Black Rock Income Strategy Trust

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Black Rock Income Strategy Trust

Currency in USD · Last updated May 29, 2025

Asset Allocation

Position	Category/Sector	Target Weight
BCAT BlackRock Capital Allocation Trust	Financial Services	7.69%
BDJ BlackRock Enhanced Equity Dividend Fund	Derivative Income	7.69%
BGR BlackRock Energy and Resources Trust	Financial Services	7.69%
BHK BlackRock Core Bond Trust	Financial Services	7.69%
BIGZ Blackrock Innovation & Growth Trust	Financial Services	7.69%
BIT BlackRock Multi-Sector Income Trust	Financial Services	7.69%
BLW BlackRock Limited Duration Income Trust	Financial Services	7.69%
BME BlackRock Health Sciences Trust	Financial Services	7.69%
BMEZ BlackRock Health Sciences Trust II	Financial Services	7.69%
BST BlackRock Science and Technology Trust	Financial Services	7.69%
BSTZ BlackRock Science and Technology Trust II	Financial Services	7.69%
BTZ BlackRock Credit Allocation Income Trust	Financial Services	7.69%
BUI BlackRock Utilities, Infrastructure & Power Opportunities Trust	Financial Services	7.69%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Mar 26, 2021, corresponding to the inception date of BIGZ

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	0.12%	6.51%	-1.84%	10.98%	14.10%	10.82%
Black Rock Income Strategy Trust	2.44%	3.29%	-1.20%	8.12%	N/A	N/A
Portfolio components:
BDJ BlackRock Enhanced Equity Dividend Fund	6.08%	3.66%	-1.37%	12.55%	12.93%	8.96%
BGR BlackRock Energy and Resources Trust	1.06%	-1.32%	-6.22%	-0.13%	18.10%	2.18%
BME BlackRock Health Sciences Trust	-3.21%	-3.16%	-7.03%	-3.64%	2.51%	5.53%
BMEZ BlackRock Health Sciences Trust II	4.36%	1.34%	-2.30%	7.67%	2.20%	N/A
BUI BlackRock Utilities, Infrastructure & Power Opportunities Trust	3.76%	3.19%	2.83%	13.98%	9.18%	9.19%
BST BlackRock Science and Technology Trust	2.37%	10.04%	2.55%	6.24%	8.82%	15.11%
BSTZ BlackRock Science and Technology Trust II	-1.29%	9.73%	-3.14%	11.61%	8.13%	N/A
BIGZ Blackrock Innovation & Growth Trust	-1.37%	11.20%	-6.32%	7.18%	N/A	N/A
BTZ BlackRock Credit Allocation Income Trust	5.07%	1.18%	0.96%	11.51%	3.68%	5.64%
BLW BlackRock Limited Duration Income Trust	3.40%	3.23%	2.84%	13.19%	9.04%	6.93%
BHK BlackRock Core Bond Trust	-1.29%	-3.17%	-6.94%	3.59%	-0.89%	3.83%
BIT BlackRock Multi-Sector Income Trust	0.61%	1.44%	1.25%	3.62%	10.01%	7.70%
BCAT BlackRock Capital Allocation Trust	7.08%	4.50%	2.07%	9.74%	N/A	N/A

*Annualized

Monthly Returns

The table below presents the monthly returns of Black Rock Income Strategy Trust, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2025	5.40%	-1.39%	-3.13%	-0.70%	2.46%								2.44%
2024	2.68%	2.61%	3.02%	-5.31%	4.84%	1.04%	1.86%	2.47%	1.51%	-0.93%	3.20%	-3.91%	13.32%
2023	9.41%	-2.39%	1.71%	-0.87%	-1.70%	3.21%	2.90%	-2.61%	-3.46%	-4.99%	9.04%	2.99%	12.80%
2022	-6.95%	-4.22%	1.00%	-7.97%	0.39%	-7.07%	8.00%	-1.86%	-11.00%	5.76%	5.59%	-4.92%	-22.60%
2021			1.91%	4.62%	1.07%	2.21%	-1.98%	1.49%	-2.56%	2.91%	-4.32%	1.93%	7.14%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Black Rock Income Strategy Trust has an expense ratio of 0.07%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

