BSTZ vs. TEAF

Last updated Apr 1, 2026

Compare and contrast key facts about BlackRock Science and Technology Trust II (BSTZ) and Ecofin Sustainable and Social Impact Term Fund (TEAF).

Performance

BSTZ vs. TEAF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Science and Technology Trust II (BSTZ) and Ecofin Sustainable and Social Impact Term Fund (TEAF). The values are adjusted to include any dividend payments, if applicable.

BSTZ vs. TEAF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
BSTZ BlackRock Science and Technology Trust II	0.13%	25.06%	37.49%	18.72%	-55.34%	12.71%	87.46%	4.20%
TEAF Ecofin Sustainable and Social Impact Term Fund	0.00%	9.74%	12.16%	-0.64%	-5.41%	19.37%	-12.76%	-4.54%

Fundamentals

Total Revenue (TTM) BSTZ : $361.49M TEAF : $21.36M
Gross Profit (TTM) BSTZ : $169.67M TEAF : $14.31M
EBITDA (TTM) BSTZ : $586.67M TEAF : -$435.19K

Returns By Period

BSTZ

• 1D: 4.43%
• 1M: -1.94%
• YTD: 0.13%
• 6M: 6.05%
• 1Y: 41.49%
• 3Y*: 18.36%
• 5Y*: -0.08%
• 10Y*: —

TEAF

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

BSTZ vs. TEAF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BSTZ

BSTZ Risk / Return Rank: 88
BSTZ Sharpe Ratio Rank: 88
BSTZ Sortino Ratio Rank: 86
BSTZ Omega Ratio Rank: 86
BSTZ Calmar Ratio Rank: 88
BSTZ Martin Ratio Rank: 92

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BSTZ vs. TEAF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Science and Technology Trust II (BSTZ) and Ecofin Sustainable and Social Impact Term Fund (TEAF). 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.

	BSTZ	TEAF	Difference
Sharpe ratio Return per unit of total volatility	1.75	—	—
Sortino ratio Return per unit of downside risk	2.40	—	—
Omega ratio Gain probability vs. loss probability	1.33	—	—
Calmar ratio Return relative to maximum drawdown	3.36	—	—
Martin ratio Return relative to average drawdown	11.87	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	BSTZ	TEAF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.75	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.00	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.36	—	—

Correlation

The correlation between BSTZ and TEAF is 0.35, 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.

Dividends

BSTZ vs. TEAF - Dividend Comparison

BSTZ's dividend yield for the trailing twelve months is around 11.92%, more than TEAF's 5.16% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019
BSTZ BlackRock Science and Technology Trust II	11.92%	12.46%	9.75%	10.90%	14.73%	5.14%	3.42%	2.44%
TEAF Ecofin Sustainable and Social Impact Term Fund	5.16%	7.37%	9.00%	9.22%	8.25%	6.18%	8.17%	5.30%

Drawdowns

Drawdown Indicators

	BSTZ	TEAF	Difference
Max Drawdown Largest peak-to-trough decline	-60.51%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-11.57%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-60.51%	—	—
Current Drawdown Current decline from peak	-17.70%	—	—
Average Drawdown Average peak-to-trough decline	-28.15%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	3.28%	—	—

Volatility

Volatility by Period

	BSTZ	TEAF	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.14%	—	—
Volatility (6M) Calculated over the trailing 6-month period	16.03%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	23.94%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.17%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.09%	—	—

Financials