ECAT vs VT: Correlation
BlackRock ESG Capital Allocation Term Trust (ECAT) and Vanguard Total World Stock ETF (VT) show a strong relationship: their 3-year correlation of weekly returns is 0.77.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are ECAT and VT?
On 3 years of weekly data the ECAT/VT correlation comes out at 0.77, strong. Little has changed lately, as the 1-year reading of 0.79 lands near the 3-year figure. The 5-year figure is 0.82, and annualized covariance runs at 162.3 %².
VT is one of the assets that tracks ECAT most closely: it ranks #3 out of the 12 assets we track against ECAT. The trailing year gives VT the advantage: +14.7% versus +22.7%, a 8.0-point spread.
How is this computed?
Pearson correlation on weekly returns: ρ(A,B) = cov(rA, rB) / (σA · σB), over windows of 52, 156 and 260 weeks. Covariance is annualized (×52) and expressed in %². Full definitions on the methodology page.
ECAT vs VT: side by side
| ECAT (BlackRock ESG Capital Allocation Term Trust) | VT (Vanguard Total World Stock ETF) | |
|---|---|---|
| 1-year return | +14.7% | +22.7% |
| 5-year return | +56.8% | +67.7% |
| Volatility (ann.) | 15.2% | 13.9% |
| Beta vs S&P 500 | 0.79 | 0.92 |
| Max drawdown (3Y) | -15.8% | -16.5% |
| Market cap | $1.5B | – |
| P/E (trailing) | 7.2 | – |
| Dividend yield | 0.00% | 1.59% |
| Expense ratio | – | 0.06% |
| Assets under management | – | $97.9B |
| Sector / category | US Listed | ETF · Global |
VT is a Global Large-Stock Blend fund from Vanguard: $97.9B under management, 5308 holdings, a 0.06% expense ratio, a 1.59% trailing dividend yield.
Year-by-year returns
| Year | ECAT | VT |
|---|---|---|
| 2022 | -21.9% | -18.0% |
| 2023 | +32.4% | +22.0% |
| 2024 | +20.0% | +16.5% |
| 2025 | +16.6% | +22.4% |
| 2026 | +15.6% | +15.2% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are ECAT and VT good diversifiers for each other?
Somewhat, no more. With 0.77 correlation, most large moves hit both names, and the diversification benefit stays modest.
FAQ
What is the correlation between ECAT and VT?
The ECAT/VT correlation stands at 0.77 on a 3-year window (1 year: 0.79, 5 years: 0.82), computed from weekly returns as of 2026-08-27.
Is VT a good diversifier for ECAT?
Somewhat, no more. With 0.77 correlation, most large moves hit both names, and the diversification benefit stays modest.
What does a correlation of 0.77 mean?
On the −1 to +1 scale, 0.77 describes how much the two returns move together: +1 is lockstep, 0 is independence, negative values mean opposite directions. It says nothing about which performed better.
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Related comparisons
Hubs: ECAT correlations · VT correlations
