ETY vs PABU

Comparison between Eaton Vance Tax-Managed Diversified Equity Income Fund (ETY, ETF) and ISHARES PARIS-ALIGNED CLIMATE OPTIMIZED MSCI USA ETF (PABU, ETF).

ETY vs PABU - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	ETY(ETF)	PABU(ETF)
Net Assets	$2.50B	$2.50B
Expense Ratio	N/A	0.10%
Max Drawdown	64.57%	23.23%
Sharpe Ratio	-0.16	0.77
5Y Beta	0.93	1.04
P/E Ratio	N/A	28.55
Forward P/E	N/A	23.73
PEG Ratio	N/A	0.60
5Y Dividends CAGR	4.98%	N/A
5Y EPS CAGR	N/A	27.79%
Debt to Equity	N/A	2.61%
P/S Ratio	N/A	6.37
P/B Ratio	N/A	6.47

Net Assets

ETY

$2.50B

PABU

$2.50B

Expense Ratio

ETY

N/A

PABU

0.10%

Max Drawdown

ETY

64.57%

Winner

PABU

23.23%

Sharpe Ratio

ETY

-0.16

Winner

PABU

0.77

5Y Beta

Winner

ETY

0.93

PABU

1.04

P/E Ratio

ETY

N/A

PABU

28.55

Forward P/E

ETY

N/A

PABU

23.73

PEG Ratio

ETY

N/A

PABU

0.60

5Y Dividends CAGR

ETY

4.98%

PABU

N/A

5Y EPS CAGR

ETY

N/A

PABU

27.79%

Debt to Equity

ETY

N/A

PABU

2.61%

P/S Ratio

ETY

N/A

PABU

6.37

P/B Ratio

ETY

N/A

PABU

6.47

ETY vs PABU - Historical Returns

Returns include dividend reinvestment.

Period	ETY	PABU
1 month	+0.21%	-1.60%
3 months	+1.98%	+7.82%
6 months	-1.87%	+5.94%
1 year	+0.33%	+14.45%
5 years(CAGR)	+8.83%	+11.61%
10 years(CAGR)	+12.38%	N/A
Max(CAGR)	+8.54%	+11.61%

Winner

ETY

+0.21%

PABU

-1.60%

ETY

+1.98%

Winner

PABU

+7.82%

ETY

-1.87%

Winner

PABU

+5.94%

ETY

+0.33%

Winner

PABU

+14.45%

5Y(CAGR)

ETY

+8.83%

Winner

PABU

+11.61%

10Y(CAGR)

ETY

+12.38%

PABU

N/A

Max(CAGR)

ETY

+8.54%

Winner

PABU

+11.61%

ETY vs PABU - Annual Returns (2006 - 2026)

Returns include dividend reinvestment.

Year	ETY	PABU
2026	-0.78%	+5.54%
2025	+11.01%	+13.73%
2024	+35.10%	+25.60%
2023	+21.52%	+30.10%
2022	-20.72%	-15.44%
2021	+34.82%	N/A
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 PABU Drawdown Comparison

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

The maximum drawdown for PABU was -22.75%, occurring on Oct 14, 2022. Recovery took 312 trading sessions.

The current ETY drawdown is -3.33%. The current PABU drawdown is -5.16%.

Rank	ETY	PABU
#1	-52.91% Jun 1, 2007 - Jan 18, 2013	-22.75% Feb 14, 2022 - Jul 13, 2023
#2	-42.40% Feb 12, 2020 - Nov 17, 2020	-20.84% Dec 11, 2024 - Jul 3, 2025
#3	-24.43% Sep 13, 2018 - Jun 20, 2019	-13.40% Oct 28, 2025 - May 1, 2026
#4	-24.03% Dec 31, 2021 - Feb 5, 2024	-11.47% Jul 19, 2023 - Dec 1, 2023
#5	-21.28% Feb 19, 2025 - Jun 25, 2025	-8.74% Jun 2, 2026 - Jun 25, 2026
#6	-14.39% Sep 22, 2025 - Mar 30, 2026	-8.30% Jul 16, 2024 - Aug 23, 2024
#7	-13.90% Nov 3, 2015 - Aug 5, 2016	-6.46% Mar 21, 2024 - May 15, 2024
#8	-12.52% Sep 3, 2014 - Nov 5, 2014	-3.96% Aug 23, 2024 - Sep 13, 2024
#9	-11.93% Jul 20, 2015 - Nov 3, 2015	-3.02% Oct 18, 2024 - Nov 6, 2024
#10	-8.97% Jan 26, 2018 - May 8, 2018	-2.87% Oct 8, 2025 - Oct 24, 2025
#11	-8.63% Sep 8, 2016 - Jan 26, 2017	-2.80% Dec 28, 2023 - Jan 19, 2024
#12	-8.09% May 21, 2013 - Jul 15, 2013	-2.42% Nov 8, 2024 - Nov 26, 2024
#13	-7.21% Jul 10, 2024 - Aug 30, 2024	-2.38% Jul 28, 2025 - Aug 8, 2025
#14	-6.77% Nov 28, 2014 - Feb 27, 2015	-1.96% Feb 9, 2024 - Feb 22, 2024
#15	-6.17% Jan 22, 2014 - Feb 18, 2014	-1.92% Jan 29, 2024 - Feb 2, 2024

Correlation

Correlation between ETY and PABU is 0.98 which considered as a very strong positive correlation - the stocks move almost identically together.

0.98

-101

Dividend Comparison (2007 - 2026)

ETY vs PABU dividend yield comparison.

Year	ETY	PABU
2026	4.09%	0.39%
2025	7.76%	0.90%
2024	7.59%	1.00%
2023	7.92%	1.06%
2022	10.04%	1.00%
2021	7.01%	0.00%
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%