BSTZ vs. CEFS
Compare and contrast key facts about BlackRock Science and Technology Trust II (BSTZ) and Saba Closed-End Funds ETF (CEFS).
CEFS is an actively managed fund by Exchange Traded Concepts. It was launched on Mar 21, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BSTZ or CEFS.
Key characteristics
| BSTZ | CEFS | |
|---|---|---|
| YTD Return | 32.33% | 22.97% |
| 1Y Return | 43.89% | 34.94% |
| 3Y Return (Ann) | -12.95% | 11.05% |
| 5Y Return (Ann) | 9.63% | 11.98% |
| Sharpe Ratio | 2.12 | 3.28 |
| Sortino Ratio | 2.83 | 4.39 |
| Omega Ratio | 1.35 | 1.58 |
| Calmar Ratio | 0.77 | 5.29 |
| Martin Ratio | 8.52 | 20.55 |
| Ulcer Index | 4.94% | 1.72% |
| Daily Std Dev | 19.86% | 10.79% |
| Max Drawdown | -59.31% | -38.99% |
| Current Drawdown | -34.83% | -2.19% |
Correlation
The correlation between BSTZ and CEFS is 0.49, 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.
Performance
BSTZ vs. CEFS - Performance Comparison
In the year-to-date period, BSTZ achieves a 32.33% return, which is significantly higher than CEFS's 22.97% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BSTZ vs. CEFS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Science and Technology Trust II (BSTZ) and Saba Closed-End Funds ETF (CEFS). 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.
Dividends
BSTZ vs. CEFS - Dividend Comparison
BSTZ's dividend yield for the trailing twelve months is around 8.80%, more than CEFS's 8.00% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
BSTZ BlackRock Science and Technology Trust II | 8.80% | 10.90% | 14.73% | 7.92% | 3.42% | 2.44% | 0.00% | 0.00% |
CEFS Saba Closed-End Funds ETF | 8.00% | 9.20% | 11.32% | 10.73% | 8.61% | 7.56% | 9.81% | 6.24% |
Drawdowns
BSTZ vs. CEFS - Drawdown Comparison
The maximum BSTZ drawdown since its inception was -59.31%, which is greater than CEFS's maximum drawdown of -38.99%. Use the drawdown chart below to compare losses from any high point for BSTZ and CEFS. For additional features, visit the drawdowns tool.
Volatility
BSTZ vs. CEFS - Volatility Comparison
BlackRock Science and Technology Trust II (BSTZ) has a higher volatility of 3.98% compared to Saba Closed-End Funds ETF (CEFS) at 2.08%. This indicates that BSTZ's price experiences larger fluctuations and is considered to be riskier than CEFS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.