ETY vs IBDW

Comparison between Eaton Vance Tax-Managed Diversified Equity Income Fund (ETY, ETF) and ISHARES IBONDS DEC 2031 TERM CORPORATE ETF (IBDW, ETF).

5-Year PerformanceETY has outperformed IBDW, delivering a return of +8.8% compared to +0.2%

ETY vs IBDW - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	ETY(ETF)	IBDW(ETF)
Net Assets	$2.50B	$2.50B
Expense Ratio	N/A	0.10%
Max Drawdown	64.57%	26.72%
Sharpe Ratio	-0.16	0.06
5Y Beta	0.93	0.06
5Y Dividends CAGR	4.98%	N/A

Net Assets

ETY

$2.50B

IBDW

$2.50B

Expense Ratio

ETY

N/A

IBDW

0.10%

Max Drawdown

ETY

64.57%

Winner

IBDW

26.72%

Sharpe Ratio

ETY

-0.16

Winner

IBDW

0.06

5Y Beta

ETY

0.93

Winner

IBDW

0.06

5Y Dividends CAGR

ETY

4.98%

IBDW

N/A

ETY vs IBDW - Historical Returns

Returns include dividend reinvestment.

Period	ETY	IBDW
1 month	+0.21%	-0.31%
3 months	+1.98%	-0.59%
6 months	-1.87%	-0.19%
1 year	+0.33%	+4.07%
5 years(CAGR)	+8.83%	+0.19%
10 years(CAGR)	+12.38%	N/A
Max(CAGR)	+8.54%	+0.43%

Winner

ETY

+0.21%

IBDW

-0.31%

Winner

ETY

+1.98%

IBDW

-0.59%

ETY

-1.87%

Winner

IBDW

-0.19%

ETY

+0.33%

Winner

IBDW

+4.07%

5Y(CAGR)

Winner

ETY

+8.83%

IBDW

+0.19%

10Y(CAGR)

ETY

+12.38%

IBDW

N/A

Max(CAGR)

Winner

ETY

+8.54%

IBDW

+0.43%

ETY vs IBDW - Annual Returns (2006 - 2026)

Returns include dividend reinvestment.

Year	ETY	IBDW
2026	-0.78%	+0.07%
2025	+11.01%	+8.86%
2024	+35.10%	+3.60%
2023	+21.52%	+8.47%
2022	-20.72%	-16.41%
2021	+34.82%	+0.36%
2020	+6.29%	N/A
2019	+31.23%	N/A
2018	-10.18%	N/A
2017	+29.36%	N/A
2016	+4.62%	N/A
2015	+9.12%	N/A
2014	+12.87%	N/A
2013	+25.11%	N/A
2012	+16.30%	N/A
2011	-13.08%	N/A
2010	-2.81%	N/A
2009	+36.46%	N/A
2008	-25.83%	N/A
2007	-8.21%	N/A
2006	+0.25%	N/A

ETY vs IBDW Drawdown Comparison

The maximum drawdown for ETY was -52.91%, occurring on Nov 20, 2008. Recovery took 1419 trading sessions.

The maximum drawdown for IBDW was -23.88%, occurring on Oct 20, 2022. Recovery took 1132 trading sessions.

The current ETY drawdown is -3.33%. The current IBDW drawdown is -1.22%.

Rank	ETY	IBDW
#1	-52.91% Jun 1, 2007 - Jan 18, 2013	-23.88% Aug 3, 2021 - Feb 5, 2026
#2	-42.40% Feb 12, 2020 - Nov 17, 2020	-2.42% Feb 23, 2026 - Mar 26, 2026
#3	-24.43% Sep 13, 2018 - Jun 20, 2019	-0.79% Jul 8, 2021 - Jul 19, 2021
#4	-24.03% Dec 31, 2021 - Feb 5, 2024	-0.59% Jul 19, 2021 - Jul 28, 2021
#5	-21.28% Feb 19, 2025 - Jun 25, 2025	-0.19% Jul 28, 2021 - Aug 2, 2021
#6	-14.39% Sep 22, 2025 - Mar 30, 2026	-0.19% Jun 30, 2021 - Jul 2, 2021
#7	-13.90% Nov 3, 2015 - Aug 5, 2016	-0.17% Jun 24, 2021 - Jun 28, 2021
#8	-12.52% Sep 3, 2014 - Nov 5, 2014	-0.12% Feb 10, 2026 - Feb 12, 2026
#9	-11.93% Jul 20, 2015 - Nov 3, 2015	-0.07% Feb 17, 2026 - Feb 23, 2026
#10	-8.97% Jan 26, 2018 - May 8, 2018	N/A
#11	-8.63% Sep 8, 2016 - Jan 26, 2017	N/A
#12	-8.09% May 21, 2013 - Jul 15, 2013	N/A
#13	-7.21% Jul 10, 2024 - Aug 30, 2024	N/A
#14	-6.77% Nov 28, 2014 - Feb 27, 2015	N/A
#15	-6.17% Jan 22, 2014 - Feb 18, 2014	N/A

Correlation

Correlation between ETY and IBDW is 0.73 which considered as a strong positive correlation - the stocks tend to move together.

0.73

-101

Dividend Comparison (2007 - 2026)

ETY vs IBDW dividend yield comparison.

Year	ETY	IBDW
2026	4.09%	2.38%
2025	7.76%	4.78%
2024	7.59%	5.00%
2023	7.92%	4.50%
2022	10.04%	3.70%
2021	7.01%	1.10%
2020	8.26%	0.00%
2019	8.08%	0.00%
2018	9.92%	0.00%
2017	8.30%	0.00%
2016	9.77%	0.00%
2015	9.03%	0.00%
2014	9.06%	0.00%
2013	9.26%	0.00%
2012	11.19%	0.00%
2011	13.06%	0.00%
2010	14.35%	0.00%
2009	14.09%	0.00%
2008	17.11%	0.00%
2007	11.13%	0.00%