BLW vs. MAGS

In the year-to-date period, BLW achieves a 2.28% return, which is significantly higher than MAGS's -12.00% return.

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This table presents a comparison of risk-adjusted performance metrics for BlackRock Limited Duration Income Trust (BLW) and Roundhill Magnificent Seven ETF (MAGS). 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.

The current BLW Sharpe Ratio is 1.07, which is higher than the MAGS Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of BLW and MAGS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

BLW's dividend yield for the trailing twelve months is around 9.63%, more than MAGS's 0.92% yield.

The maximum BLW drawdown since its inception was -44.58%, which is greater than MAGS's maximum drawdown of -29.91%. Use the drawdown chart below to compare losses from any high point for BLW and MAGS. For additional features, visit the drawdowns tool.

The current volatility for BlackRock Limited Duration Income Trust (BLW) is 3.30%, while Roundhill Magnificent Seven ETF (MAGS) has a volatility of 11.07%. This indicates that BLW experiences smaller price fluctuations and is considered to be less risky than MAGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.