BITSX vs. ECAT
BITSX (iShares Total U.S. Stock Market Index Fund) and ECAT (BlackRock ESG Capital Allocation Term Trust) are both mutual funds - BITSX is a Large Cap Blend Equities fund managed by BlackRock, while ECAT is a Derivative Income fund managed by BlackRock. Over the past 3 years, BITSX returned 22.25%/yr vs 19.24%/yr for ECAT. A 0.73 correlation means they provide meaningful diversification when combined. BITSX charges 0.08%/yr vs 1.38%/yr for ECAT.
Performance
BITSX vs. ECAT - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with BITSX having a 11.72% return and ECAT slightly lower at 11.23%.
BITSX
- 1D
- 0.23%
- 1M
- 5.68%
- YTD
- 11.72%
- 6M
- 11.59%
- 1Y
- 28.62%
- 3Y*
- 22.25%
- 5Y*
- 13.08%
- 10Y*
- 15.08%
ECAT
- 1D
- -1.20%
- 1M
- 6.84%
- YTD
- 11.23%
- 6M
- 9.37%
- 1Y
- 20.83%
- 3Y*
- 19.24%
- 5Y*
- —
- 10Y*
- —
BITSX vs. ECAT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
BITSX iShares Total U.S. Stock Market Index Fund | 11.72% | 17.10% | 23.79% | 25.97% | -19.10% | 8.09% |
ECAT BlackRock ESG Capital Allocation Term Trust | 11.23% | 16.64% | 19.96% | 32.36% | -21.90% | -6.25% |
Correlation
The correlation between BITSX and ECAT is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Sep 29, 2021 | 0.73 |
The correlation between BITSX and ECAT has been stable across timeframes, ranging from 0.68 to 0.73 - a consistent structural relationship.
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Return for Risk
BITSX vs. ECAT — Risk / Return Rank
BITSX
ECAT
BITSX vs. ECAT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Total U.S. Stock Market Index Fund (BITSX) and BlackRock ESG Capital Allocation Term Trust (ECAT). 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.
| BITSX | ECAT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.88 | ||
| Sortino ratioReturn per unit of downside risk | +1.11 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.28 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 3.34 | 1.77 | +1.57 |
| Martin ratioReturn relative to average drawdown | 15.34 | 6.65 | +8.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BITSX | ECAT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.43 | 1.56 | +0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.55 | +0.28 |
Drawdowns
BITSX vs. ECAT - Drawdown Comparison
The maximum BITSX drawdown since its inception was -34.97%, which is greater than ECAT's maximum drawdown of -32.23%. Use the drawdown chart below to compare losses from any high point for BITSX and ECAT.
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Drawdown Indicators
| BITSX | ECAT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.97% | -32.23% | -2.74% |
Max Drawdown (1Y)Largest decline over 1 year | -8.87% | -11.80% | +2.93% |
Max Drawdown (3Y)Largest decline over 3 years | -19.29% | -15.79% | -3.50% |
Max Drawdown (5Y)Largest decline over 5 years | -25.00% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -34.97% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.20% | +1.20% |
Average DrawdownAverage peak-to-trough decline | -4.54% | -9.11% | +4.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | 3.14% | -1.21% |
Volatility
BITSX vs. ECAT - Volatility Comparison
The current volatility for iShares Total U.S. Stock Market Index Fund (BITSX) is 2.94%, while BlackRock ESG Capital Allocation Term Trust (ECAT) has a volatility of 3.31%. This indicates that BITSX experiences smaller price fluctuations and is considered to be less risky than ECAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BITSX | ECAT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.94% | 3.31% | -0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 9.14% | 10.59% | -1.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.17% | 13.44% | -1.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.39% | 16.90% | +0.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.42% | 16.90% | +1.52% |
BITSX vs. ECAT - Expense Ratio Comparison
BITSX has a 0.08% expense ratio, which is lower than ECAT's 1.38% expense ratio.
Dividends
BITSX vs. ECAT - Dividend Comparison
BITSX's dividend yield for the trailing twelve months is around 1.01%, less than ECAT's 21.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
BITSX iShares Total U.S. Stock Market Index Fund | 1.01% | 1.10% | 1.24% | 1.42% | 1.59% | 1.53% | 1.47% | 2.11% | 2.44% | 2.14% | 1.51% |
ECAT BlackRock ESG Capital Allocation Term Trust | 21.71% | 23.00% | 17.44% | 9.14% | 8.94% | 0.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BITSX and ECAT have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ECAT has higher volatility (3.31%) compared to BITSX (2.94%). In terms of maximum drawdown, BITSX dropped -34.97% vs ECAT's -32.23%.
BITSX currently has the higher Sharpe Ratio (2.43 vs 1.56), 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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