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BCAT vs. ICLO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BCAT vs. ICLO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Capital Allocation Trust (BCAT) and Invesco Aaa CLO Floating Rate Note ETF (ICLO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BCAT achieves a 20.75% return, which is significantly higher than ICLO's 2.11% return.


BCAT

1D
-1.38%
1M
4.40%
YTD
20.75%
6M
19.94%
1Y
29.15%
3Y*
21.04%
5Y*
7.59%
10Y*

ICLO

1D
0.04%
1M
0.49%
YTD
2.11%
6M
2.50%
1Y
5.71%
3Y*
6.75%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BCAT vs. ICLO - Yearly Performance Comparison


2026 (YTD)2025202420232022
BCAT
BlackRock Capital Allocation Trust
20.75%16.78%19.37%19.30%-2.92%
ICLO
Invesco Aaa CLO Floating Rate Note ETF
2.11%5.27%7.05%8.90%0.38%

Correlation

The correlation between BCAT and ICLO is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.16

Correlation (3Y)
Calculated over the trailing 3-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Dec 12, 2022

0.11

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Return for Risk

BCAT vs. ICLO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BCAT
BCAT Risk / Return Rank: 9191
Overall Rank
BCAT Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
BCAT Sortino Ratio Rank: 9292
Sortino Ratio Rank
BCAT Omega Ratio Rank: 9191
Omega Ratio Rank
BCAT Calmar Ratio Rank: 8686
Calmar Ratio Rank
BCAT Martin Ratio Rank: 9494
Martin Ratio Rank

ICLO
ICLO Risk / Return Rank: 9797
Overall Rank
ICLO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
ICLO Sortino Ratio Rank: 9898
Sortino Ratio Rank
ICLO Omega Ratio Rank: 9898
Omega Ratio Rank
ICLO Calmar Ratio Rank: 9898
Calmar Ratio Rank
ICLO Martin Ratio Rank: 9898
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.

BCAT vs. ICLO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Capital Allocation Trust (BCAT) and Invesco Aaa CLO Floating Rate Note ETF (ICLO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


BCATICLODifference
Sharpe ratioReturn per unit of total volatility

-1.57

Sortino ratioReturn per unit of downside risk

-3.50

Omega ratioGain probability vs. loss probability

1.46

2.02

-0.55

Calmar ratioReturn relative to maximum drawdown

3.67

16.31

-12.64

Martin ratioReturn relative to average drawdown

17.47

70.34

-52.87

BCAT vs. ICLO - Sharpe Ratio Comparison

The current BCAT Sharpe Ratio is 2.63, which is lower than the ICLO Sharpe Ratio of 4.20. The chart below compares the historical Sharpe Ratios of BCAT and ICLO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BCATICLODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.63

4.20

-1.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

2.83

-2.28

Drawdowns

BCAT vs. ICLO - Drawdown Comparison

The maximum BCAT drawdown since its inception was -36.13%, which is greater than ICLO's maximum drawdown of -3.47%. Use the drawdown chart below to compare losses from any high point for BCAT and ICLO.


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Drawdown Indicators


BCATICLODifference

Max Drawdown

Largest peak-to-trough decline

-36.13%

-3.47%

-32.66%

Max Drawdown (1Y)

Largest decline over 1 year

-7.98%

-0.35%

-7.63%

Max Drawdown (3Y)

Largest decline over 3 years

-13.69%

-3.47%

-10.22%

Max Drawdown (5Y)

Largest decline over 5 years

-35.03%

Current Drawdown

Current decline from peak

-1.63%

0.00%

-1.63%

Average Drawdown

Average peak-to-trough decline

-12.80%

-0.06%

-12.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.67%

0.08%

+1.59%

Volatility

BCAT vs. ICLO - Volatility Comparison

BlackRock Capital Allocation Trust (BCAT) has a higher volatility of 3.34% compared to Invesco Aaa CLO Floating Rate Note ETF (ICLO) at 0.31%. This indicates that BCAT's price experiences larger fluctuations and is considered to be riskier than ICLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BCATICLODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.34%

0.31%

+3.03%

Volatility (6M)

Calculated over the trailing 6-month period

8.61%

0.78%

+7.83%

Volatility (1Y)

Calculated over the trailing 1-year period

11.12%

1.37%

+9.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.22%

2.42%

+12.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.91%

2.42%

+13.49%

Dividends

BCAT vs. ICLO - Dividend Comparison

BCAT's dividend yield for the trailing twelve months is around 20.33%, more than ICLO's 5.12% yield.


PositionTTM202520242023202220212020
BCAT
BlackRock Capital Allocation Trust
20.33%23.45%17.48%10.08%9.01%6.42%0.48%
ICLO
Invesco Aaa CLO Floating Rate Note ETF
5.12%5.49%6.51%7.01%0.00%0.00%0.00%

Frequently Asked Questions


BCAT and ICLO have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BCAT has higher volatility (3.34%) compared to ICLO (0.31%). In terms of maximum drawdown, BCAT dropped -36.13% vs ICLO's -3.47%.

ICLO currently has the higher Sharpe Ratio (4.20 vs 2.63), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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