CII vs. ECMPA.AS

Last updated Jun 30, 2026

CII (BlackRock Enhanced Large Cap Core Fund) is Derivative Income fund actively managed by BlackRock, while ECMPA.AS (Eurocommercial Properties N.V.) is a stock. Over the past 10 years, CII returned 15.39%/yr vs 12.53%/yr for ECMPA.AS. At a 0.30 correlation, their price movements are largely independent.

Performance

CII vs. ECMPA.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Enhanced Large Cap Core Fund (CII) and Eurocommercial Properties N.V. (ECMPA.AS). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

CII is traded in USD, while ECMPA.AS is traded in EUR. To make them comparable, the ECMPA.AS values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CII achieves a 12.96% return, which is significantly higher than ECMPA.AS's 10.43% return. Over the past 10 years, CII has outperformed ECMPA.AS with an annualized return of 15.39%, while ECMPA.AS has yielded a comparatively lower 12.53% annualized return.

CII

• 1D: 2.00%
• 1M: -1.77%
• YTD: 12.96%
• 6M: 14.33%
• 1Y: 41.39%
• 3Y*: 22.96%
• 5Y*: 14.77%
• 10Y*: 15.39%

ECMPA.AS

• 1D: -0.09%
• 1M: -3.29%
• YTD: 10.43%
• 6M: 10.18%
• 1Y: 8.83%
• 3Y*: 19.10%
• 5Y*: 13.25%
• 10Y*: 12.53%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CII vs. ECMPA.AS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CII BlackRock Enhanced Large Cap Core Fund	12.96%	37.78%	12.70%	18.47%	-13.21%	34.26%	8.11%	30.46%	-8.60%	27.73%
ECMPA.AS Eurocommercial Properties N.V.	10.43%	43.18%	1.05%	8.93%	22.54%	39.18%	-33.04%	-0.93%	-23.62%	142.16%

Correlation

The correlation between CII and ECMPA.AS is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.26
Correlation (3Y) Calculated over the trailing 3-year period	0.24
Correlation (5Y) Calculated over the trailing 5-year period	0.29
Correlation (10Y) Calculated over the trailing 10-year period	0.27
Correlation (All Time) Calculated using the full available price history since Jun 21, 2007	0.30

Return for Risk

CII vs. ECMPA.AS — Risk / Return Rank

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

CII

CII Risk / Return Rank: 85
CII Sharpe Ratio Rank: 90
CII Sortino Ratio Rank: 83
CII Omega Ratio Rank: 81
CII Calmar Ratio Rank: 85
CII Martin Ratio Rank: 83

ECMPA.AS

ECMPA.AS Risk / Return Rank: 61
ECMPA.AS Sharpe Ratio Rank: 65
ECMPA.AS Sortino Ratio Rank: 58
ECMPA.AS Omega Ratio Rank: 57
ECMPA.AS Calmar Ratio Rank: 65
ECMPA.AS Martin Ratio Rank: 62

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.

CII vs. ECMPA.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Enhanced Large Cap Core Fund (CII) and Eurocommercial Properties N.V. (ECMPA.AS). 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.

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.

	CII	ECMPA.AS	Difference
Sharpe ratio: Return per unit of total volatility	2.63	0.45	+2.17
Sortino ratio: Return per unit of downside risk	3.44	0.78	+2.65
Omega ratio: Gain probability vs. loss probability	1.45	1.09	+0.35
Calmar ratio: Return relative to maximum drawdown	3.56	0.64	+2.92
Martin ratio: Return relative to average drawdown	13.03	1.34	+11.68

CII vs. ECMPA.AS - Sharpe Ratio Comparison

The current CII Sharpe Ratio is 2.63, which is higher than the ECMPA.AS Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of CII and ECMPA.AS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CII vs. ECMPA.AS - Drawdown Comparison

The maximum CII drawdown since its inception was -56.43%, smaller than the maximum ECMPA.AS drawdown of -79.14%. Use the drawdown chart below to compare losses from any high point for CII and ECMPA.AS.

Drawdown Indicators

	CII	ECMPA.AS	Difference
Max Drawdown Largest peak-to-trough decline	-56.43%	-79.14%	+22.71%
Max Drawdown (1Y) Largest decline over 1 year	-11.67%	-13.54%	+1.87%
Max Drawdown (3Y) Largest decline over 3 years	-21.05%	-21.31%	+0.26%
Max Drawdown (5Y) Largest decline over 5 years	-22.32%	-30.31%	+7.99%
Max Drawdown (10Y) Largest decline over 10 years	-40.56%	-79.14%	+38.58%
Current Drawdown Current decline from peak	-1.77%	-3.29%	+1.52%
Average Drawdown Average peak-to-trough decline	-6.17%	-27.41%	+21.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.19%	6.50%	-3.31%

Volatility

CII vs. ECMPA.AS - Volatility Comparison

BlackRock Enhanced Large Cap Core Fund (CII) has a higher volatility of 6.11% compared to Eurocommercial Properties N.V. (ECMPA.AS) at 5.24%. This indicates that CII's price experiences larger fluctuations and is considered to be riskier than ECMPA.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CII	ECMPA.AS	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.11%	5.24%	+0.87%
Volatility (6M) Calculated over the trailing 6-month period	12.49%	15.09%	-2.60%
Volatility (1Y) Calculated over the trailing 1-year period	15.87%	19.22%	-3.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.23%	27.31%	-10.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.58%	46.58%	-28.00%

Dividends

CII vs. ECMPA.AS - Dividend Comparison

CII's dividend yield for the trailing twelve months is around 15.28%, more than ECMPA.AS's 6.62% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CII BlackRock Enhanced Large Cap Core Fund	15.28%	16.65%	6.15%	6.28%	12.27%	4.98%	6.03%	5.79%	7.06%	6.07%	8.38%	8.49%
ECMPA.AS Eurocommercial Properties N.V.	6.62%	6.91%	7.66%	7.21%	6.64%	2.66%	0.00%	9.85%	9.00%	6.53%	0.00%	0.00%

Frequently Asked Questions

Can I hold both CII and ECMPA.AS in my portfolio?

CII and ECMPA.AS have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.