ETY vs. BST
ETY (Eaton Vance Tax Managed Diversified Equity Income Closed Fund) is Large Cap Growth Equities fund actively managed by Eaton Vance, while BST (BlackRock Science and Technology Trust) is a stock. Over the past 10 years, ETY returned 12.70%/yr vs 20.68%/yr for BST. A 0.61 correlation means they provide meaningful diversification when combined.
Performance
ETY vs. BST - Performance Comparison
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Returns By Period
In the year-to-date period, ETY achieves a -2.33% return, which is significantly lower than BST's 25.39% return. Over the past 10 years, ETY has underperformed BST with an annualized return of 12.70%, while BST has yielded a comparatively higher 20.68% annualized return.
ETY
- 1D
- -1.10%
- 1M
- -1.90%
- YTD
- -2.33%
- 6M
- -1.62%
- 1Y
- 4.25%
- 3Y*
- 15.23%
- 5Y*
- 9.29%
- 10Y*
- 12.70%
BST
- 1D
- 2.21%
- 1M
- 6.08%
- YTD
- 25.39%
- 6M
- 26.58%
- 1Y
- 48.15%
- 3Y*
- 24.47%
- 5Y*
- 5.83%
- 10Y*
- 20.68%
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 | -2.33% | 11.02% | 33.11% | 21.83% | -21.21% | 32.61% | 7.27% | 33.68% | -8.96% | 28.72% |
BST BlackRock Science and Technology Trust | 25.39% | 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 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (10Y) Calculated over the trailing 10-year period | 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.
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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 | -2.14 | ||
| Sortino ratioReturn per unit of downside risk | -2.63 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.43 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | 0.30 | 3.16 | -2.86 |
| Martin ratioReturn relative to average drawdown | 1.11 | 10.11 | -9.00 |
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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.
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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% | -47.72% | +23.66% |
Max Drawdown (10Y)Largest decline over 10 years | -42.46% | -47.72% | +5.26% |
Current DrawdownCurrent decline from peak | -4.48% | -1.05% | -3.43% |
Average DrawdownAverage peak-to-trough decline | -7.58% | -12.94% | +5.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.84% | 4.78% | -0.94% |
Volatility
ETY vs. BST - Volatility Comparison
The current volatility for Eaton Vance Tax Managed Diversified Equity Income Closed Fund (ETY) is 4.09%, while BlackRock Science and Technology Trust (BST) has a volatility of 9.24%. 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.
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Volatility by Period
| ETY | BST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.09% | 9.24% | -5.15% |
Volatility (6M)Calculated over the trailing 6-month period | 10.78% | 16.90% | -6.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.35% | 19.69% | -6.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.93% | 23.81% | -5.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.92% | 25.86% | -5.94% |
Dividends
ETY vs. BST - Dividend Comparison
ETY's dividend yield for the trailing twelve months is around 8.27%, less than BST's 8.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BST BlackRock Science and Technology Trust | 8.56% | 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 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BST has higher volatility (9.24%) compared to ETY (4.09%). In terms of maximum drawdown, ETY dropped -53.06% vs BST's -47.72%.
BST currently has the higher Sharpe Ratio (2.46 vs 0.32), 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.
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