (HEFA, ETF).

5-Year PerformanceHEFA has outperformed BKLN, delivering a return of +13.9% compared to +5.1%

BKLN vs HEFA - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	BKLN(ETF)	HEFA(ETF)
Net Assets	$7.20B	$7.10B
Expense Ratio	0.65%	0.35%
Max Drawdown	32.19%	32.39%
Sharpe Ratio	0.20	1.78
5Y Beta	0.15	0.74
5Y Dividends CAGR	13.76%	20.05%

Net Assets

Winner

BKLN

$7.20B

HEFA

$7.10B

Expense Ratio

BKLN

0.65%

Winner

HEFA

0.35%

Max Drawdown

Winner

BKLN

32.19%

HEFA

32.39%

Sharpe Ratio

BKLN

0.20

Winner

HEFA

1.78

5Y Beta

Winner

BKLN

0.15

HEFA

0.74

5Y Dividends CAGR

BKLN

13.76%

Winner

HEFA

20.05%

BKLN vs HEFA - Historical Returns

Returns include dividend reinvestment.

Period	BKLN	HEFA
1 month	-0.14%	+2.31%
3 months	+0.86%	+11.39%
6 months	+0.06%	+12.33%
1 year	+4.26%	+29.36%
5 years(CAGR)	+5.15%	+13.94%
10 years(CAGR)	+4.25%	+12.68%
Max(CAGR)	+3.69%	+10.75%

BKLN

-0.14%

Winner

HEFA

+2.31%

BKLN

+0.86%

Winner

HEFA

+11.39%

BKLN

+0.06%

Winner

HEFA

+12.33%

BKLN

+4.26%

Winner

HEFA

+29.36%

5Y(CAGR)

BKLN

+5.15%

Winner

HEFA

+13.94%

10Y(CAGR)

BKLN

+4.25%

Winner

HEFA

+12.68%

Max(CAGR)

BKLN

+3.69%

Winner

HEFA

+10.75%

BKLN vs HEFA - Annual Returns (2011 - 2026)

Returns include dividend reinvestment.

Year	BKLN	HEFA
2026	-0.18%	+10.72%
2025	+6.88%	+24.11%
2024	+8.25%	+13.79%
2023	+12.04%	+18.27%
2022	-2.47%	-5.86%
2021	+2.50%	+19.07%
2020	+1.11%	+0.72%
2019	+9.72%	+27.05%
2018	-1.53%	-9.58%
2017	+1.99%	+15.19%
2016	+9.18%	+8.06%
2015	-2.90%	+3.94%
2014	+0.55%	+6.13%
2013	+3.82%	N/A
2012	+9.61%	N/A
2011	-2.04%	N/A

BKLN vs HEFA Drawdown Comparison

The maximum drawdown for BKLN was -24.16%, occurring on Mar 23, 2020. Recovery took 228 trading sessions.

The maximum drawdown for HEFA was -32.39%, occurring on Mar 16, 2020. Recovery took 226 trading sessions.

The current BKLN drawdown is -0.57%. The current HEFA drawdown is -1.61%.

Rank	BKLN	HEFA
#1	-24.16% Jan 8, 2020 - Dec 2, 2020	-32.39% Feb 12, 2020 - Jan 5, 2021
#2	-8.75% May 13, 2011 - Feb 2, 2012	-23.14% May 27, 2015 - Mar 1, 2017
#3	-7.31% Jan 14, 2022 - Jan 23, 2023	-15.43% Jan 23, 2018 - Apr 12, 2019
#4	-7.07% May 4, 2015 - Jul 8, 2016	-14.77% Jan 4, 2022 - Jan 23, 2023
#5	-5.69% Oct 2, 2018 - Feb 22, 2019	-14.28% Feb 18, 2025 - May 12, 2025
#6	-3.73% Jul 2, 2014 - Apr 7, 2015	-9.79% Jul 12, 2024 - Oct 14, 2024
#7	-3.71% May 4, 2012 - Jul 13, 2012	-9.52% Feb 25, 2026 - May 21, 2026
#8	-3.55% Feb 18, 2025 - May 2, 2025	-9.48% Sep 4, 2014 - Nov 18, 2014
#9	-3.07% Jan 9, 2026 - May 5, 2026	-7.49% Dec 5, 2014 - Jan 26, 2015
#10	-2.66% Mar 3, 2023 - Apr 11, 2023	-6.87% Jul 3, 2019 - Sep 12, 2019
#11	-2.39% Mar 3, 2011 - Apr 4, 2011	-6.78% Jul 31, 2023 - Nov 24, 2023
#12	-2.04% May 22, 2013 - Oct 28, 2013	-5.83% Mar 3, 2023 - Apr 10, 2023
#13	-1.66% Jul 22, 2024 - Aug 16, 2024	-5.59% Nov 16, 2021 - Jan 3, 2022
#14	-1.57% Sep 17, 2019 - Dec 4, 2019	-4.97% Apr 29, 2019 - Jul 1, 2019
#15	-1.52% Oct 17, 2012 - Dec 6, 2012	-4.84% Jun 19, 2014 - Sep 4, 2014

Correlation

Correlation between BKLN and HEFA is 0.98 which considered as a very strong positive correlation - the stocks move almost identically together.

0.98

-101

Dividend Comparison (2011 - 2026)

BKLN vs HEFA dividend yield comparison.

Year	BKLN	HEFA
2026	3.10%	0.00%
2025	6.95%	4.40%
2024	8.41%	3.09%
2023	8.59%	3.02%
2022	4.94%	25.14%
2021	3.11%	3.06%
2020	3.56%	2.10%
2019	4.86%	7.56%
2018	4.51%	4.58%
2017	3.50%	2.55%
2016	4.54%	3.17%
2015	4.12%	3.54%
2014	4.12%	3.40%
2013	4.40%	0.00%
2012	4.81%	0.00%
2011	3.39%	0.00%