BDJ

BlackRock Enhanced Equity Dividend Fund

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Black Rock Income Strategy Trust is 30, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
BDJ BlackRock Enhanced Equity Dividend Fund	0.72	1.07	1.15	0.87	3.40
BGR BlackRock Energy and Resources Trust	-0.01	0.22	1.03	0.07	0.26
BME BlackRock Health Sciences Trust	-0.24	-0.32	0.96	-0.34	-0.90
BMEZ BlackRock Health Sciences Trust II	0.40	0.72	1.09	0.22	1.39
BUI BlackRock Utilities, Infrastructure & Power Opportunities Trust	0.89	1.26	1.17	1.01	3.27
BST BlackRock Science and Technology Trust	0.26	0.55	1.08	0.23	0.87
BSTZ BlackRock Science and Technology Trust II	0.44	1.03	1.13	0.36	1.91
BIGZ Blackrock Innovation & Growth Trust	0.27	0.57	1.07	0.11	0.67
BTZ BlackRock Credit Allocation Income Trust	1.02	1.32	1.20	0.70	4.57
BLW BlackRock Limited Duration Income Trust	1.19	1.51	1.25	1.19	6.74
BHK BlackRock Core Bond Trust	0.25	0.30	1.04	0.10	0.35
BIT BlackRock Multi-Sector Income Trust	0.32	0.47	1.08	0.33	1.49
BCAT BlackRock Capital Allocation Trust	0.63	0.97	1.13	0.70	2.92

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Black Rock Income Strategy Trust Sharpe ratios as of May 29, 2025 (values are recalculated daily):

1-Year: 0.60
All Time: 0.14

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.52 to 1.05, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Black Rock Income Strategy Trust compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Black Rock Income Strategy Trust provided a 11.14% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	11.14%	9.55%	8.95%	9.59%	6.62%	5.06%	4.85%	5.10%	4.40%	5.56%	6.50%	5.45%
Portfolio components:
BDJ BlackRock Enhanced Equity Dividend Fund	8.37%	8.21%	9.49%	12.18%	8.62%	7.08%	8.49%	7.21%	6.07%	6.88%	7.36%	6.90%
BGR BlackRock Energy and Resources Trust	8.13%	6.66%	6.22%	4.62%	4.75%	9.26%	7.84%	8.91%	6.57%	6.90%	11.93%	13.83%
BME BlackRock Health Sciences Trust	8.04%	6.87%	6.32%	5.87%	5.03%	5.04%	5.65%	6.58%	6.58%	9.45%	17.04%	9.83%
BMEZ BlackRock Health Sciences Trust II	14.93%	11.74%	10.81%	11.28%	6.75%	3.14%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
BUI BlackRock Utilities, Infrastructure & Power Opportunities Trust	6.53%	6.26%	6.65%	6.99%	5.45%	5.80%	6.51%	7.35%	6.72%	7.89%	8.65%	7.00%
BST BlackRock Science and Technology Trust	8.30%	8.21%	8.91%	10.57%	8.53%	3.85%	5.46%	6.41%	4.80%	6.69%	6.93%	0.57%
BSTZ BlackRock Science and Technology Trust II	13.49%	9.75%	10.90%	14.73%	7.92%	3.42%	2.44%	0.00%	0.00%	0.00%	0.00%	0.00%
BIGZ Blackrock Innovation & Growth Trust	15.04%	11.21%	10.45%	14.54%	4.81%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
BTZ BlackRock Credit Allocation Income Trust	9.53%	9.63%	9.76%	9.14%	6.69%	6.84%	6.23%	7.19%	6.25%	6.90%	7.83%	7.48%
BLW BlackRock Limited Duration Income Trust	9.63%	9.38%	8.63%	8.25%	6.98%	7.39%	6.30%	7.18%	6.26%	9.68%	8.29%	8.28%
BHK BlackRock Core Bond Trust	8.99%	8.56%	8.21%	7.91%	5.91%	5.06%	5.32%	6.39%	5.56%	6.23%	7.03%	8.15%
BIT BlackRock Multi-Sector Income Trust	10.55%	10.17%	9.90%	9.58%	8.18%	8.46%	8.84%	9.12%	8.44%	11.65%	9.40%	8.85%
BCAT BlackRock Capital Allocation Trust	23.33%	17.50%	10.11%	9.00%	6.42%	0.48%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Black Rock Income Strategy Trust. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Black Rock Income Strategy Trust was 29.96%, occurring on Oct 14, 2022. Recovery took 567 trading sessions.

