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BGY vs. BOE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BGY vs. BOE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Enhanced International Dividend Trust (BGY) and BlackRock Enhanced Global Dividend Trust (BOE). The values are adjusted to include any dividend payments, if applicable.

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BGY vs. BOE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BGY
BlackRock Enhanced International Dividend Trust
-5.98%21.21%8.66%13.36%-13.61%14.18%7.70%27.38%-17.59%27.43%
BOE
BlackRock Enhanced Global Dividend Trust
-4.40%18.77%16.76%12.00%-15.49%18.94%7.39%26.08%-19.23%29.71%

Returns By Period

In the year-to-date period, BGY achieves a -5.98% return, which is significantly lower than BOE's -4.40% return. Over the past 10 years, BGY has underperformed BOE with an annualized return of 7.11%, while BOE has yielded a comparatively higher 8.20% annualized return.


BGY

1D
3.64%
1M
-11.94%
YTD
-5.98%
6M
-1.70%
1Y
5.38%
3Y*
8.59%
5Y*
5.62%
10Y*
7.11%

BOE

1D
3.20%
1M
-8.38%
YTD
-4.40%
6M
-1.14%
1Y
10.19%
3Y*
11.95%
5Y*
6.77%
10Y*
8.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BGY vs. BOE - Expense Ratio Comparison

BGY has a 1.19% expense ratio, which is higher than BOE's 1.11% expense ratio.


Return for Risk

BGY vs. BOE — Risk / Return Rank

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

BGY
BGY Risk / Return Rank: 1313
Overall Rank
BGY Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
BGY Sortino Ratio Rank: 1212
Sortino Ratio Rank
BGY Omega Ratio Rank: 1212
Omega Ratio Rank
BGY Calmar Ratio Rank: 1313
Calmar Ratio Rank
BGY Martin Ratio Rank: 1414
Martin Ratio Rank

BOE
BOE Risk / Return Rank: 2929
Overall Rank
BOE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
BOE Sortino Ratio Rank: 2626
Sortino Ratio Rank
BOE Omega Ratio Rank: 2828
Omega Ratio Rank
BOE Calmar Ratio Rank: 3232
Calmar Ratio Rank
BOE Martin Ratio Rank: 3434
Martin Ratio Rank
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.

BGY vs. BOE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Enhanced International Dividend Trust (BGY) and BlackRock Enhanced Global Dividend Trust (BOE). 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.


BGYBOEDifference

Sharpe ratio

Return per unit of total volatility

0.32

0.63

-0.31

Sortino ratio

Return per unit of downside risk

0.54

0.99

-0.45

Omega ratio

Gain probability vs. loss probability

1.08

1.15

-0.07

Calmar ratio

Return relative to maximum drawdown

0.34

0.89

-0.56

Martin ratio

Return relative to average drawdown

1.35

3.63

-2.28

BGY vs. BOE - Sharpe Ratio Comparison

The current BGY Sharpe Ratio is 0.32, which is lower than the BOE Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of BGY and BOE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BGYBOEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

0.63

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.47

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.50

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.27

-0.13

Correlation

The correlation between BGY and BOE is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BGY vs. BOE - Dividend Comparison

BGY's dividend yield for the trailing twelve months is around 9.45%, more than BOE's 9.05% yield.


TTM20252024202320222021202020192018201720162015
BGY
BlackRock Enhanced International Dividend Trust
9.45%8.69%7.80%7.70%8.08%6.46%6.91%6.89%8.90%6.99%9.47%9.42%
BOE
BlackRock Enhanced Global Dividend Trust
9.05%8.47%7.20%7.62%7.91%6.21%6.93%6.88%9.03%18.90%9.08%9.12%

Drawdowns

BGY vs. BOE - Drawdown Comparison

The maximum BGY drawdown since its inception was -64.36%, which is greater than BOE's maximum drawdown of -59.39%. Use the drawdown chart below to compare losses from any high point for BGY and BOE.


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Drawdown Indicators


BGYBOEDifference

Max Drawdown

Largest peak-to-trough decline

-64.36%

-59.39%

-4.97%

Max Drawdown (1Y)

Largest decline over 1 year

-15.47%

-11.51%

-3.96%

Max Drawdown (5Y)

Largest decline over 5 years

-28.45%

-26.13%

-2.32%

Max Drawdown (10Y)

Largest decline over 10 years

-34.06%

-36.55%

+2.49%

Current Drawdown

Current decline from peak

-12.23%

-8.68%

-3.55%

Average Drawdown

Average peak-to-trough decline

-11.31%

-9.42%

-1.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.84%

2.83%

+1.01%

Volatility

BGY vs. BOE - Volatility Comparison

BlackRock Enhanced International Dividend Trust (BGY) has a higher volatility of 7.13% compared to BlackRock Enhanced Global Dividend Trust (BOE) at 6.10%. This indicates that BGY's price experiences larger fluctuations and is considered to be riskier than BOE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BGYBOEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.13%

6.10%

+1.03%

Volatility (6M)

Calculated over the trailing 6-month period

11.29%

9.14%

+2.15%

Volatility (1Y)

Calculated over the trailing 1-year period

17.13%

16.34%

+0.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.09%

14.50%

+1.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.94%

16.31%

+0.63%