BLW vs. WDI

In the year-to-date period, BLW achieves a 2.28% return, which is significantly lower than WDI's 4.11% return.

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This table presents a comparison of risk-adjusted performance metrics for BlackRock Limited Duration Income Trust (BLW) and Western Asset Diversified Income Fund (WDI). 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 WDI Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of BLW and WDI, 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%, less than WDI's 12.52% yield.

The maximum BLW drawdown since its inception was -44.58%, which is greater than WDI's maximum drawdown of -32.45%. Use the drawdown chart below to compare losses from any high point for BLW and WDI. For additional features, visit the drawdowns tool.

The current volatility for BlackRock Limited Duration Income Trust (BLW) is 3.30%, while Western Asset Diversified Income Fund (WDI) has a volatility of 5.34%. This indicates that BLW experiences smaller price fluctuations and is considered to be less risky than WDI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.