WFSPX vs. ECAT
Compare and contrast key facts about iShares S&P 500 Index Fund (WFSPX) and BlackRock ESG Capital Allocation Term Trust (ECAT).
WFSPX is a passively managed fund by BlackRock that tracks the performance of the S&P 500 Index. It was launched on Jul 30, 1993. ECAT is managed by BlackRock. It was launched on Sep 28, 2021.
Performance
WFSPX vs. ECAT - Performance Comparison
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WFSPX vs. ECAT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
WFSPX iShares S&P 500 Index Fund | -7.06% | 17.83% | 24.94% | 26.25% | -18.14% | 9.88% |
ECAT BlackRock ESG Capital Allocation Term Trust | -6.71% | 16.64% | 19.96% | 32.36% | -21.90% | -6.25% |
Returns By Period
The year-to-date returns for both investments are quite close, with WFSPX having a -7.06% return and ECAT slightly higher at -6.71%.
WFSPX
- 1D
- -0.39%
- 1M
- -7.68%
- YTD
- -7.06%
- 6M
- -4.63%
- 1Y
- 14.40%
- 3Y*
- 17.13%
- 5Y*
- 11.37%
- 10Y*
- 13.63%
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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WFSPX vs. ECAT - Expense Ratio Comparison
WFSPX has a 0.03% expense ratio, which is lower than ECAT's 1.38% expense ratio.
Return for Risk
WFSPX vs. ECAT — Risk / Return Rank
WFSPX
ECAT
WFSPX vs. ECAT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Index Fund (WFSPX) 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.
| WFSPX | ECAT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 0.42 | +0.42 |
Sortino ratioReturn per unit of downside risk | 1.30 | 0.68 | +0.62 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.09 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 0.47 | +0.58 |
Martin ratioReturn relative to average drawdown | 5.13 | 1.75 | +3.38 |
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
| WFSPX | ECAT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 0.42 | +0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.32 | -0.19 |
Correlation
The correlation between WFSPX and ECAT is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
WFSPX vs. ECAT - Dividend Comparison
WFSPX's dividend yield for the trailing twelve months is around 1.58%, less than ECAT's 25.39% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WFSPX iShares S&P 500 Index Fund | 1.58% | 1.72% | 1.41% | 1.50% | 2.02% | 1.82% | 1.66% | 1.99% | 2.00% | 1.62% | 2.37% | 2.49% |
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
WFSPX vs. ECAT - Drawdown Comparison
The maximum WFSPX drawdown since its inception was -58.21%, which is greater than ECAT's maximum drawdown of -32.23%. Use the drawdown chart below to compare losses from any high point for WFSPX and ECAT.
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Drawdown Indicators
| WFSPX | ECAT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.21% | -32.23% | -25.98% |
Max Drawdown (1Y)Largest decline over 1 year | -12.11% | -12.90% | +0.79% |
Max Drawdown (5Y)Largest decline over 5 years | -24.51% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.74% | — | — |
Current DrawdownCurrent decline from peak | -8.90% | -10.48% | +1.58% |
Average DrawdownAverage peak-to-trough decline | -12.84% | -9.41% | -3.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 3.49% | -1.00% |
Volatility
WFSPX vs. ECAT - Volatility Comparison
The current volatility for iShares S&P 500 Index Fund (WFSPX) is 4.24%, while BlackRock ESG Capital Allocation Term Trust (ECAT) has a volatility of 5.97%. This indicates that WFSPX 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
| WFSPX | ECAT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 5.97% | -1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 9.08% | 10.34% | -1.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.06% | 16.97% | +1.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.84% | 16.95% | -0.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.98% | 16.95% | +1.03% |