BSTZ vs. SPYD
Compare and contrast key facts about BlackRock Science and Technology Trust II (BSTZ) and SPDR Portfolio S&P 500 High Dividend ETF (SPYD).
SPYD is a passively managed fund by State Street that tracks the performance of the S&P 500 High Dividend Index. It was launched on Oct 21, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BSTZ or SPYD.
Key characteristics
| BSTZ | SPYD | |
|---|---|---|
| YTD Return | 37.93% | 20.52% |
| 1Y Return | 41.47% | 34.92% |
| 3Y Return (Ann) | -11.92% | 7.98% |
| 5Y Return (Ann) | 10.46% | 8.16% |
| Sharpe Ratio | 2.25 | 2.96 |
| Sortino Ratio | 2.99 | 4.19 |
| Omega Ratio | 1.38 | 1.54 |
| Calmar Ratio | 0.87 | 2.46 |
| Martin Ratio | 9.12 | 20.60 |
| Ulcer Index | 4.94% | 1.96% |
| Daily Std Dev | 19.99% | 13.64% |
| Max Drawdown | -59.31% | -46.42% |
| Current Drawdown | -32.07% | -1.02% |
Correlation
The correlation between BSTZ and SPYD is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
BSTZ vs. SPYD - Performance Comparison
In the year-to-date period, BSTZ achieves a 37.93% return, which is significantly higher than SPYD's 20.52% 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. SPYD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Science and Technology Trust II (BSTZ) and SPDR Portfolio S&P 500 High Dividend ETF (SPYD). 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. SPYD - Dividend Comparison
BSTZ's dividend yield for the trailing twelve months is around 7.96%, more than SPYD's 4.05% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
BSTZ BlackRock Science and Technology Trust II | 7.96% | 10.89% | 14.73% | 7.92% | 3.42% | 2.44% | 0.00% | 0.00% | 0.00% | 0.00% |
SPYD SPDR Portfolio S&P 500 High Dividend ETF | 4.05% | 4.66% | 5.01% | 3.69% | 4.96% | 4.42% | 4.75% | 4.64% | 4.34% | 1.13% |
Drawdowns
BSTZ vs. SPYD - Drawdown Comparison
The maximum BSTZ drawdown since its inception was -59.31%, which is greater than SPYD's maximum drawdown of -46.42%. Use the drawdown chart below to compare losses from any high point for BSTZ and SPYD. For additional features, visit the drawdowns tool.
Volatility
BSTZ vs. SPYD - Volatility Comparison
BlackRock Science and Technology Trust II (BSTZ) has a higher volatility of 4.52% compared to SPDR Portfolio S&P 500 High Dividend ETF (SPYD) at 3.59%. This indicates that BSTZ's price experiences larger fluctuations and is considered to be riskier than SPYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.