^DJTMDI vs. BST

Last updated Apr 2, 2026

Compare and contrast key facts about Dow Jones Media Titans 30 Index (^DJTMDI) and BlackRock Science and Technology Trust (BST).

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.

^DJTMDI vs. BST - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^DJTMDI Dow Jones Media Titans 30 Index	-9.25%	4.63%	21.15%	20.46%	-37.69%	1.83%	18.90%	26.69%	-8.55%	9.45%
BST BlackRock Science and Technology Trust	-6.12%	23.65%	17.96%	30.07%	-38.28%	-0.35%	69.27%	34.57%	8.84%	57.43%

Returns By Period

In the year-to-date period, ^DJTMDI achieves a -9.25% return, which is significantly lower than BST's -6.12% return. Over the past 10 years, ^DJTMDI has underperformed BST with an annualized return of 3.22%, while BST has yielded a comparatively higher 17.04% annualized return.

^DJTMDI

• 1D: 0.33%
• 1M: -5.67%
• YTD: -9.25%
• 6M: -12.08%
• 1Y: -1.88%
• 3Y*: 6.55%
• 5Y*: -3.51%
• 10Y*: 3.22%

BST

• 1D: 2.75%
• 1M: -6.65%
• YTD: -6.12%
• 6M: -3.97%
• 1Y: 24.09%
• 3Y*: 15.13%
• 5Y*: 0.83%
• 10Y*: 17.04%

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

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: 15
^DJTMDI Sharpe Ratio Rank: 8
^DJTMDI Sortino Ratio Rank: 9
^DJTMDI Omega Ratio Rank: 9
^DJTMDI Calmar Ratio Rank: 25
^DJTMDI Martin Ratio Rank: 23

BST

BST Risk / Return Rank: 74
BST Sharpe Ratio Rank: 76
BST Sortino Ratio Rank: 70
BST Omega Ratio Rank: 72
BST Calmar Ratio Rank: 73
BST Martin Ratio Rank: 78

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	-0.09	1.10	-1.19
Sortino ratio Return per unit of downside risk	0.00	1.62	-1.61
Omega ratio Gain probability vs. loss probability	1.00	1.24	-0.23
Calmar ratio Return relative to maximum drawdown	0.33	1.70	-1.37
Martin ratio Return relative to average drawdown	0.70	5.49	-4.79
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 -0.09, which is lower than the BST Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of ^DJTMDI and BST, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	^DJTMDI	BST	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.09	1.10	-1.19
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.17	0.04	-0.21
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.14	0.67	-0.53
Sharpe Ratio (All Time) Calculated using the full available price history	0.23	0.56	-0.33

Correlation

The correlation between ^DJTMDI and BST is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

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 (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	-23.65%	-9.94%	-13.71%
Average Drawdown Average peak-to-trough decline	-14.53%	-13.14%	-1.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.98%	4.74%	+4.24%

Volatility

^DJTMDI vs. BST - Volatility Comparison

The current volatility for Dow Jones Media Titans 30 Index (^DJTMDI) is 4.38%, while BlackRock Science and Technology Trust (BST) has a volatility of 7.95%. 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	4.38%	7.95%	-3.57%
Volatility (6M) Calculated over the trailing 6-month period	11.06%	13.93%	-2.87%
Volatility (1Y) Calculated over the trailing 1-year period	19.53%	22.13%	-2.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.88%	23.47%	-3.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.14%	25.60%	-3.46%