ETY vs. BST
ETY (Eaton Vance Tax Managed Diversified Equity Income Closed Fund) is Derivative Income fund actively managed by Eaton Vance, while BST (BlackRock Science and Technology Trust) is a stock. Over the past 10 years, ETY returned 12.23%/yr vs 19.04%/yr for BST. Their 0.61 correlation means they have sometimes moved together and sometimes differently.
Performance
ETY vs. BST - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ETY achieves a -1.59% return, which is significantly lower than BST's 18.86% return. Over the past 10 years, ETY has underperformed BST with an annualized return of 12.23%, while BST has yielded a comparatively higher 19.04% annualized return.
ETY
- 1D
- 1.27%
- 1M
- -0.56%
- 6M
- -1.83%
- YTD
- -1.59%
- 1Y
- 0.54%
- 3Y*
- 13.80%
- 5Y*
- 8.69%
- 10Y*
- 12.23%
- ALL TIME*
- 8.45%
BST
- 1D
- 1.29%
- 1M
- -4.12%
- 6M
- 16.98%
- YTD
- 18.86%
- 1Y
- 33.10%
- 3Y*
- 19.80%
- 5Y*
- 5.79%
- 10Y*
- 19.04%
- ALL TIME*
- 15.81%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $4.06M | $3.83M | $5.22M | |
| $3.58M | $3.53M | $3.55M |
ETY vs. BST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETY Eaton Vance Tax Managed Diversified Equity Income Closed Fund | -1.59% | 11.02% | 33.11% | 21.83% | -21.21% | 32.61% | 7.27% | 33.68% | -8.96% | 28.72% |
BST BlackRock Science and Technology Trust | 18.86% | 23.65% | 17.96% | 30.07% | -38.28% | -0.35% | 69.27% | 34.57% | 8.84% | 57.43% |
Correlation
The correlation between ETY and BST is 0.65, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.65 |
Correlation (3Y) Balances recent behavior with more history. | 0.68 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.71 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.63 |
Correlation (All Time) Calculated using the full available price history since Oct 29, 2014 | 0.61 |
The correlation between ETY and BST has been stable across timeframes, ranging from 0.61 to 0.71 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ETY vs. BST — Risk / Return Rank
ETY
BST
ETY vs. BST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Tax Managed Diversified Equity Income Closed Fund (ETY) and BlackRock Science and Technology Trust (BST). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ETY | BST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.47 | ||
| Sortino ratioReturn per unit of downside risk | -1.96 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.25 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 2.04 | -2.08 |
| Martin ratioReturn relative to average drawdown | -0.17 | 5.79 | -5.96 |
Loading charts...
Drawdowns
ETY vs. BST - Drawdown Comparison
The maximum ETY drawdown since its inception was -53.06%, which is greater than BST's maximum drawdown of -47.72%. Use the drawdown chart below to compare losses from any high point for ETY and BST.
Loading charts...
Drawdown Indicators
| ETY | BST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.06% | -47.72% | -5.34% |
Max Drawdown (1Y)Largest decline over 1 year | -14.40% | -15.31% | +0.91% |
Max Drawdown (3Y)Largest decline over 3 years | -21.28% | -23.37% | +2.09% |
Max Drawdown (5Y)Largest decline over 5 years | -24.06% | -45.17% | +21.11% |
Max Drawdown (10Y)Largest decline over 10 years | -42.46% | -47.72% | +5.26% |
Current DrawdownCurrent decline from peak | -3.76% | -8.30% | +4.54% |
Average DrawdownAverage peak-to-trough decline | -7.56% | -12.88% | +5.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.12% | 5.37% | -1.25% |
Volatility
ETY vs. BST - Volatility Comparison
The current volatility for Eaton Vance Tax Managed Diversified Equity Income Closed Fund (ETY) is 3.61%, while BlackRock Science and Technology Trust (BST) has a volatility of 8.49%. This indicates that ETY experiences smaller price fluctuations and is considered to be less risky than BST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ETY | BST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.61% | 8.49% | -4.88% |
Volatility (6M)Calculated over the trailing 6-month period | 11.33% | 19.26% | -7.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.82% | 22.03% | -8.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.98% | 24.03% | -6.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.91% | 25.99% | -6.08% |
Dividends
ETY vs. BST - Dividend Comparison
ETY's dividend yield for the trailing twelve months is around 8.27%, less than BST's 9.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BST BlackRock Science and Technology Trust | 9.08% | 10.36% | 8.21% | 8.91% | 10.57% | 5.38% | 3.85% | 10.52% | 6.41% | 4.80% | 6.69% | 6.93% |
ETY Eaton Vance Tax Managed Diversified Equity Income Closed Fund | 8.27% | 7.76% | 7.59% | 7.92% | 10.04% | 7.01% | 8.26% | 8.08% | 9.92% | 8.30% | 9.77% | 9.03% |
Frequently Asked Questions
ETY and BST have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BST has higher volatility (8.49%) compared to ETY (3.61%). In terms of maximum drawdown, ETY dropped -53.06% vs BST's -47.72%.
BST currently has the higher Sharpe Ratio (1.42 vs -0.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for ETY and BST
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer