ECAT vs VTI: Correlation
Measured on weekly returns over the past three years, BlackRock ESG Capital Allocation Term Trust (ECAT) and Vanguard Total Stock Market ETF (VTI) carry a correlation of 0.76, a strong link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are ECAT and VTI?
Across a 3-year window, the weekly returns of ECAT and VTI correlate at 0.76, strong. The relationship has been stable: the 1-year correlation (0.77) sits close to the 3-year figure. Stretching to 5 years gives 0.81, with an annualized covariance of 168.1 %².
Among the 12 assets we track against ECAT, VTI ranks #5 by 3-year correlation. On 12-month performance VTI holds a 6.0-point edge, +14.7% against +20.7%.
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 VTI: side by side
| ECAT (BlackRock ESG Capital Allocation Term Trust) | VTI (Vanguard Total Stock Market ETF) | |
|---|---|---|
| 1-year return | +14.7% | +20.7% |
| 5-year return | +56.8% | +74.8% |
| Volatility (ann.) | 15.2% | 14.6% |
| Beta vs S&P 500 | 0.79 | 1.01 |
| Max drawdown (3Y) | -15.8% | -19.3% |
| Market cap | $1.5B | – |
| P/E (trailing) | 7.2 | – |
| Dividend yield | 0.00% | 1.06% |
| Expense ratio | – | 0.03% |
| Assets under management | – | $2,290.0B |
| Sector / category | US Listed | ETF · US Large Cap |
VTI, Vanguard's Large Blend fund, carries $2,290.0B under management, 3140 holdings, a 0.03% expense ratio, a 1.06% trailing dividend yield.
Year-by-year returns
| Year | ECAT | VTI |
|---|---|---|
| 2022 | -21.9% | -19.5% |
| 2023 | +32.4% | +26.0% |
| 2024 | +20.0% | +23.8% |
| 2025 | +16.6% | +17.1% |
| 2026 | +15.6% | +14.2% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are ECAT and VTI good diversifiers for each other?
To a limited degree. At 0.76 the two still catch most of the same waves, so the pair smooths returns a little without insulating either from a shared selloff.
FAQ
What is the correlation between ECAT and VTI?
The ECAT/VTI correlation stands at 0.76 on a 3-year window (1 year: 0.77, 5 years: 0.81), computed from weekly returns as of 2026-08-27.
Is VTI a good diversifier for ECAT?
To a limited degree. At 0.76 the two still catch most of the same waves, so the pair smooths returns a little without insulating either from a shared selloff.
What does a correlation of 0.76 mean?
On the −1 to +1 scale, 0.76 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 · VTI correlations
