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.
Performance
BSTZ vs. SPYD - Performance Comparison
Returns By Period
In the year-to-date period, BSTZ achieves a 36.65% return, which is significantly higher than SPYD's 20.81% return.
BSTZ
36.65%
7.10%
17.10%
36.65%
10.34%
N/A
SPYD
20.81%
0.57%
14.66%
34.60%
8.51%
N/A
Key characteristics
| BSTZ | SPYD | |
|---|---|---|
| Sharpe Ratio | 1.81 | 2.59 |
| Sortino Ratio | 2.47 | 3.61 |
| Omega Ratio | 1.31 | 1.46 |
| Calmar Ratio | 0.69 | 2.11 |
| Martin Ratio | 7.25 | 17.21 |
| Ulcer Index | 4.95% | 1.97% |
| Daily Std Dev | 19.83% | 13.03% |
| Max Drawdown | -59.31% | -46.42% |
| Current Drawdown | -32.71% | -0.78% |
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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.
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 9.15%, more than SPYD's 4.04% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
BSTZ BlackRock Science and Technology Trust II | 9.15% | 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 | 4.04% | 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 5.12% compared to SPDR Portfolio S&P 500 High Dividend ETF (SPYD) at 3.20%. 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.