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AAAA vs. EAOA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, AAAA achieves a 10.19% return, which is significantly higher than EAOA's 8.44% return.


AAAA

1D
-1.62%
1M
-0.31%
YTD
10.19%
6M
9.47%
1Y
3Y*
5Y*
10Y*

EAOA

1D
-1.52%
1M
0.18%
YTD
8.44%
6M
7.91%
1Y
21.71%
3Y*
16.45%
5Y*
8.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AAAA vs. EAOA - Yearly Performance Comparison


Correlation

The correlation between AAAA and EAOA is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 16, 2025

0.97

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Return for Risk

AAAA vs. EAOA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AAAA

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


EAOA
EAOA Risk / Return Rank: 6161
Overall Rank
EAOA Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
EAOA Sortino Ratio Rank: 6060
Sortino Ratio Rank
EAOA Omega Ratio Rank: 6060
Omega Ratio Rank
EAOA Calmar Ratio Rank: 5858
Calmar Ratio Rank
EAOA Martin Ratio Rank: 6767
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


AAAAEAOADifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.35

Calmar ratioReturn relative to maximum drawdown

2.67

Martin ratioReturn relative to average drawdown

11.55

AAAA vs. EAOA - Sharpe Ratio Comparison


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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.


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Drawdown Indicators


AAAAEAOADifference

Max Drawdown

Largest peak-to-trough decline

-7.83%

-25.06%

+17.23%

Max Drawdown (1Y)

Largest decline over 1 year

-8.17%

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

-2.49%

-2.05%

-0.44%

Average Drawdown

Average peak-to-trough decline

-1.04%

-5.27%

+4.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.88%

Volatility

AAAA vs. EAOA - Volatility Comparison


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Volatility by Period


AAAAEAOADifference

Volatility (1M)

Calculated over the trailing 1-month period

4.64%

Volatility (6M)

Calculated over the trailing 6-month period

9.51%

Volatility (1Y)

Calculated over the trailing 1-year period

11.87%

11.44%

+0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.87%

13.37%

-1.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.87%

13.20%

-1.33%

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 0.80%, less than EAOA's 1.98% yield.


PositionTTM202520242023202220212020
AAAA
Amplius Aggressive Asset Allocation ETF
0.80%0.79%0.00%0.00%0.00%0.00%0.00%
EAOA
iShares ESG Aware Aggressive Allocation ETF
1.98%2.10%2.09%2.21%1.93%1.48%1.12%

Frequently Asked Questions


With a correlation of 0.97, 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.

On fees, EAOA is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

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

EAOA has the higher dividend yield at 1.98%, compared with 0.80% for AAAA.

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

Portfolio Optimizer

Find the right allocation for AAAA and EAOA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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