ETY vs USCL

Comparison between Eaton Vance Tax-Managed Diversified Equity Income Fund (ETY, ETF) and ISHARES CLIMATE CONSCIOUS & TRANSITION MSCI USA ETF (USCL, ETF).

ETY vs USCL - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	ETY(ETF)	USCL(ETF)
Net Assets	$2.50B	$2.50B
Expense Ratio	N/A	0.08%
Max Drawdown	64.57%	19.23%
Sharpe Ratio	0.11	1.12
5Y Beta	0.93	0.96
P/E Ratio	N/A	30.19
Forward P/E	N/A	23.85
5Y Dividends CAGR	4.98%	N/A
5Y EPS CAGR	N/A	27.96%
Debt to Equity	N/A	45.75%
P/S Ratio	N/A	4.59
P/B Ratio	N/A	6.15

Net Assets

ETY

$2.50B

USCL

$2.50B

Expense Ratio

ETY

N/A

USCL

0.08%

Max Drawdown

ETY

64.57%

Winner

USCL

19.23%

Sharpe Ratio

ETY

0.11

Winner

USCL

1.12

5Y Beta

Winner

ETY

0.93

USCL

0.96

P/E Ratio

ETY

N/A

USCL

30.19

Forward P/E

ETY

N/A

USCL

23.85

5Y Dividends CAGR

ETY

4.98%

USCL

N/A

5Y EPS CAGR

ETY

N/A

USCL

27.96%

Debt to Equity

ETY

N/A

USCL

45.75%

P/S Ratio

ETY

N/A

USCL

4.59

P/B Ratio

ETY

N/A

USCL

6.15

ETY vs USCL - Historical Returns

Returns include dividend reinvestment.

Period	ETY	USCL
1 month	-2.69%	+1.58%
3 months	-0.20%	+6.94%
6 months	-3.80%	+4.10%
1 year	+4.41%	+18.99%
5 years(CAGR)	+9.40%	N/A
10 years(CAGR)	+12.34%	N/A
Max(CAGR)	+8.52%	+19.72%

ETY

-2.69%

Winner

USCL

+1.58%

ETY

-0.20%

Winner

USCL

+6.94%

ETY

-3.80%

Winner

USCL

+4.10%

ETY

+4.41%

Winner

USCL

+18.99%

5Y(CAGR)

ETY

+9.40%

USCL

N/A

10Y(CAGR)

ETY

+12.34%

USCL

N/A

Max(CAGR)

ETY

+8.52%

Winner

USCL

+19.72%

ETY vs USCL - Annual Returns (2006 - 2026)

Returns include dividend reinvestment.

Year	ETY	USCL
2026	-1.99%	+4.98%
2025	+11.01%	+14.58%
2024	+35.10%	+27.52%
2023	+21.52%	+12.72%
2022	-20.72%	N/A
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 USCL Drawdown Comparison

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

The maximum drawdown for USCL was -18.99%, occurring on Apr 8, 2025. Recovery took 90 trading sessions.

The current ETY drawdown is -4.52%. The current USCL drawdown is -3.00%.

Rank	ETY	USCL
#1	-52.91% Jun 1, 2007 - Jan 18, 2013	-18.99% Feb 19, 2025 - Jun 30, 2025
#2	-42.40% Feb 12, 2020 - Nov 17, 2020	-10.24% Jan 12, 2026 - Apr 17, 2026
#3	-24.43% Sep 13, 2018 - Jun 20, 2019	-10.00% Jul 31, 2023 - Nov 30, 2023
#4	-24.03% Dec 31, 2021 - Feb 5, 2024	-8.58% Jul 16, 2024 - Sep 19, 2024
#5	-21.28% Feb 19, 2025 - Jun 25, 2025	-5.61% Oct 28, 2025 - Dec 24, 2025
#6	-14.39% Sep 22, 2025 - Mar 30, 2026	-5.42% Mar 28, 2024 - May 15, 2024
#7	-13.90% Nov 3, 2015 - Aug 5, 2016	-4.69% Dec 11, 2024 - Jan 30, 2025
#8	-12.52% Sep 3, 2014 - Nov 5, 2014	-3.00% Jun 2, 2026 - Jun 5, 2026
#9	-11.93% Jul 20, 2015 - Nov 3, 2015	-2.57% Oct 8, 2025 - Oct 24, 2025
#10	-8.97% Jan 26, 2018 - May 8, 2018	-2.45% Jun 15, 2023 - Jun 30, 2023
#11	-8.63% Sep 8, 2016 - Jan 26, 2017	-2.44% Jul 25, 2025 - Aug 13, 2025
#12	-8.09% May 21, 2013 - Jul 15, 2013	-2.39% Oct 18, 2024 - Nov 6, 2024
#13	-7.21% Jul 10, 2024 - Aug 30, 2024	-2.19% Nov 11, 2024 - Nov 26, 2024
#14	-6.77% Nov 28, 2014 - Feb 27, 2015	-1.82% Jan 29, 2024 - Feb 2, 2024
#15	-6.17% Jan 22, 2014 - Feb 18, 2014	-1.81% Dec 28, 2023 - Jan 10, 2024

Correlation

Correlation between ETY and USCL 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 USCL dividend yield comparison.

Year	ETY	USCL
2026	3.43%	0.28%
2025	7.76%	1.10%
2024	7.59%	1.18%
2023	7.92%	0.85%
2022	10.04%	0.00%
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%