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CEFS vs. BSTZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CEFS and BSTZ is 0.50, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

CEFS vs. BSTZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Saba Closed-End Funds ETF (CEFS) and BlackRock Science and Technology Trust II (BSTZ). The values are adjusted to include any dividend payments, if applicable.

50.00%60.00%70.00%80.00%90.00%NovemberDecember2025FebruaryMarchApril
85.85%
49.36%
CEFS
BSTZ

Key characteristics

Sharpe Ratio

CEFS:

1.36

BSTZ:

0.22

Sortino Ratio

CEFS:

1.92

BSTZ:

0.46

Omega Ratio

CEFS:

1.23

BSTZ:

1.06

Calmar Ratio

CEFS:

2.40

BSTZ:

0.11

Martin Ratio

CEFS:

6.98

BSTZ:

0.78

Ulcer Index

CEFS:

2.04%

BSTZ:

6.56%

Daily Std Dev

CEFS:

10.51%

BSTZ:

23.13%

Max Drawdown

CEFS:

-38.99%

BSTZ:

-59.31%

Current Drawdown

CEFS:

-4.00%

BSTZ:

-38.84%

Returns By Period

In the year-to-date period, CEFS achieves a 1.93% return, which is significantly higher than BSTZ's -9.70% return.


CEFS

YTD

1.93%

1M

-1.20%

6M

1.15%

1Y

15.21%

5Y*

18.65%

10Y*

N/A

BSTZ

YTD

-9.70%

1M

-8.35%

6M

-1.13%

1Y

5.41%

5Y*

12.48%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

CEFS vs. BSTZ — Risk-Adjusted Performance Rank

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

CEFS
The Risk-Adjusted Performance Rank of CEFS is 8787
Overall Rank
The Sharpe Ratio Rank of CEFS is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of CEFS is 8686
Sortino Ratio Rank
The Omega Ratio Rank of CEFS is 8484
Omega Ratio Rank
The Calmar Ratio Rank of CEFS is 9191
Calmar Ratio Rank
The Martin Ratio Rank of CEFS is 8787
Martin Ratio Rank

BSTZ
The Risk-Adjusted Performance Rank of BSTZ is 5757
Overall Rank
The Sharpe Ratio Rank of BSTZ is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of BSTZ is 5151
Sortino Ratio Rank
The Omega Ratio Rank of BSTZ is 5050
Omega Ratio Rank
The Calmar Ratio Rank of BSTZ is 5858
Calmar Ratio Rank
The Martin Ratio Rank of BSTZ is 6262
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CEFS vs. BSTZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Saba Closed-End Funds ETF (CEFS) and BlackRock Science and Technology Trust II (BSTZ). 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.


Sharpe ratio
The chart of Sharpe ratio for CEFS, currently valued at 1.36, compared to the broader market-1.000.001.002.003.004.005.00
CEFS: 1.36
BSTZ: 0.22
The chart of Sortino ratio for CEFS, currently valued at 1.92, compared to the broader market-2.000.002.004.006.008.0010.00
CEFS: 1.92
BSTZ: 0.46
The chart of Omega ratio for CEFS, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.00
CEFS: 1.23
BSTZ: 1.06
The chart of Calmar ratio for CEFS, currently valued at 2.40, compared to the broader market0.005.0010.0015.00
CEFS: 2.40
BSTZ: 0.11
The chart of Martin ratio for CEFS, currently valued at 6.98, compared to the broader market0.0020.0040.0060.0080.00100.00
CEFS: 6.98
BSTZ: 0.78

The current CEFS Sharpe Ratio is 1.36, which is higher than the BSTZ Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of CEFS and BSTZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.36
0.22
CEFS
BSTZ

Dividends

CEFS vs. BSTZ - Dividend Comparison

CEFS's dividend yield for the trailing twelve months is around 9.81%, less than BSTZ's 13.12% yield.


TTM20242023202220212020201920182017
CEFS
Saba Closed-End Funds ETF
9.81%9.81%9.20%11.32%10.73%8.61%7.56%9.84%6.28%
BSTZ
BlackRock Science and Technology Trust II
13.12%9.75%10.90%14.73%7.92%3.42%2.44%0.00%0.00%

Drawdowns

CEFS vs. BSTZ - Drawdown Comparison

The maximum CEFS drawdown since its inception was -38.99%, smaller than the maximum BSTZ drawdown of -59.31%. Use the drawdown chart below to compare losses from any high point for CEFS and BSTZ. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.00%
-38.84%
CEFS
BSTZ

Volatility

CEFS vs. BSTZ - Volatility Comparison

The current volatility for Saba Closed-End Funds ETF (CEFS) is 3.03%, while BlackRock Science and Technology Trust II (BSTZ) has a volatility of 8.91%. This indicates that CEFS experiences smaller price fluctuations and is considered to be less risky than BSTZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%NovemberDecember2025FebruaryMarchApril
3.03%
8.91%
CEFS
BSTZ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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