The current Black Rock Income Strategy Trust drawdown is 3.84%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-29.96%	Nov 9, 2021	235	Oct 14, 2022	567	Jan 21, 2025	802
-14.94%	Feb 20, 2025	33	Apr 7, 2025	—	—	—
-4.29%	May 4, 2021	7	May 12, 2021	12	May 28, 2021	19
-4.27%	Jul 6, 2021	10	Jul 19, 2021	78	Nov 5, 2021	88
-2.25%	Jun 16, 2021	3	Jun 18, 2021	9	Jul 1, 2021	12

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 13 assets, with an effective number of assets of 13.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	^GSPC	BHK	BGR	BTZ	BUI	BME	BIT	BLW	BMEZ	BCAT	BDJ	BIGZ	BST	BSTZ	Portfolio
^GSPC	1.00	0.23	0.39	0.39	0.48	0.52	0.44	0.43	0.60	0.64	0.71	0.72	0.79	0.75	0.82
BHK	0.23	1.00	0.09	0.57	0.29	0.24	0.39	0.39	0.26	0.23	0.25	0.23	0.25	0.25	0.42
BGR	0.39	0.09	1.00	0.17	0.30	0.23	0.25	0.28	0.26	0.29	0.46	0.27	0.31	0.31	0.48
BTZ	0.39	0.57	0.17	1.00	0.37	0.33	0.48	0.50	0.35	0.37	0.39	0.37	0.38	0.37	0.56
BUI	0.48	0.29	0.30	0.37	1.00	0.39	0.35	0.37	0.41	0.37	0.48	0.41	0.38	0.41	0.60
BME	0.52	0.24	0.23	0.33	0.39	1.00	0.32	0.35	0.58	0.42	0.50	0.45	0.42	0.45	0.62
BIT	0.44	0.39	0.25	0.48	0.35	0.32	1.00	0.57	0.38	0.44	0.47	0.41	0.43	0.41	0.60
BLW	0.43	0.39	0.28	0.50	0.37	0.35	0.57	1.00	0.39	0.43	0.45	0.42	0.42	0.40	0.61
BMEZ	0.60	0.26	0.26	0.35	0.41	0.58	0.38	0.39	1.00	0.53	0.53	0.62	0.55	0.62	0.73
BCAT	0.64	0.23	0.29	0.37	0.37	0.42	0.44	0.43	0.53	1.00	0.55	0.62	0.62	0.63	0.74
BDJ	0.71	0.25	0.46	0.39	0.48	0.50	0.47	0.45	0.53	0.55	1.00	0.57	0.59	0.57	0.75
BIGZ	0.72	0.23	0.27	0.37	0.41	0.45	0.41	0.42	0.62	0.62	0.57	1.00	0.71	0.75	0.81
BST	0.79	0.25	0.31	0.38	0.38	0.42	0.43	0.42	0.55	0.62	0.59	0.71	1.00	0.78	0.80
BSTZ	0.75	0.25	0.31	0.37	0.41	0.45	0.41	0.40	0.62	0.63	0.57	0.75	0.78	1.00	0.83
Portfolio	0.82	0.42	0.48	0.56	0.60	0.62	0.60	0.61	0.73	0.74	0.75	0.81	0.80	0.83	1.00

The correlation results are calculated based on daily price changes starting from Mar 29, 2021

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

Optimization

Factor Model

Black Rock Income Strategy Trust

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

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