PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Eaton Vance Tax-Managed Global Buy-Write Opportuni...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN

US27829C1053

Sector

Financial Services

Highlights

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
ETW vs. ETV ETW vs. SPY ETW vs. XYLD ETW vs. T ETW vs. V ETW vs. VTI
Popular comparisons:
ETW vs. ETV ETW vs. SPY ETW vs. XYLD ETW vs. T ETW vs. V ETW vs. VTI

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
10.28%
12.93%
ETW (Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund)
Benchmark (^GSPC)

Returns By Period

Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund had a return of 19.03% year-to-date (YTD) and 21.33% in the last 12 months. Over the past 10 years, Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund had an annualized return of 6.13%, while the S&P 500 had an annualized return of 11.16%, indicating that Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund did not perform as well as the benchmark.


ETW

YTD

19.03%

1M

-0.55%

6M

10.28%

1Y

21.33%

5Y (annualized)

5.46%

10Y (annualized)

6.13%

^GSPC (Benchmark)

YTD

24.72%

1M

1.67%

6M

12.93%

1Y

30.55%

5Y (annualized)

13.88%

10Y (annualized)

11.16%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.87%3.71%3.11%-3.33%3.89%2.92%1.52%1.28%4.51%-2.37%19.03%
20236.04%-1.63%2.01%1.46%-0.65%3.09%2.05%-3.37%-3.67%-5.67%9.64%0.62%9.31%
2022-5.36%-1.99%0.30%-8.64%-4.15%-4.61%8.00%2.40%-15.53%10.61%2.02%-7.04%-23.85%
20210.01%1.89%6.93%4.39%4.53%-1.33%2.42%0.84%-1.97%3.26%-1.97%4.29%25.40%
20200.21%-13.26%-15.09%8.54%5.30%4.24%2.69%2.98%-4.31%-4.00%17.01%3.32%3.28%
20193.82%-0.59%1.57%2.59%-4.51%4.60%0.23%-2.55%3.32%5.74%1.91%1.78%18.92%
20183.94%-3.66%-1.03%1.30%0.69%2.49%2.39%1.00%0.84%-9.26%0.40%-10.71%-12.10%
20176.25%3.46%1.22%4.06%3.22%-0.52%4.49%0.19%1.71%0.60%0.77%1.61%30.41%
2016-7.18%-2.65%6.90%0.53%1.61%-0.79%4.71%2.19%1.72%-3.04%-0.69%-2.36%0.18%
20154.43%6.04%-0.27%1.58%0.64%-0.29%3.20%-6.35%-4.00%10.73%-1.30%-1.39%12.55%
2014-3.03%4.97%0.64%2.31%5.13%0.36%-0.74%2.37%-4.12%0.24%1.81%-8.92%0.13%
20135.59%0.42%1.41%3.13%-0.31%-0.93%2.58%0.13%1.82%4.56%2.70%1.83%25.26%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of ETW is 85, placing it in the top 15% of stocks on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of ETW is 8585
Combined Rank
The Sharpe Ratio Rank of ETW is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of ETW is 8282
Sortino Ratio Rank
The Omega Ratio Rank of ETW is 8484
Omega Ratio Rank
The Calmar Ratio Rank of ETW is 7979
Calmar Ratio Rank
The Martin Ratio Rank of ETW is 9191
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

The charts below present risk-adjusted performance metrics for Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund (ETW) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for ETW, currently valued at 1.75, compared to the broader market-4.00-2.000.002.004.001.752.54
The chart of Sortino ratio for ETW, currently valued at 2.32, compared to the broader market-4.00-2.000.002.004.002.323.40
The chart of Omega ratio for ETW, currently valued at 1.33, compared to the broader market0.501.001.502.001.331.47
The chart of Calmar ratio for ETW, currently valued at 1.14, compared to the broader market0.002.004.006.001.143.66
The chart of Martin ratio for ETW, currently valued at 12.17, compared to the broader market0.0010.0020.0030.0012.1716.26
ETW
^GSPC

The current Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund Sharpe ratio is 1.75. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.75
2.54
ETW (Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund provided a 8.96% dividend yield over the last twelve months, with an annual payout of $0.76 per share.


8.00%9.00%10.00%11.00%12.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.76$0.70$0.85$0.88$0.88$0.88$1.09$1.10$1.16$1.16$1.16$1.16

Dividend yield

8.96%8.96%10.90%7.83%9.05%8.45%11.46%9.26%11.56%10.37%10.56%9.62%

Monthly Dividends

The table displays the monthly dividend distributions for Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.06$0.06$0.06$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.70
2023$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.70
2022$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.06$0.06$0.85
2021$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.88
2020$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.88
2019$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.88
2018$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$1.09
2017$0.10$0.10$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$1.10
2016$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$1.16
2015$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$1.16
2014$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$1.16
2013$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$1.16

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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.76%
-0.88%
ETW (Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund. 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 Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund was 54.13%, occurring on Nov 20, 2008. Recovery took 267 trading sessions.

The current Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund drawdown is 1.76%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-54.13%Jul 5, 2007351Nov 20, 2008267Dec 14, 2009618
-47.93%Aug 21, 2018396Mar 18, 2020204Jan 7, 2021600
-27.92%Dec 30, 2021190Sep 30, 2022529Nov 7, 2024719
-20.16%Jul 8, 201162Oct 4, 2011102Mar 1, 2012164
-20.06%Oct 26, 201559Jan 20, 2016145Aug 16, 2016204

Volatility

Volatility Chart

The current Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund volatility is 3.40%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
3.40%
3.96%
ETW (Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund.


Loading data...

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items