AAAA vs. EAOA

Last updated Aug 1, 2026

AAAA (Amplius Aggressive Asset Allocation ETF) and EAOA (iShares ESG Aware Aggressive Allocation ETF) are both Diversified Portfolio funds. AAAA is actively managed, while EAOA is passively managed. Over the past year, AAAA returned 21.67% vs 19.83% for EAOA. Their 0.97 correlation means they have historically moved very closely together. AAAA charges 0.49%/yr vs 0.18%/yr for EAOA.

Performance

AAAA vs. EAOA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplius Aggressive Asset Allocation ETF (AAAA) and iShares ESG Aware Aggressive Allocation ETF (EAOA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AAAA achieves a 10.46% return, which is significantly higher than EAOA's 9.37% return.

AAAA

• 1D: 0.49%
• 1M: -0.51%
• 6M: 8.52%
• YTD: 10.46%
• 1Y: 21.67%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 20.71%

EAOA

• 1D: 0.37%
• 1M: -0.07%
• 6M: 6.89%
• YTD: 9.37%
• 1Y: 19.83%
• 3Y*: 15.23%
• 5Y*: 8.17%
• 10Y*: —
• ALL TIME*: 11.69%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
AAAA Amplius Aggressive Asset Allocation ETF	$412.45K	$297.74K	$187.39K
EAOA iShares ESG Aware Aggressive Allocation ETF	$23.58K	$40.91K	$70.98K

AAAA vs. EAOA - Yearly Performance Comparison

	2026 (YTD)	2025
AAAA Amplius Aggressive Asset Allocation ETF	10.46%	10.11%
EAOA iShares ESG Aware Aggressive Allocation ETF	9.37%	9.56%

Correlation

The correlation between AAAA and EAOA is 0.98 - they have historically moved very closely together. At this level, their price movements offset little of one another.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.98
Correlation (All Time) Calculated using the full available price history since Jul 16, 2025	0.97

The correlation between AAAA and EAOA has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

Return for Risk

AAAA vs. EAOA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

AAAA

AAAA Risk / Return Rank: 74
AAAA Sharpe Ratio Rank: 73
AAAA Sortino Ratio Rank: 73
AAAA Omega Ratio Rank: 72
AAAA Calmar Ratio Rank: 72
AAAA Martin Ratio Rank: 80

EAOA

EAOA Risk / Return Rank: 70
EAOA Sharpe Ratio Rank: 70
EAOA Sortino Ratio Rank: 70
EAOA Omega Ratio Rank: 69
EAOA Calmar Ratio Rank: 66
EAOA Martin Ratio Rank: 77

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

AAAA vs. EAOA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplius Aggressive Asset Allocation ETF (AAAA) and iShares ESG Aware Aggressive Allocation ETF (EAOA). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	AAAA	EAOA	Difference
Sharpe ratio: Return per unit of total volatility	1.66	1.60	+0.06
Sortino ratio: Return per unit of downside risk	2.35	2.27	+0.08
Omega ratio: Gain probability vs. loss probability	1.30	1.29	+0.01
Calmar ratio: Return relative to maximum drawdown	2.54	2.30	+0.24
Martin ratio: Return relative to average drawdown	10.55	9.67	+0.87

AAAA vs. EAOA - Sharpe Ratio Comparison

The current AAAA Sharpe Ratio is 1.66, which is comparable to the EAOA Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of AAAA and EAOA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

AAAA vs. EAOA - Drawdown Comparison

The maximum AAAA drawdown since its inception was -7.83%, smaller than the maximum EAOA drawdown of -25.06%. Use the drawdown chart below to compare losses from any high point for AAAA and EAOA.

Drawdown Indicators

	AAAA	EAOA	Difference
Max Drawdown Largest peak-to-trough decline	-7.83%	-25.06%	+17.23%
Max Drawdown (1Y) Largest decline over 1 year	-7.83%	-8.17%	+0.34%
Max Drawdown (3Y) Largest decline over 3 years	—	-13.84%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.06%	—
Current Drawdown Current decline from peak	-2.26%	-1.22%	-1.04%
Average Drawdown Average peak-to-trough decline	-1.14%	-5.21%	+4.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.89%	1.94%	-0.05%

Volatility

AAAA vs. EAOA - Volatility Comparison

Amplius Aggressive Asset Allocation ETF (AAAA) and iShares ESG Aware Aggressive Allocation ETF (EAOA) have volatilities of 3.32% and 3.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AAAA	EAOA	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.32%	3.36%	-0.04%
Volatility (6M) Calculated over the trailing 6-month period	9.84%	9.76%	+0.08%
Volatility (1Y) Calculated over the trailing 1-year period	11.98%	11.73%	+0.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.76%	13.39%	-1.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.76%	13.16%	-1.40%

AAAA vs. EAOA - Expense Ratio Comparison

AAAA has a 0.49% expense ratio, which is higher than EAOA's 0.18% expense ratio.

Dividends

AAAA vs. EAOA - Dividend Comparison

AAAA's dividend yield for the trailing twelve months is around 1.30%, less than EAOA's 1.99% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
AAAA Amplius Aggressive Asset Allocation ETF	1.30%	0.79%	0.00%	0.00%	0.00%	0.00%	0.00%
EAOA iShares ESG Aware Aggressive Allocation ETF	1.99%	2.10%	2.09%	2.21%	1.93%	1.48%	1.12%

Frequently Asked Questions

Can I hold both AAAA and EAOA in my portfolio?

With a correlation of 0.98, AAAA and EAOA move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, AAAA or EAOA?

EAOA has higher volatility (3.36%) compared to AAAA (3.32%). In terms of maximum drawdown, AAAA dropped -7.83% vs EAOA's -25.06%.

Which ETF is better, AAAA or EAOA?

On 1-year performance, AAAA leads with 21.67% vs 19.83% for EAOA. On fees, EAOA is cheaper at 0.18% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AAAA or EAOA?

Over the 1-year period, AAAA has performed better with a 21.67% return vs 19.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AAAA or EAOA?

EAOA is cheaper with a 0.18% expense ratio, compared with 0.49% for AAAA.

Which ETF pays a higher dividend yield, AAAA or EAOA?

EAOA has the higher dividend yield at 1.99%, compared with 1.30% for AAAA.

What is the main difference between AAAA and EAOA?

They also come from different issuers: Amplius and iShares. Their fees differ too: 0.49% for AAAA and 0.18% for EAOA.

Which has better risk-adjusted returns?

AAAA currently has the higher Sharpe Ratio (1.66 vs 1.60), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.