SPMB vs BKLN

Comparison between SPDR(R) PORTFOLIO MORTGAGE BACKED BOND ETF (SPMB, ETF) and INVESCO SENIOR LOAN ETF (BKLN, ETF).

5-Year PerformanceBKLN has outperformed SPMB, delivering a return of +5.3% compared to +0.3%

SPMB vs BKLN - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	SPMB(ETF)	BKLN(ETF)
Net Assets	$6.90B	$6.80B
Expense Ratio	0.04%	0.65%
Max Drawdown	28.46%	32.19%
Sharpe Ratio	0.66	0.60
5Y Beta	0.03	0.15
5Y Dividends CAGR	5.28%	14.20%

Net Assets

Winner

SPMB

$6.90B

BKLN

$6.80B

Expense Ratio

Winner

SPMB

0.04%

BKLN

0.65%

Max Drawdown

Winner

SPMB

28.46%

BKLN

32.19%

Sharpe Ratio

Winner

SPMB

0.66

BKLN

0.60

5Y Beta

Winner

SPMB

0.03

BKLN

0.15

5Y Dividends CAGR

SPMB

5.28%

Winner

BKLN

14.20%

SPMB vs BKLN - Historical Returns

Returns include dividend reinvestment.

Period	SPMB	BKLN
1 month	-0.76%	+1.20%
3 months	-1.41%	+1.63%
6 months	+1.08%	+1.71%
1 year	+6.68%	+5.42%
5 years(CAGR)	+0.30%	+5.33%
10 years(CAGR)	+1.23%	+4.37%
Max(CAGR)	+2.31%	+3.76%

SPMB

-0.76%

Winner

BKLN

+1.20%

SPMB

-1.41%

Winner

BKLN

+1.63%

SPMB

+1.08%

Winner

BKLN

+1.71%

Winner

SPMB

+6.68%

BKLN

+5.42%

5Y(CAGR)

SPMB

+0.30%

Winner

BKLN

+5.33%

10Y(CAGR)

SPMB

+1.23%

Winner

BKLN

+4.37%

Max(CAGR)

SPMB

+2.31%

Winner

BKLN

+3.76%

SPMB vs BKLN - Annual Returns (2009 - 2026)

Returns include dividend reinvestment.

Year	SPMB	BKLN
2026	+0.49%	+0.35%
2025	+8.33%	+6.88%
2024	+1.95%	+8.25%
2023	+4.47%	+12.04%
2022	-11.74%	-2.47%
2021	-1.46%	+2.50%
2020	+3.99%	+1.11%
2019	+5.91%	+9.72%
2018	+1.08%	-1.53%
2017	+2.02%	+1.99%
2016	+1.15%	+9.18%
2015	+2.04%	-2.90%
2014	+5.77%	+0.55%
2013	-2.04%	+3.82%
2012	+2.08%	+9.61%
2011	+6.23%	-2.04%
2010	+5.17%	N/A
2009	+5.27%	N/A

SPMB vs BKLN Drawdown Comparison

The maximum drawdown for SPMB was -18.03%, occurring on Oct 19, 2023. Recovery took 1240 trading sessions.

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

The current SPMB drawdown is -1.72%. The current BKLN drawdown is -0.05%.

Rank	SPMB	BKLN
#1	-18.03% Feb 2, 2021 - Jan 9, 2026	-24.16% Jan 8, 2020 - Dec 2, 2020
#2	-12.60% Mar 6, 2020 - Mar 30, 2020	-8.75% May 13, 2011 - Feb 2, 2012
#3	-5.04% Nov 5, 2009 - Jun 14, 2010	-7.31% Jan 14, 2022 - Jan 23, 2023
#4	-4.95% Sep 11, 2009 - Nov 5, 2009	-7.07% May 4, 2015 - Jul 8, 2016
#5	-4.53% Sep 26, 2012 - May 1, 2014	-5.69% Oct 2, 2018 - Feb 22, 2019
#6	-4.43% May 18, 2009 - Sep 11, 2009	-3.73% Jul 2, 2014 - Apr 7, 2015
#7	-3.93% Sep 29, 2016 - Dec 19, 2018	-3.71% May 4, 2012 - Jul 13, 2012
#8	-2.99% Nov 3, 2010 - Mar 16, 2011	-3.55% Feb 18, 2025 - May 2, 2025
#9	-2.59% Feb 27, 2026 - Mar 26, 2026	-3.07% Jan 9, 2026 - May 5, 2026
#10	-2.23% Apr 9, 2009 - May 18, 2009	-2.66% Mar 3, 2023 - Apr 11, 2023
#11	-2.00% Apr 14, 2015 - Sep 18, 2015	-2.39% Mar 3, 2011 - Apr 4, 2011
#12	-1.64% Sep 14, 2011 - Jan 13, 2012	-2.04% May 22, 2013 - Oct 28, 2013
#13	-1.64% Feb 13, 2009 - Mar 13, 2009	-1.66% Jul 22, 2024 - Aug 16, 2024
#14	-1.27% Oct 2, 2015 - Jan 13, 2016	-1.57% Sep 17, 2019 - Dec 4, 2019
#15	-1.22% Jun 8, 2011 - Aug 2, 2011	-1.52% Oct 17, 2012 - Dec 6, 2012

Correlation

Correlation between SPMB and BKLN is 0.71 which considered as a strong positive correlation - the stocks tend to move together.

0.71

-101

Dividend Comparison (2009 - 2026)

SPMB vs BKLN dividend yield comparison.

Year	SPMB	BKLN
2026	1.27%	2.08%
2025	3.98%	6.95%
2024	3.76%	8.41%
2023	3.21%	8.59%
2022	2.98%	4.94%
2021	2.59%	3.11%
2020	2.95%	3.56%
2019	3.24%	4.86%
2018	3.36%	4.51%
2017	3.13%	3.50%
2016	2.99%	4.54%
2015	3.05%	4.12%
2014	3.54%	4.12%
2013	0.97%	4.40%
2012	2.42%	4.81%
2011	3.88%	3.39%
2010	4.17%	0.00%
2009	3.53%	0.00%