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ECAT vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ECAT vs. SCHD

Last updated May 12, 2025

Compare and contrast key facts about BlackRock ESG Capital Allocation Term Trust (ECAT) and Schwab US Dividend Equity ETF (SCHD).

ECAT is managed by Blackrock. It was launched on Sep 28, 2021. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ECAT or SCHD.

Correlation

The correlation between ECAT and SCHD is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

ECAT vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock ESG Capital Allocation Term Trust (ECAT) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

ECAT:

13.97%

SCHD:

10.77%

Max Drawdown

ECAT:

-1.34%

SCHD:

-0.97%

Current Drawdown

ECAT:

0.00%

SCHD:

-0.27%

Returns By Period

ECAT

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

SCHD

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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ECAT vs. SCHD - Expense Ratio Comparison

ECAT has a 1.38% expense ratio, which is higher than SCHD's 0.06% expense ratio.

ECAT
BlackRock ESG Capital Allocation Term Trust
SCHD
Schwab US Dividend Equity ETF

Risk-Adjusted Performance

ECAT vs. SCHD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ECAT
The Risk-Adjusted Performance Rank of ECAT is 7979
Overall Rank
The Sharpe Ratio Rank of ECAT is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of ECAT is 7575
Sortino Ratio Rank
The Omega Ratio Rank of ECAT is 7777
Omega Ratio Rank
The Calmar Ratio Rank of ECAT is 8484
Calmar Ratio Rank
The Martin Ratio Rank of ECAT is 8383
Martin Ratio Rank
SCHD
The Risk-Adjusted Performance Rank of SCHD is 2828
Overall Rank
The Sharpe Ratio Rank of SCHD is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 2727
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 2727
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3131
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 2929
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ECAT vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock ESG Capital Allocation Term Trust (ECAT) and Schwab US Dividend Equity ETF (SCHD). 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.

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Dividends

ECAT vs. SCHD - Dividend Comparison

ECAT's dividend yield for the trailing twelve months is around 22.14%, more than SCHD's 4.04% yield.

TTM20242023202220212020201920182017201620152014
ECAT
BlackRock ESG Capital Allocation Term Trust		22.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF		4.04%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ECAT vs. SCHD - Drawdown Comparison

The maximum ECAT drawdown since its inception was -1.34%, which is greater than SCHD's maximum drawdown of -0.97%. Use the drawdown chart below to compare losses from any high point for ECAT and SCHD. For additional features, visit the drawdowns tool.

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Volatility

ECAT vs. SCHD - Volatility Comparison

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