BlackRock Science and Technology Trust II

10-Year Study

BSTZ.US · Financial Services · US · Common Stock

Executive Summary: BlackRock Science and Technology Trust II has compounded at 12.3% annually over the last 10 years, with a maximum drawdown of 55.9% and an annualized volatility of 28.0%.

1Y CAGR
+43.7%
3Y CAGR
+25.2%
5Y CAGR
+2.0%
10Y CAGR
+12.3%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
55.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.43
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.74
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
28.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +87.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -55.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
86%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.32.4-2.711.2————————10.5%
20253.3-4.6-10.21.310.58.33.64.71.54.2-2.94.625.1%
20242.310.44.5-10.214.42.1-4.44.00.35.27.8-1.837.5%
202317.4-1.97.0-10.66.15.14.0-4.3-5.9-11.918.2-0.918.7%
2022-17.2-10.33.6-17.6-4.8-12.710.3-3.8-12.8-1.00.8-8.2-55.3%
2021-2.43.1-1.58.5-1.611.0-3.32.7-5.76.8-1.90.816.1%
20202.5-7.4-12.919.27.57.611.66.8-3.92.525.911.287.5%
2019——————4.5-4.10.2-3.40.53.51.0%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 28.0%. The dominant macroeconomic risk driver is VTI.US, accounting for 98.9% of variance. Idiosyncratic stock-specific factors contribute 11.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-06-0110000
2019-07-0110452.439847087924
2019-08-0110028.423656397572
2019-09-0110051.720260850012
2019-10-019707.128401169328
2019-11-019755.70047222847
2019-12-0110100.292331909151
2020-01-0110351.5178772206
2020-02-019588.216775354173
2020-03-018353.946480773555
2020-04-019960.602653474252
2020-05-0110704.564875196762
2020-06-0111522.284686305375
2020-07-0112862.244209579492
2020-08-0113733.21340229368
2020-09-0113197.931189566001
2020-10-0113524.98313469755
2020-11-0117023.611423431525
2020-12-0118933.843040251857
2021-01-0118487.69957274567
2021-02-0119069.84483921745
2021-03-0118776.613447267824
2021-04-0120371.39644704295
2021-05-0120043.984708792446
2021-06-0122249.516527996406
2021-07-0121506.363840791546
2021-08-0122096.964245558804
2021-09-0120838.31796716888
2021-10-0122247.357769282662
2021-11-0121818.844164605354
2021-12-0121988.486620193387
2022-01-0118197.436474027436
2022-02-0116326.152462334157
2022-03-0116908.837418484374
2022-04-0113925.612772655722
2022-05-0113257.027209354621
2022-06-0111577.422981785474
2022-07-0112768.697998650778
2022-08-0112283.067236339104
2022-09-0110716.34809984259
2022-10-0110607.870474477177
2022-11-0110693.681133348326
2022-12-019820.013492241962
2023-01-0111524.80323813807
2023-02-0111310.276590960199
2023-03-0112107.038452889588
2023-04-0110820.23836294131
2023-05-0111482.977288059366
2023-06-0112064.942657971667
2023-07-0112546.97548909377
2023-08-0112002.338655273219
2023-09-0111295.884866201934
2023-10-019949.179221947381
2023-11-0111760.827524173601
2023-12-0111657.566899033056
2024-01-0111925.252979536766
2024-02-0113171.036653923993
2024-03-0113769.102765909602
2024-04-0112368.248257252082
2024-05-0114148.32471328986
2024-06-0114445.60377782775
2024-07-0113813.087474702046
2024-08-0114364.020688104341
2024-09-0114400.899482797393
2024-10-0115153.496739374861
2024-11-0116327.951427928941
2024-12-0116029.8628288734
2025-01-0116556.959748144818
2025-02-0115794.468180796042
2025-03-0114187.542163256128
2025-04-0114371.48639532269
2025-05-0115879.919046548233
2025-06-0117192.26444794243
2025-07-0117810.568922869348
2025-08-0118649.87632111536
2025-09-0118928.356195187767
2025-10-0119722.509557004723
2025-11-0119159.70317067686
2025-12-0120047.85248482123
2026-01-0119986.687654598605
2026-02-0120472.22846863054
2026-03-0119923.54396222172
2026-04-0122145.26647177873
Annual Return Matrix
YearAnnual Return
20200.8745836672900529
20210.16133246554582703
2022-0.5534020298048328
20230.18712330774726582
20240.3750607624823501
20250.2506565214463672
20260.10462038208558799
Total Factor Risk
0.2795758469624698
VTI.US Exposure
0.9892913625338914
VEA.US Exposure
0.0676765399501213
VWO.US Exposure
-0.0018542741730796389
QQQ.US Exposure
-0.16171031963539095
VTV.US Exposure
-0.16084614211923842
IJR.US Exposure
-0.04676431146260859
QUAL.US Exposure
0.08034423920530313
SHV.US Exposure
0.007313789694776943
TLT.US Exposure
0.027425006907333852
LQD.US Exposure
-0.005397404374809624
HYG.US Exposure
0.039613074533819514
GLD.US Exposure
0.00527329794306327
USO.US Exposure
-0.00475349926654734
VNQ.US Exposure
0.04877463855923363
BTC-USD.CC Exposure
0.020217535647817697
CPER.US Exposure
-0.0014303797126437997
VIX.INDX Exposure
-0.014446837418926562
UUP.US Exposure
-0.006412173598245127
TIP.US Exposure
0.00419614025067145
Idiosyncratic Exposure
0.11348971653545775
Value Score
48.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
28.0%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →4.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$1.5B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$440
Avg Yield on Cost
4.40%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$439.854.40%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+9.6%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+15.1%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BlackRock Science and Technology Trust II a high-risk investment?

BlackRock Science and Technology Trust II (BSTZ.US) has an annualized volatility of 28.0% and experienced a maximum drawdown of 55.9% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of BSTZ.US?

Over the past 10 years, BSTZ.US has generated a Compound Annual Growth Rate (CAGR) of 12.3%. It has had a positive return in 86% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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