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iShares Core Conservative Allocation ETF (AOK)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS4642898831
CUSIP464289883
IssueriShares
Inception DateNov 4, 2008
RegionDeveloped Markets (Broad)
CategoryDiversified Portfolio
Index TrackedS&P Target Risk Conservative Index
Home Pagewww.ishares.com
Asset ClassMulti-Asset

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

AOK has a high expense ratio of 0.25%, indicating higher-than-average management fees.


Expense ratio chart for AOK: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


iShares Core Conservative Allocation ETF

Popular comparisons: AOK vs. AOA, AOK vs. AOM, AOK vs. VTI, AOK vs. SPLV, AOK vs. SPY, AOK vs. VOO, AOK vs. SGOV, AOK vs. TFLO, AOK vs. AGG, AOK vs. VT

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares Core Conservative Allocation ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


100.00%200.00%300.00%400.00%500.00%2024FebruaryMarchAprilMayJune
111.16%
490.90%
AOK (iShares Core Conservative Allocation ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

iShares Core Conservative Allocation ETF had a return of 3.43% year-to-date (YTD) and 7.90% in the last 12 months. Over the past 10 years, iShares Core Conservative Allocation ETF had an annualized return of 3.65%, while the S&P 500 had an annualized return of 10.85%, indicating that iShares Core Conservative Allocation ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date3.43%13.87%
1 month0.62%2.33%
6 months4.40%15.10%
1 year7.90%22.72%
5 years (annualized)3.59%13.49%
10 years (annualized)3.65%10.85%

Monthly Returns

The table below presents the monthly returns of AOK, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.08%0.52%1.60%-2.63%2.43%3.43%
20234.34%-2.63%2.68%0.88%-1.01%1.49%1.35%-1.30%-2.94%-1.66%5.51%4.06%10.85%
2022-2.75%-1.81%-1.23%-4.95%0.67%-3.74%3.77%-3.36%-5.37%1.24%5.14%-2.19%-14.16%
2021-0.44%-0.12%0.47%1.79%0.62%0.80%0.99%0.60%-1.90%1.46%-0.57%1.13%4.87%
20200.72%-1.46%-5.81%4.58%2.08%1.50%2.46%1.43%-1.18%-0.77%4.26%1.60%9.33%
20193.12%0.97%1.71%1.05%-0.80%2.89%0.27%1.02%0.32%0.88%0.63%1.10%13.90%
20181.01%-1.91%0.07%-0.56%0.35%-0.06%0.93%0.72%-0.29%-2.91%0.87%-1.28%-3.09%
20170.61%1.53%0.56%1.10%1.12%0.19%0.95%0.87%0.34%0.70%0.67%0.66%9.70%
2016-1.07%0.30%3.05%0.79%0.24%1.03%2.11%-0.03%0.32%-1.28%-1.23%0.79%5.04%
20150.37%0.92%0.18%0.34%-0.14%-1.52%0.83%-2.56%-0.67%2.60%-0.37%-0.91%-1.01%
2014-0.69%1.91%0.18%0.42%1.31%0.80%-1.02%1.43%-1.56%1.04%0.68%-0.51%3.98%
20130.95%0.33%0.88%1.45%-0.97%-1.43%1.85%-1.34%2.14%1.64%0.63%0.41%6.64%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AOK is 58, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of AOK is 5858
AOK (iShares Core Conservative Allocation ETF)
The Sharpe Ratio Rank of AOK is 6464Sharpe Ratio Rank
The Sortino Ratio Rank of AOK is 6464Sortino Ratio Rank
The Omega Ratio Rank of AOK is 6363Omega Ratio Rank
The Calmar Ratio Rank of AOK is 4747Calmar Ratio Rank
The Martin Ratio Rank of AOK is 5555Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares Core Conservative Allocation ETF (AOK) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


