DSU vs EFR: Correlation
Measured on weekly returns over the past three years, Blackrock Debt Strategies Fund, Inc. (DSU) and Eaton Vance Senior Floating-Rate Fund (EFR) carry a correlation of 0.73, a strong link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are DSU and EFR?
On 3 years of weekly data the DSU/EFR correlation comes out at 0.73, strong. Little has changed lately, as the 1-year reading of 0.67 lands near the 3-year figure. The 5-year figure is 0.68, and annualized covariance runs at 72.4 %².
Few assets follow DSU as closely as EFR, which ranks #1 of 12 tracked partners. Twelve-month performance is nearly a tie, at -0.2% for DSU and -2.3% for EFR.
How is this computed?
Pearson correlation on weekly returns: ρ(A,B) = cov(rA, rB) / (σA · σB), over windows of 52, 156 and 260 weeks. Covariance is annualized (×52) and expressed in %². Full definitions on the methodology page.
DSU vs EFR: side by side
| DSU (Blackrock Debt Strategies Fund, Inc.) | EFR (Eaton Vance Senior Floating-Rate Fund) | |
|---|---|---|
| 1-year return | -0.2% | -2.3% |
| 5-year return | +35.2% | +16.8% |
| Volatility (ann.) | 9.3% | 10.7% |
| Beta vs S&P 500 | 0.41 | 0.45 |
| Max drawdown (3Y) | -14.6% | -18.3% |
| Market cap | $0.6B | $0.3B |
| P/E (trailing) | 13.6 | 20.6 |
| Dividend yield | 12.59% | 9.21% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | DSU | EFR |
|---|---|---|
| 2022 | -15.5% | -18.8% |
| 2023 | +30.4% | +29.2% |
| 2024 | +11.2% | +11.3% |
| 2025 | +6.0% | -4.9% |
| 2026 | +0.1% | -0.4% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are DSU and EFR good diversifiers for each other?
Somewhat, no more. With 0.73 correlation, most large moves hit both names, and the diversification benefit stays modest.
FAQ
What is the correlation between DSU and EFR?
The DSU/EFR correlation stands at 0.73 on a 3-year window (1 year: 0.67, 5 years: 0.68), computed from weekly returns as of 2026-08-27.
Is EFR a good diversifier for DSU?
Somewhat, no more. With 0.73 correlation, most large moves hit both names, and the diversification benefit stays modest.
What does a correlation of 0.73 mean?
Correlation ranges from −1 to +1. Values near +1 mean two assets move together, near 0 that they move independently, and negative values that they tend to move in opposite directions. It measures co-movement, not performance.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/dsu-vs-efr.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/dsu-vs-efr/)
Free with attribution; caching and terms are described in the API documentation.
Related comparisons
Hubs: DSU correlations · EFR correlations
