^DJTMDI vs. BST

Last updated Jun 5, 2026

^DJTMDI (Dow Jones Media Titans 30 Index) is an index, while BST (BlackRock Science and Technology Trust) is a stock. Over the past 10 years, ^DJTMDI returned 2.99%/yr vs 20.18%/yr for BST. A 0.54 correlation means they provide meaningful diversification when combined.

Performance

^DJTMDI vs. BST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Jones Media Titans 30 Index (^DJTMDI) and BlackRock Science and Technology Trust (BST). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ^DJTMDI achieves a -9.47% return, which is significantly lower than BST's 23.87% return. Over the past 10 years, ^DJTMDI has underperformed BST with an annualized return of 2.99%, while BST has yielded a comparatively higher 20.18% annualized return.

^DJTMDI

• 1D: 0.00%
• 1M: -0.18%
• YTD: -9.47%
• 6M: -4.84%
• 1Y: -11.93%
• 3Y*: 7.47%
• 5Y*: -3.77%
• 10Y*: 2.99%

BST

• 1D: -0.75%
• 1M: 12.45%
• YTD: 23.87%
• 6M: 27.20%
• 1Y: 45.13%
• 3Y*: 23.31%
• 5Y*: 5.30%
• 10Y*: 20.18%

*Multi-year figures are annualized to reflect compound growth (CAGR)

^DJTMDI vs. BST - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^DJTMDI Dow Jones Media Titans 30 Index	-9.47%	4.63%	21.15%	20.46%	-37.69%	1.83%	18.90%	26.69%	-8.55%	9.45%
BST BlackRock Science and Technology Trust	23.87%	23.65%	17.96%	30.07%	-38.28%	-0.35%	69.27%	34.57%	8.84%	57.43%

Correlation

The correlation between ^DJTMDI and BST is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.30
Correlation (3Y) Calculated over the trailing 3-year period	0.48
Correlation (5Y) Calculated over the trailing 5-year period	0.59
Correlation (10Y) Calculated over the trailing 10-year period	0.54
Correlation (All Time) Calculated using the full available price history since Oct 30, 2014	0.54

Over the past year, the correlation between ^DJTMDI and BST has dropped to 0.30 - well below their long-term average of 0.54, suggesting their price drivers have been diverging.

Return for Risk

^DJTMDI vs. BST — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^DJTMDI

^DJTMDI Risk / Return Rank: 1
^DJTMDI Sharpe Ratio Rank: 1
^DJTMDI Sortino Ratio Rank: 0
^DJTMDI Omega Ratio Rank: 1
^DJTMDI Calmar Ratio Rank: 0
^DJTMDI Martin Ratio Rank: 1

BST

BST Risk / Return Rank: 88
BST Sharpe Ratio Rank: 92
BST Sortino Ratio Rank: 91
BST Omega Ratio Rank: 90
BST Calmar Ratio Rank: 82
BST Martin Ratio Rank: 87

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

^DJTMDI vs. BST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dow Jones Media Titans 30 Index (^DJTMDI) and BlackRock Science and Technology Trust (BST). 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.

	^DJTMDI	BST	Difference
Sharpe ratio: Return per unit of total volatility	-0.75	2.51	-3.26
Sortino ratio: Return per unit of downside risk	-0.98	3.38	-4.37
Omega ratio: Gain probability vs. loss probability	0.89	1.44	-0.55
Calmar ratio: Return relative to maximum drawdown	-0.61	2.96	-3.57
Martin ratio: Return relative to average drawdown	-1.08	9.79	-10.87
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^DJTMDI vs. BST - Sharpe Ratio Comparison

The current ^DJTMDI Sharpe Ratio is -0.75, which is lower than the BST Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of ^DJTMDI and BST, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	^DJTMDI	BST	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.75	2.51	-3.26
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.18	0.23	-0.41
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.13	0.79	-0.66
Sharpe Ratio (All Time) Calculated using the full available price history	0.22	0.66	-0.44

Drawdowns

^DJTMDI vs. BST - Drawdown Comparison

The maximum ^DJTMDI drawdown since its inception was -50.37%, which is greater than BST's maximum drawdown of -47.72%. Use the drawdown chart below to compare losses from any high point for ^DJTMDI and BST.

Drawdown Indicators

	^DJTMDI	BST	Difference
Max Drawdown Largest peak-to-trough decline	-50.37%	-47.72%	-2.65%
Max Drawdown (1Y) Largest decline over 1 year	-18.96%	-15.31%	-3.65%
Max Drawdown (3Y) Largest decline over 3 years	-21.57%	-23.37%	+1.80%
Max Drawdown (5Y) Largest decline over 5 years	-49.71%	-47.72%	-1.99%
Max Drawdown (10Y) Largest decline over 10 years	-50.37%	-47.72%	-2.65%
Current Drawdown Current decline from peak	-23.84%	-2.25%	-21.59%
Average Drawdown Average peak-to-trough decline	-14.63%	-12.97%	-1.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.92%	4.62%	+6.30%

Volatility

^DJTMDI vs. BST - Volatility Comparison

The current volatility for Dow Jones Media Titans 30 Index (^DJTMDI) is 4.36%, while BlackRock Science and Technology Trust (BST) has a volatility of 6.48%. This indicates that ^DJTMDI experiences smaller price fluctuations and is considered to be less risky than BST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	^DJTMDI	BST	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.36%	6.48%	-2.12%
Volatility (6M) Calculated over the trailing 6-month period	11.42%	15.26%	-3.84%
Volatility (1Y) Calculated over the trailing 1-year period	15.43%	18.08%	-2.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.94%	23.61%	-3.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.18%	25.74%	-3.56%

Frequently Asked Questions

Can I hold both ^DJTMDI and BST in my portfolio?

^DJTMDI and BST have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ^DJTMDI or BST?

BST has higher volatility (6.48%) compared to ^DJTMDI (4.36%). In terms of maximum drawdown, ^DJTMDI dropped -50.37% vs BST's -47.72%.

Which has better risk-adjusted returns?

BST currently has the higher Sharpe Ratio (2.51 vs -0.75), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.