NMTRX vs. ECAT
Compare and contrast key facts about Nuveen Municipal Total Return Managed Accounts (NMTRX) and BlackRock ESG Capital Allocation Term Trust (ECAT).
NMTRX is managed by BlackRock. It was launched on May 30, 2007. ECAT is managed by BlackRock. It was launched on Sep 28, 2021.
Performance
NMTRX vs. ECAT - Performance Comparison
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NMTRX vs. ECAT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
NMTRX Nuveen Municipal Total Return Managed Accounts | -0.12% | 3.90% | 1.99% | 6.21% | -11.98% | 1.33% |
ECAT BlackRock ESG Capital Allocation Term Trust | -4.58% | 16.64% | 19.96% | 32.36% | -21.90% | -6.25% |
Returns By Period
In the year-to-date period, NMTRX achieves a -0.12% return, which is significantly higher than ECAT's -4.58% return.
NMTRX
- 1D
- 0.20%
- 1M
- -1.97%
- YTD
- -0.12%
- 6M
- 1.65%
- 1Y
- 3.78%
- 3Y*
- 3.22%
- 5Y*
- 0.38%
- 10Y*
- 2.27%
ECAT
- 1D
- 2.28%
- 1M
- -6.35%
- YTD
- -4.58%
- 6M
- -6.60%
- 1Y
- 8.30%
- 3Y*
- 14.06%
- 5Y*
- —
- 10Y*
- —
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NMTRX vs. ECAT - Expense Ratio Comparison
NMTRX has a 0.05% expense ratio, which is lower than ECAT's 1.38% expense ratio.
Return for Risk
NMTRX vs. ECAT — Risk / Return Rank
NMTRX
ECAT
NMTRX vs. ECAT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen Municipal Total Return Managed Accounts (NMTRX) 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.
| NMTRX | ECAT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 0.49 | +0.35 |
Sortino ratioReturn per unit of downside risk | 1.16 | 0.78 | +0.38 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.11 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.99 | 0.73 | +0.25 |
Martin ratioReturn relative to average drawdown | 2.89 | 2.69 | +0.20 |
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
| NMTRX | ECAT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 0.49 | +0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.97 | 0.35 | +0.62 |
Correlation
The correlation between NMTRX and ECAT is 0.15, 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
NMTRX vs. ECAT - Dividend Comparison
NMTRX's dividend yield for the trailing twelve months is around 4.19%, less than ECAT's 24.82% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NMTRX Nuveen Municipal Total Return Managed Accounts | 4.19% | 4.46% | 3.55% | 3.67% | 3.28% | 2.73% | 2.92% | 3.20% | 3.47% | 3.28% | 3.71% | 3.91% |
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
NMTRX vs. ECAT - Drawdown Comparison
The maximum NMTRX drawdown since its inception was -16.36%, smaller than the maximum ECAT drawdown of -32.23%. Use the drawdown chart below to compare losses from any high point for NMTRX and ECAT.
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Drawdown Indicators
| NMTRX | ECAT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.36% | -32.23% | +15.87% |
Max Drawdown (1Y)Largest decline over 1 year | -4.75% | -12.90% | +8.15% |
Max Drawdown (5Y)Largest decline over 5 years | -16.36% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -16.36% | — | — |
Current DrawdownCurrent decline from peak | -2.25% | -8.44% | +6.19% |
Average DrawdownAverage peak-to-trough decline | -2.93% | -9.40% | +6.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.62% | 3.53% | -1.91% |
Volatility
NMTRX vs. ECAT - Volatility Comparison
The current volatility for Nuveen Municipal Total Return Managed Accounts (NMTRX) is 1.07%, while BlackRock ESG Capital Allocation Term Trust (ECAT) has a volatility of 6.50%. This indicates that NMTRX 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
| NMTRX | ECAT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.07% | 6.50% | -5.43% |
Volatility (6M)Calculated over the trailing 6-month period | 1.82% | 10.60% | -8.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.93% | 17.10% | -12.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.97% | 16.98% | -13.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.38% | 16.98% | -12.60% |