AOK
Sharpe ratio
The chart of Sharpe ratio for AOK, currently valued at 1.32, compared to the broader market0.002.004.006.001.32
Sortino ratio
The chart of Sortino ratio for AOK, currently valued at 1.96, compared to the broader market0.005.0010.001.96
Omega ratio
The chart of Omega ratio for AOK, currently valued at 1.24, compared to the broader market1.002.003.001.24
Calmar ratio
The chart of Calmar ratio for AOK, currently valued at 0.61, compared to the broader market0.005.0010.0015.0020.000.61
Martin ratio
The chart of Martin ratio for AOK, currently valued at 3.83, compared to the broader market0.0020.0040.0060.0080.00100.00120.003.83
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.14, compared to the broader market0.002.004.006.002.14
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.04, compared to the broader market0.005.0010.003.04
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market1.002.003.001.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.71, compared to the broader market0.005.0010.0015.0020.001.71
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.02, compared to the broader market0.0020.0040.0060.0080.00100.00120.008.02

Sharpe Ratio

The current iShares Core Conservative Allocation ETF Sharpe ratio is 1.32. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iShares Core Conservative Allocation ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.002024FebruaryMarchAprilMayJune
1.32
2.14
AOK (iShares Core Conservative Allocation ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares Core Conservative Allocation ETF granted a 3.01% dividend yield in the last twelve months. The annual payout for that period amounted to $1.11 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.11$1.06$0.76$0.62$0.82$0.98$0.88$1.01$0.70$0.64$0.68$0.58

Dividend yield

3.01%2.93%2.25%1.55%2.11%2.71%2.68%2.90%2.14%2.02%2.08%1.82%

Monthly Dividends

The table displays the monthly dividend distributions for iShares Core Conservative Allocation ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.06$0.07$0.09$0.07$0.07$0.35
2023$0.00$0.05$0.05$0.08$0.06$0.06$0.14$0.06$0.06$0.09$0.06$0.35$1.06
2022$0.00$0.04$0.03$0.06$0.04$0.04$0.12$0.04$0.04$0.08$0.04$0.23$0.76
2021$0.00$0.03$0.03$0.05$0.03$0.03$0.10$0.03$0.03$0.06$0.03$0.20$0.62
2020$0.00$0.05$0.06$0.08$0.05$0.05$0.13$0.04$0.05$0.07$0.05$0.19$0.82
2019$0.00$0.07$0.06$0.08$0.06$0.06$0.17$0.06$0.06$0.08$0.05$0.22$0.98
2018$0.00$0.05$0.04$0.07$0.05$0.05$0.16$0.06$0.06$0.08$0.06$0.20$0.88
2017$0.00$0.05$0.04$0.07$0.05$0.04$0.14$0.05$0.05$0.07$0.04$0.42$1.01
2016$0.00$0.03$0.03$0.07$0.04$0.04$0.14$0.04$0.04$0.06$0.04$0.18$0.70
2015$0.00$0.03$0.03$0.06$0.03$0.04$0.14$0.04$0.04$0.06$0.03$0.14$0.64
2014$0.00$0.03$0.03$0.06$0.04$0.04$0.17$0.04$0.03$0.06$0.03$0.16$0.68
2013$0.02$0.03$0.06$0.04$0.03$0.13$0.03$0.03$0.06$0.03$0.12$0.58

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune
-2.04%
-0.04%
AOK (iShares Core Conservative Allocation ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares Core Conservative Allocation ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares Core Conservative Allocation ETF was 18.94%, occurring on Oct 14, 2022. The portfolio has not yet recovered.

The current iShares Core Conservative Allocation ETF drawdown is 2.04%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.94%Nov 10, 2021234Oct 14, 2022
-14.54%Feb 21, 202020Mar 19, 202055Jun 8, 202075
-10.84%Nov 26, 20081Nov 26, 20088Dec 9, 20089
-9.07%Dec 22, 200849Mar 9, 200941May 8, 200990
-6.42%Apr 27, 2015186Jan 20, 201694Jun 3, 2016280

Volatility

Volatility Chart

The current iShares Core Conservative Allocation ETF volatility is 1.64%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%3.50%4.00%4.50%2024FebruaryMarchAprilMayJune
1.64%
2.26%
AOK (iShares Core Conservative Allocation ETF)
Benchmark (^GSPC)