KTF vs. EOT
KTF (DWS Municipal Income Trust) and EOT (Eaton Vance National Municipal Opportunities Trust) are both stocks. Both operate in the Asset Management industry within the Financial Services sector. Over the past 10 years, KTF returned 1.09%/yr vs 1.79%/yr for EOT. At a 0.36 correlation, their price movements are largely independent.
Performance
KTF vs. EOT - Performance Comparison
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Returns By Period
In the year-to-date period, KTF achieves a 4.56% return, which is significantly lower than EOT's 5.24% return. Over the past 10 years, KTF has underperformed EOT with an annualized return of 1.09%, while EOT has yielded a comparatively higher 1.79% annualized return.
KTF
- 1D
- 0.00%
- 1M
- 3.26%
- YTD
- 4.56%
- 6M
- 5.60%
- 1Y
- 14.08%
- 3Y*
- 9.55%
- 5Y*
- 0.08%
- 10Y*
- 1.09%
EOT
- 1D
- 0.64%
- 1M
- 4.30%
- YTD
- 5.24%
- 6M
- 6.76%
- 1Y
- 13.31%
- 3Y*
- 5.12%
- 5Y*
- -0.34%
- 10Y*
- 1.79%
KTF vs. EOT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KTF DWS Municipal Income Trust | 4.56% | 4.64% | 13.80% | 7.09% | -23.94% | 6.00% | 7.46% | 15.31% | -8.25% | -3.81% |
EOT Eaton Vance National Municipal Opportunities Trust | 5.24% | 7.97% | 1.90% | 7.67% | -22.32% | 11.41% | -1.56% | 21.98% | -12.85% | 14.10% |
Correlation
The correlation between KTF and EOT is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since May 27, 2009 | 0.36 |
Fundamentals
KTF:
$54.32M
EOT:
$26.26M
KTF:
$54.32M
EOT:
$13.95M
KTF:
$0.00
EOT:
$39.10M
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Return for Risk
KTF vs. EOT — Risk / Return Rank
KTF
EOT
KTF vs. EOT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS Municipal Income Trust (KTF) and Eaton Vance National Municipal Opportunities Trust (EOT). 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.
| KTF | EOT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.52 | ||
| Sortino ratioReturn per unit of downside risk | +0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.26 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.85 | 1.83 | +1.02 |
| Martin ratioReturn relative to average drawdown | 10.41 | 5.65 | +4.75 |
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Drawdowns
KTF vs. EOT - Drawdown Comparison
The maximum KTF drawdown since its inception was -47.01%, which is greater than EOT's maximum drawdown of -33.25%. Use the drawdown chart below to compare losses from any high point for KTF and EOT.
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Drawdown Indicators
| KTF | EOT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.01% | -33.25% | -13.76% |
Max Drawdown (1Y)Largest decline over 1 year | -4.96% | -7.30% | +2.34% |
Max Drawdown (3Y)Largest decline over 3 years | -14.44% | -14.36% | -0.08% |
Max Drawdown (5Y)Largest decline over 5 years | -35.40% | -33.25% | -2.15% |
Max Drawdown (10Y)Largest decline over 10 years | -35.40% | -33.25% | -2.15% |
Current DrawdownCurrent decline from peak | -3.06% | -10.71% | +7.65% |
Average DrawdownAverage peak-to-trough decline | -7.77% | -10.73% | +2.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.36% | 2.36% | -1.00% |
Volatility
KTF vs. EOT - Volatility Comparison
The current volatility for DWS Municipal Income Trust (KTF) is 1.70%, while Eaton Vance National Municipal Opportunities Trust (EOT) has a volatility of 3.22%. This indicates that KTF experiences smaller price fluctuations and is considered to be less risky than EOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KTF | EOT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.70% | 3.22% | -1.52% |
Volatility (6M)Calculated over the trailing 6-month period | 5.71% | 8.68% | -2.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.54% | 9.87% | -2.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.19% | 13.82% | -2.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.01% | 14.76% | -2.75% |
Dividends
KTF vs. EOT - Dividend Comparison
KTF's dividend yield for the trailing twelve months is around 7.66%, more than EOT's 4.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EOT Eaton Vance National Municipal Opportunities Trust | 4.72% | 4.85% | 4.77% | 4.43% | 4.56% | 3.44% | 3.80% | 4.73% | 6.13% | 5.12% | 5.97% | 4.83% |
KTF DWS Municipal Income Trust | 7.66% | 8.42% | 6.94% | 3.51% | 4.76% | 4.25% | 4.36% | 4.67% | 6.17% | 6.44% | 6.48% | 6.23% |
Financials
KTF vs. EOT - Financials Comparison
This section allows you to compare key financial metrics between DWS Municipal Income Trust and Eaton Vance National Municipal Opportunities Trust. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
KTF and EOT have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EOT has higher volatility (3.22%) compared to KTF (1.70%). In terms of maximum drawdown, KTF dropped -47.01% vs EOT's -33.25%.
KTF currently has the higher Sharpe Ratio (1.88 vs 1.36), 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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