Returns
| Series | 1 week | 1 month | 3 months | 6 months | YTD | 1 year | 3 years (ann.) | 5 years (ann.) | 10 years (ann.) | Since inception (ann.) |
|---|---|---|---|---|---|---|---|---|---|---|
| Market-price return | +1.38% | -2.25% | -2.05% | +3.58% | +0.63% | +4.26% | +8.73% | -1.23% | +2.27% | -2.21% |
| Market-price total return | +1.38% | -1.63% | -0.17% | +7.73% | +6.79% | +14.27% | +18.53% | +8.79% | +11.22% | +6.85% |
| NAV return | +1.06% | -0.47% | +1.65% | +6.61% | +7.70% | +9.96% | +8.25% | +0.08% | +1.95% | -1.38% |
| NAV total return | +1.06% | +0.12% | +3.47% | +10.56% | +13.85% | +19.88% | +17.27% | +9.63% | +10.26% | +7.11% |
Performance through Oct 14, 2026. Price and NAV returns are simple changes; total returns reinvest each distribution at the series value on its ex-date (first observation on/after). Periods of one year or less are cumulative; longer periods are annualised. Series are built from unadjusted prices plus the distribution record so no distribution is counted twice. Corporate actions: the vendor price series is split-adjusted; rights offerings and mergers are not restated — check Corporate Actions.
Growth of $10,000, five years
Risk statistics
| Statistic | Market price | NAV | Specification |
|---|---|---|---|
| Volatility, 1 year | 0.12% | 0.11% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.14% | 0.12% | as above |
| Volatility, 5 years | 0.16% | 0.13% | as above |
| Maximum drawdown, 3 years | -14.38% | -12.40% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.95 | 1.11 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 1.35 | 1.63 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.67 | — | SPY (U.S. equity ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.73 | — | as above |
| Observations (3y) | 751 | — | minimum 60; rankings require 500 |
Market-price and NAV volatility are different quantities and are never mixed. NAV volatility for funds holding stale-marked or illiquid assets can understate economic risk.
CEF Explorer research page for BlackRock Enhanced Equity Dividend Trust. Figures carry their own dates and sources; a discount to NAV does not guarantee convergence or any return. This is not investment advice.