WFBIX vs. ECAT
Compare and contrast key facts about iShares U.S. Aggregate Bond Index Fund (WFBIX) and BlackRock ESG Capital Allocation Term Trust (ECAT).
WFBIX is managed by BlackRock. It was launched on Jul 2, 1993. ECAT is managed by BlackRock. It was launched on Sep 28, 2021.
Performance
WFBIX vs. ECAT - Performance Comparison
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WFBIX vs. ECAT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
WFBIX iShares U.S. Aggregate Bond Index Fund | -0.46% | 7.16% | 1.43% | 9.65% | -13.03% | -0.07% |
ECAT BlackRock ESG Capital Allocation Term Trust | -6.71% | 16.64% | 19.96% | 32.36% | -21.90% | -6.25% |
Returns By Period
In the year-to-date period, WFBIX achieves a -0.46% return, which is significantly higher than ECAT's -6.71% return.
WFBIX
- 1D
- 0.44%
- 1M
- -2.37%
- YTD
- -0.46%
- 6M
- 0.51%
- 1Y
- 3.81%
- 3Y*
- 4.74%
- 5Y*
- 0.97%
- 10Y*
- 1.98%
ECAT
- 1D
- 1.49%
- 1M
- -8.56%
- YTD
- -6.71%
- 6M
- -7.80%
- 1Y
- 7.03%
- 3Y*
- 13.21%
- 5Y*
- —
- 10Y*
- —
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WFBIX vs. ECAT - Expense Ratio Comparison
WFBIX has a 0.05% expense ratio, which is lower than ECAT's 1.38% expense ratio.
Return for Risk
WFBIX vs. ECAT — Risk / Return Rank
WFBIX
ECAT
WFBIX vs. ECAT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Aggregate Bond Index Fund (WFBIX) 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.
| WFBIX | ECAT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 0.42 | +0.55 |
Sortino ratioReturn per unit of downside risk | 1.38 | 0.68 | +0.71 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.09 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.73 | 0.47 | +1.26 |
Martin ratioReturn relative to average drawdown | 4.89 | 1.75 | +3.14 |
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
| WFBIX | ECAT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 0.42 | +0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.94 | 0.32 | +0.63 |
Correlation
The correlation between WFBIX and ECAT is 0.17, 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
WFBIX vs. ECAT - Dividend Comparison
WFBIX's dividend yield for the trailing twelve months is around 3.54%, less than ECAT's 25.39% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WFBIX iShares U.S. Aggregate Bond Index Fund | 3.54% | 3.78% | 3.68% | 6.82% | 2.60% | 2.04% | 2.43% | 2.88% | 2.71% | 2.24% | 2.25% | 2.20% |
ECAT BlackRock ESG Capital Allocation Term Trust | 25.39% | 23.00% | 17.44% | 9.14% | 8.94% | 0.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
WFBIX vs. ECAT - Drawdown Comparison
The maximum WFBIX drawdown since its inception was -18.68%, smaller than the maximum ECAT drawdown of -32.23%. Use the drawdown chart below to compare losses from any high point for WFBIX and ECAT.
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Drawdown Indicators
| WFBIX | ECAT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.68% | -32.23% | +13.55% |
Max Drawdown (1Y)Largest decline over 1 year | -2.80% | -12.90% | +10.10% |
Max Drawdown (5Y)Largest decline over 5 years | -17.84% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -18.68% | — | — |
Current DrawdownCurrent decline from peak | -2.37% | -10.48% | +8.11% |
Average DrawdownAverage peak-to-trough decline | -2.27% | -9.41% | +7.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.99% | 3.49% | -2.50% |
Volatility
WFBIX vs. ECAT - Volatility Comparison
The current volatility for iShares U.S. Aggregate Bond Index Fund (WFBIX) is 1.58%, while BlackRock ESG Capital Allocation Term Trust (ECAT) has a volatility of 5.97%. This indicates that WFBIX 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
| WFBIX | ECAT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.58% | 5.97% | -4.39% |
Volatility (6M)Calculated over the trailing 6-month period | 2.59% | 10.34% | -7.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.42% | 16.97% | -12.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.37% | 16.95% | -10.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.15% | 16.95% | -11.80% |