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BlackRock ESG Capital Allocation Term Trust (ECAT)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

CUSIP
09262F100
Issuer
BlackRock
Inception Date
Sep 28, 2021
Leveraged
1x (No leverage)
Distribution Policy
Distributing
Asset Class
Multi-Asset

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in BlackRock ESG Capital Allocation Term Trust, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

BlackRock ESG Capital Allocation Term Trust (ECAT) has returned -6.71% so far this year and 7.03% over the past 12 months.


BlackRock ESG Capital Allocation Term Trust

1D
1.49%
1M
-8.56%
YTD
-6.71%
6M
-7.80%
1Y
7.03%
3Y*
13.21%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Sep 28, 2021, ECAT's average daily return is +0.03%, while the average monthly return is +0.55%. At this rate, your investment would double in approximately 10.5 years.

Historically, 58% of months were positive and 42% were negative. The best month was Jan 2023 with a return of +10.9%, while the worst month was Apr 2022 at -10.9%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, ECAT closed higher 51% of trading days. The best single day was Apr 9, 2025 with a return of +6.3%, while the worst single day was Apr 4, 2025 at -5.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.17%-0.15%-8.56%-6.71%
20253.25%1.95%-3.42%-0.61%5.01%3.34%3.41%2.86%1.19%1.20%-0.29%-2.04%16.64%
20242.61%5.34%2.30%-6.42%10.87%0.84%1.17%2.10%3.12%-1.63%3.53%-4.40%19.96%
202310.90%-1.13%8.61%0.24%-0.55%3.10%3.05%-2.46%-3.72%-2.49%10.07%4.14%32.36%
2022-5.82%-6.49%3.25%-10.90%3.05%-4.48%6.28%-3.55%-10.85%7.46%5.73%-5.68%-21.90%
20210.50%-0.45%-6.90%0.65%-6.25%

Benchmark Metrics

BlackRock ESG Capital Allocation Term Trust has an annualized alpha of -1.34%, beta of 0.76, and R² of 0.61 versus S&P 500 Index. Calculated based on daily prices since September 29, 2021.

  • This fund participated in 109.46% of S&P 500 Index downside but only 93.10% of its upside — more exposed to losses than it benefited from rallies.

Alpha
-1.34%
Beta
0.76
0.61
Upside Capture
93.10%
Downside Capture
109.46%

Expense Ratio

ECAT has a high expense ratio of 1.38%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

ECAT ranks 15 for risk / return — in the bottom 15% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


ECAT Risk / Return Rank: 1515
Overall Rank
ECAT Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
ECAT Sortino Ratio Rank: 1414
Sortino Ratio Rank
ECAT Omega Ratio Rank: 1414
Omega Ratio Rank
ECAT Calmar Ratio Rank: 1616
Calmar Ratio Rank
ECAT Martin Ratio Rank: 1616
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for BlackRock ESG Capital Allocation Term Trust (ECAT) and compare them to a chosen benchmark (S&P 500 Index).


ECATBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.42

0.90

-0.48

Sortino ratio

Return per unit of downside risk

0.68

1.39

-0.71

Omega ratio

Gain probability vs. loss probability

1.09

1.21

-0.12

Calmar ratio

Return relative to maximum drawdown

0.47

1.40

-0.93

Martin ratio

Return relative to average drawdown

1.75

6.61

-4.86

Explore ECAT risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

BlackRock ESG Capital Allocation Term Trust provided a 25.39% dividend yield over the last twelve months, with an annual payout of $3.45 per share. The fund has been increasing its distributions for 4 consecutive years.


0.00%5.00%10.00%15.00%20.00%$0.00$1.00$2.00$3.00$4.0020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend$3.45$3.54$2.86$1.48$1.20$0.10

Dividend yield

25.39%23.00%17.44%9.14%8.94%0.54%

Monthly Dividends

The table displays the monthly dividend distributions for BlackRock ESG Capital Allocation Term Trust. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.28$0.28$0.28$0.83
2025$0.31$0.31$0.31$0.30$0.30$0.30$0.29$0.29$0.29$0.28$0.28$0.28$3.54
2024$0.15$0.15$0.15$0.15$0.15$0.30$0.30$0.30$0.30$0.30$0.31$0.31$2.86
2023$0.10$0.13$0.13$0.13$0.13$0.13$0.13$0.13$0.13$0.13$0.13$0.13$1.48
2022$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$1.20
2021$0.10$0.10

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the BlackRock ESG Capital Allocation Term Trust. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the BlackRock ESG Capital Allocation Term Trust was 32.23%, occurring on Sep 29, 2022. Recovery took 331 trading sessions.

The current BlackRock ESG Capital Allocation Term Trust drawdown is 10.48%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.23%Oct 4, 2021250Sep 29, 2022331Jan 25, 2024581
-15.79%Feb 14, 202536Apr 7, 202525May 13, 202561
-11.8%Oct 29, 2025104Mar 30, 2026
-9.07%Jul 16, 202415Aug 5, 202414Aug 23, 202429
-6.88%Apr 2, 202418Apr 25, 202417May 20, 202435

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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