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iShares ESG Aware Growth Allocation ETF (EAOR)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

Issuer

iShares

Inception Date

Jun 12, 2020

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

BlackRock ESG Aware Growth Allocation Index

Asset Class

Multi-Asset

Asset Class Size

Multi-Cap

Asset Class Style

Blend

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.


Popular comparisons:
EAOR vs. EAOA EAOR vs. AOR
Popular comparisons:
EAOR vs. EAOA EAOR vs. AOR

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares ESG Aware Growth 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.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.85%
12.93%
EAOR (iShares ESG Aware Growth Allocation ETF)
Benchmark (^GSPC)

Returns By Period

iShares ESG Aware Growth Allocation ETF had a return of 11.66% year-to-date (YTD) and 17.42% in the last 12 months.


EAOR

YTD

11.66%

1M

-0.08%

6M

6.86%

1Y

17.42%

5Y (annualized)

N/A

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

24.72%

1M

1.67%

6M

12.93%

1Y

30.55%

5Y (annualized)

13.88%

10Y (annualized)

11.16%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.00%2.23%2.28%-3.25%3.30%1.61%2.19%1.83%1.98%-2.35%11.66%
20235.80%-2.77%2.68%0.88%-1.08%3.42%2.13%-1.90%-3.85%-2.35%7.24%4.54%14.96%
2022-3.79%-2.38%0.05%-6.60%0.52%-5.49%5.36%-3.68%-7.43%3.18%6.38%-3.06%-16.66%
2021-0.09%1.01%1.27%2.76%1.02%1.18%0.64%1.54%-2.90%3.17%-1.50%2.10%10.50%
20200.05%3.52%3.77%-2.03%-1.77%7.91%3.03%15.00%

Expense Ratio

EAOR has an expense ratio of 0.18%, which is considered low compared to other funds.


Expense ratio chart for EAOR: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EAOR is 71, 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 EAOR is 7171
Combined Rank
The Sharpe Ratio Rank of EAOR is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of EAOR is 7474
Sortino Ratio Rank
The Omega Ratio Rank of EAOR is 7272
Omega Ratio Rank
The Calmar Ratio Rank of EAOR is 6060
Calmar Ratio Rank
The Martin Ratio Rank of EAOR is 7575
Martin 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 ESG Aware Growth Allocation ETF (EAOR) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for EAOR, currently valued at 2.22, compared to the broader market0.002.004.002.222.54
The chart of Sortino ratio for EAOR, currently valued at 3.17, compared to the broader market-2.000.002.004.006.008.0010.0012.003.173.40
The chart of Omega ratio for EAOR, currently valued at 1.40, compared to the broader market0.501.001.502.002.503.001.401.47
The chart of Calmar ratio for EAOR, currently valued at 1.84, compared to the broader market0.005.0010.0015.001.843.66
The chart of Martin ratio for EAOR, currently valued at 13.64, compared to the broader market0.0020.0040.0060.0080.00100.0013.6416.26
EAOR
^GSPC

The current iShares ESG Aware Growth Allocation ETF Sharpe ratio is 2.22. 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 ESG Aware Growth 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.22
2.54
EAOR (iShares ESG Aware Growth Allocation ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares ESG Aware Growth Allocation ETF provided a 2.39% dividend yield over the last twelve months, with an annual payout of $0.76 per share. The fund has been increasing its distributions for 3 consecutive years.


1.00%1.20%1.40%1.60%1.80%2.00%2.20%2.40%$0.00$0.10$0.20$0.30$0.40$0.50$0.60$0.702020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020
Dividend$0.76$0.70$0.52$0.44$0.31

Dividend yield

2.39%2.39%1.99%1.39%1.07%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.14$0.00$0.00$0.23$0.00$0.00$0.16$0.00$0.54
2023$0.00$0.00$0.00$0.13$0.00$0.00$0.21$0.00$0.00$0.14$0.00$0.22$0.70
2022$0.00$0.00$0.00$0.06$0.00$0.00$0.17$0.00$0.00$0.12$0.00$0.16$0.52
2021$0.00$0.00$0.00$0.06$0.00$0.00$0.13$0.00$0.00$0.07$0.00$0.18$0.44
2020$0.10$0.00$0.00$0.07$0.00$0.14$0.31

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.00%
-0.88%
EAOR (iShares ESG Aware Growth Allocation ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares ESG Aware Growth 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 ESG Aware Growth Allocation ETF was 22.91%, occurring on Oct 14, 2022. Recovery took 397 trading sessions.

The current iShares ESG Aware Growth Allocation ETF drawdown is 1.00%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.91%Nov 9, 2021235Oct 14, 2022397May 15, 2024632
-5.23%Sep 3, 202014Sep 23, 202033Nov 9, 202047
-4.42%Jul 17, 202416Aug 7, 20248Aug 19, 202424
-3.79%Feb 16, 202113Mar 4, 202121Apr 5, 202134
-3.6%Sep 7, 202120Oct 4, 202121Nov 2, 202141

Volatility

Volatility Chart

The current iShares ESG Aware Growth Allocation ETF volatility is 1.99%, 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%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
1.99%
3.96%
EAOR (iShares ESG Aware Growth Allocation ETF)
Benchmark (^GSPC)