DSU vs EFT: Correlation
Blackrock Debt Strategies Fund, Inc. (DSU) and Eaton Vance Floating Rate Income Trust (EFT) show a strong relationship: their 3-year correlation of weekly returns is 0.71.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are DSU and EFT?
Over the past 3 years, DSU and EFT moved with a correlation of 0.71, which is strong. The relationship has been stable: the 1-year correlation (0.64) sits close to the 3-year figure. Over 5 years the correlation is 0.68, and the annualized covariance of weekly returns is 72.9 %².
Among the 12 assets we track against DSU, EFT ranks #4 by 3-year correlation. Twelve-month performance is nearly a tie, at -0.2% for DSU and -4.8% for EFT.
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 EFT: side by side
| DSU (Blackrock Debt Strategies Fund, Inc.) | EFT (Eaton Vance Floating Rate Income Trust) | |
|---|---|---|
| 1-year return | -0.2% | -4.8% |
| 5-year return | +35.2% | +13.9% |
| Volatility (ann.) | 9.3% | 10.9% |
| Beta vs S&P 500 | 0.41 | 0.49 |
| Max drawdown (3Y) | -14.6% | -17.5% |
| Market cap | $0.6B | – |
| P/E (trailing) | 13.6 | 42.4 |
| Dividend yield | 12.59% | 9.41% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | DSU | EFT |
|---|---|---|
| 2022 | -15.5% | -19.7% |
| 2023 | +30.4% | +27.1% |
| 2024 | +11.2% | +13.2% |
| 2025 | +6.0% | -3.8% |
| 2026 | +0.1% | -1.6% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are DSU and EFT good diversifiers for each other?
Only partially. A correlation of 0.71 means DSU and EFT share most of their swings. Pairing them dampens volatility somewhat, but it will not protect against a common drawdown.
FAQ
What is the correlation between DSU and EFT?
The DSU/EFT correlation stands at 0.71 on a 3-year window (1 year: 0.64, 5 years: 0.68), computed from weekly returns as of 2026-08-27.
Is EFT a good diversifier for DSU?
Only partially. A correlation of 0.71 means DSU and EFT share most of their swings. Pairing them dampens volatility somewhat, but it will not protect against a common drawdown.
What does a correlation of 0.71 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-eft.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/dsu-vs-eft/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: DSU correlations · EFT correlations
