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ISIN
US09262F1003
CUSIP
09262F100
Issuer
BlackRock
Inception Date
Sep 28, 2021
Region
Global (Global)
Leveraged
1x (No leverage)
Domicile
United States
Distribution Policy
Distributing
Asset Class
Multi-Asset

Share Price Chart


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Performance

ECAT Performance Chart

BlackRock ESG Capital Allocation Term Trust (ECAT) is up 12.1% since the beginning of the year. ECAT is currently trading at $15 per share.


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S&P 500 Index

Returns By Period

BlackRock ESG Capital Allocation Term Trust (ECAT) has returned 12.06% so far this year and 22.26% over the past 12 months.


BlackRock ESG Capital Allocation Term Trust

1D
0.00%
1M
2.19%
YTD
12.06%
6M
10.41%
1Y
22.26%
3Y*
19.58%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ECAT Monthly Returns History

Based on dividend-adjusted daily data since Sep 28, 2021, ECAT's average daily return is +0.04%, while the average monthly return is +0.85%. At this rate, an investment would double in approximately 6.8 years.

Historically, 60% of months were positive and 40% were negative. The best month was Apr 2026 with a return of +11.2%, 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 52% 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%11.22%7.27%0.68%12.06%
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 0.80%, beta of 0.76, and R2 of 0.60 versus S&P 500 Index. Calculated based on daily prices since September 28, 2021.

  • This fund participated in 105.41% of S&P 500 Index downside but only 96.20% of its upside - more exposed to losses than it benefited from rallies.

Alpha
0.80%
Beta
0.76
0.60
Upside Capture
96.20%
Downside Capture
105.41%

Expense Ratio

ECAT has a high expense ratio of 1.43%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

ECAT ranks 34 for risk / return — below 34% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


ECAT Risk / Return Rank: 3434
Overall Rank
ECAT Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
ECAT Sortino Ratio Rank: 3636
Sortino Ratio Rank
ECAT Omega Ratio Rank: 3535
Omega Ratio Rank
ECAT Calmar Ratio Rank: 2929
Calmar Ratio Rank
ECAT Martin Ratio Rank: 3333
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 S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ECATBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.41

Sortino ratioReturn per unit of downside risk

-0.45

Omega ratioGain probability vs. loss probability

1.29

1.37

-0.08

Calmar ratioReturn relative to maximum drawdown

1.90

2.78

-0.89

Martin ratioReturn relative to average drawdown

7.04

12.44

-5.39

Dividends

Dividend History

BlackRock ESG Capital Allocation Term Trust provided a 21.78% dividend yield over the last twelve months, with an annual payout of $3.37 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$3.37$3.54$2.86$1.48$1.20$0.10

Dividend yield

21.78%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$0.27$0.27$0.27$1.65
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 0.46%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-32.23%Sep 2022
12mo1y 3mo
2y 3moOct 2021 - Jan 2024
2025 selloff2025
-15.79%Apr 2025
1mo 22d1mo 6d
2mo 28dFeb 2025 - May 2025
2026 correction2026
-11.80%Mar 2026
5mo 2d1mo 6d
6mo 8dOct 2025 - May 2026
2024 pullback2024
-9.07%Aug 2024
20d18d
1mo 8dJul 2024 - Aug 2024
2024 pullback2024
-6.88%Apr 2024
23d25d
1mo 18dApr 2024 - May 2024

Drawdown Indicators


ECATBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-32.23%

-56.78%

+24.55%

Max Drawdown (1Y)

Largest decline over 1 year

-11.80%

-9.10%

-2.70%

Max Drawdown (3Y)

Largest decline over 3 years

-15.79%

-18.90%

+3.11%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.46%

-1.80%

+1.34%

Average Drawdown

Average peak-to-trough decline

-9.04%

-10.71%

+1.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

2.03%

+1.14%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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