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MQT vs. ECAT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MQT vs. ECAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock MuniYield Quality Fund II (MQT) and BlackRock ESG Capital Allocation Term Trust (ECAT). The values are adjusted to include any dividend payments, if applicable.

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MQT vs. ECAT - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MQT
BlackRock MuniYield Quality Fund II
3.47%8.46%0.87%5.82%-25.72%1.32%
ECAT
BlackRock ESG Capital Allocation Term Trust
-4.58%16.64%19.96%32.36%-21.90%-6.25%

Returns By Period


MQT

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

ECAT

1D
2.28%
1M
-6.35%
YTD
-4.58%
6M
-6.60%
1Y
8.30%
3Y*
14.06%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MQT vs. ECAT - Expense Ratio Comparison

MQT has a 2.18% expense ratio, which is higher than ECAT's 1.38% expense ratio.


Return for Risk

MQT vs. ECAT — Risk / Return Rank

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

MQT

ECAT
ECAT Risk / Return Rank: 1919
Overall Rank
ECAT Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
ECAT Sortino Ratio Rank: 1616
Sortino Ratio Rank
ECAT Omega Ratio Rank: 1616
Omega Ratio Rank
ECAT Calmar Ratio Rank: 2424
Calmar Ratio Rank
ECAT Martin Ratio Rank: 2424
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.

MQT vs. ECAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock MuniYield Quality Fund II (MQT) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

MQT vs. ECAT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MQTECATDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

Correlation

The correlation between MQT and ECAT is 0.27, 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.


Dividends

MQT vs. ECAT - Dividend Comparison

MQT's dividend yield for the trailing twelve months is around 5.45%, less than ECAT's 24.82% yield.


TTM20252024202320222021202020192018201720162015
MQT
BlackRock MuniYield Quality Fund II
5.45%6.09%6.02%4.24%5.98%4.47%4.17%4.25%4.97%5.51%6.01%6.29%
ECAT
BlackRock ESG Capital Allocation Term Trust
24.82%23.00%17.44%9.14%8.94%0.54%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MQT vs. ECAT - Drawdown Comparison


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Drawdown Indicators


MQTECATDifference

Max Drawdown

Largest peak-to-trough decline

-32.23%

Max Drawdown (1Y)

Largest decline over 1 year

-12.90%

Current Drawdown

Current decline from peak

-8.44%

Average Drawdown

Average peak-to-trough decline

-9.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.53%

Volatility

MQT vs. ECAT - Volatility Comparison


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Volatility by Period


MQTECATDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.50%

Volatility (6M)

Calculated over the trailing 6-month period

10.60%

Volatility (1Y)

Calculated over the trailing 1-year period

17.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.98%