BLW vs. SCHY
BLW (BlackRock Limited Duration Income Trust) is a stock, while SCHY (Schwab International Dividend Equity ETF) is Dividend fund tracking the Dow Jones International Dividend 100 Index (Net). Over the past 5 years, BLW returned 2.87%/yr vs 9.14%/yr for SCHY. Their 0.36 correlation means their historical movements had little consistent relationship.
Performance
BLW vs. SCHY - Performance Comparison
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Returns By Period
In the year-to-date period, BLW achieves a -2.99% return, which is significantly lower than SCHY's 13.81% return.
BLW
- 1D
- -0.16%
- 1M
- 0.98%
- 6M
- -3.78%
- YTD
- -2.99%
- 1Y
- -1.69%
- 3Y*
- 8.29%
- 5Y*
- 2.87%
- 10Y*
- 6.31%
- ALL TIME*
- 6.26%
SCHY
- 1D
- -0.48%
- 1M
- 4.02%
- 6M
- 7.91%
- YTD
- 13.81%
- 1Y
- 28.39%
- 3Y*
- 15.88%
- 5Y*
- 9.14%
- 10Y*
- —
- ALL TIME*
- 9.40%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.19M | $2.30M | $1.94M | |
| $27.81M | $25.09M | $19.24M |
BLW vs. SCHY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
BLW BlackRock Limited Duration Income Trust | -2.99% | 7.17% | 11.06% | 17.29% | -15.92% | 6.41% |
SCHY Schwab International Dividend Equity ETF | 13.81% | 33.98% | -1.79% | 14.27% | -9.43% | 3.42% |
Correlation
The correlation between BLW and SCHY is 0.26, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.26 |
Correlation (3Y) Balances recent behavior with more history. | 0.30 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.36 |
Correlation (All Time) Calculated using the full available price history since Apr 29, 2021 | 0.36 |
The correlation between BLW and SCHY shifts across timeframes, from 0.26 (1 year) to 0.36 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
BLW vs. SCHY — Risk / Return Rank
BLW
SCHY
BLW vs. SCHY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Limited Duration Income Trust (BLW) and Schwab International Dividend Equity ETF (SCHY). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BLW | SCHY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.60 | ||
| Sortino ratioReturn per unit of downside risk | -3.50 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.43 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | -0.15 | 3.15 | -3.30 |
| Martin ratioReturn relative to average drawdown | -0.39 | 8.98 | -9.37 |
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Drawdowns
BLW vs. SCHY - Drawdown Comparison
The maximum BLW drawdown since its inception was -44.13%, which is greater than SCHY's maximum drawdown of -24.04%. Use the drawdown chart below to compare losses from any high point for BLW and SCHY.
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Drawdown Indicators
| BLW | SCHY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.13% | -24.04% | -20.09% |
Max Drawdown (1Y)Largest decline over 1 year | -11.19% | -9.11% | -2.08% |
Max Drawdown (3Y)Largest decline over 3 years | -11.19% | -12.16% | +0.97% |
Max Drawdown (5Y)Largest decline over 5 years | -26.30% | -24.04% | -2.26% |
Max Drawdown (10Y)Largest decline over 10 years | -41.85% | — | — |
Current DrawdownCurrent decline from peak | -5.05% | -0.48% | -4.57% |
Average DrawdownAverage peak-to-trough decline | -6.04% | -4.93% | -1.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.29% | 3.19% | +1.10% |
Volatility
BLW vs. SCHY - Volatility Comparison
The current volatility for BlackRock Limited Duration Income Trust (BLW) is 2.01%, while Schwab International Dividend Equity ETF (SCHY) has a volatility of 3.10%. This indicates that BLW experiences smaller price fluctuations and is considered to be less risky than SCHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BLW | SCHY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.01% | 3.10% | -1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 7.23% | 10.07% | -2.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.19% | 12.03% | -3.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.31% | 13.27% | -0.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.58% | 13.18% | +1.40% |
Dividends
BLW vs. SCHY - Dividend Comparison
BLW's dividend yield for the trailing twelve months is around 10.83%, more than SCHY's 3.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BLW BlackRock Limited Duration Income Trust | 10.83% | 9.89% | 9.39% | 8.63% | 8.26% | 6.99% | 7.39% | 6.27% | 7.14% | 6.24% | 9.68% | 8.26% |
SCHY Schwab International Dividend Equity ETF | 3.32% | 3.55% | 4.64% | 3.97% | 3.67% | 1.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BLW and SCHY have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCHY has higher volatility (3.10%) compared to BLW (2.01%). In terms of maximum drawdown, BLW dropped -44.13% vs SCHY's -24.04%.
SCHY currently has the higher Sharpe Ratio (2.39 vs -0.21), 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.
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