AAAA vs. EAOK

Last updated Jun 4, 2026

AAAA (Amplius Aggressive Asset Allocation ETF) and EAOK (iShares ESG Aware Conservative Allocation ETF) are both Diversified Portfolio funds. AAAA is actively managed, while EAOK is passively managed. Their correlation of 0.84 suggests significant overlap in exposure. AAAA charges 0.49%/yr vs 0.18%/yr for EAOK.

Performance

AAAA vs. EAOK - 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 Conservative Allocation ETF (EAOK). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AAAA achieves a 12.38% return, which is significantly higher than EAOK's 3.85% return.

AAAA

• 1D: -0.56%
• 1M: 5.11%
• YTD: 12.38%
• 6M: 12.67%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

EAOK

• 1D: -0.39%
• 1M: 1.83%
• YTD: 3.85%
• 6M: 3.87%
• 1Y: 12.25%
• 3Y*: 8.79%
• 5Y*: 3.20%
• 10Y*: —

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

AAAA vs. EAOK - Yearly Performance Comparison

	2026 (YTD)	2025
AAAA Amplius Aggressive Asset Allocation ETF	12.38%	9.90%
EAOK iShares ESG Aware Conservative Allocation ETF	3.85%	6.08%

Correlation

The correlation between AAAA and EAOK is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 17, 2025	0.84

Return for Risk

AAAA vs. EAOK — Risk / Return Rank

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

EAOK

EAOK Risk / Return Rank: 67
EAOK Sharpe Ratio Rank: 68
EAOK Sortino Ratio Rank: 72
EAOK Omega Ratio Rank: 71
EAOK Calmar Ratio Rank: 57
EAOK Martin Ratio Rank: 67

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. EAOK - 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 Conservative Allocation ETF (EAOK). 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.

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

Sharpe Ratios by Period

	AAAA	EAOK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.24	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.46	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.41	0.65	+1.76

Drawdowns

AAAA vs. EAOK - Drawdown Comparison

The maximum AAAA drawdown since its inception was -7.83%, smaller than the maximum EAOK drawdown of -19.91%. Use the drawdown chart below to compare losses from any high point for AAAA and EAOK.

Drawdown Indicators

	AAAA	EAOK	Difference
Max Drawdown Largest peak-to-trough decline	-7.83%	-19.91%	+12.08%
Max Drawdown (1Y) Largest decline over 1 year	—	-4.43%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-7.08%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-19.91%	—
Current Drawdown Current decline from peak	-0.56%	-0.39%	-0.17%
Average Drawdown Average peak-to-trough decline	-0.99%	-5.02%	+4.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.01%	—

Volatility

Volatility by Period

	AAAA	EAOK	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.05%	—
Volatility (6M) Calculated over the trailing 6-month period	—	4.48%	—
Volatility (1Y) Calculated over the trailing 1-year period	11.25%	5.49%	+5.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.25%	7.04%	+4.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.25%	6.83%	+4.42%

AAAA vs. EAOK - Expense Ratio Comparison

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

Dividends

AAAA vs. EAOK - Dividend Comparison

AAAA's dividend yield for the trailing twelve months is around 0.79%, less than EAOK's 3.17% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
AAAA Amplius Aggressive Asset Allocation ETF	0.79%	0.79%	0.00%	0.00%	0.00%	0.00%	0.00%
EAOK iShares ESG Aware Conservative Allocation ETF	3.17%	3.18%	3.15%	2.80%	2.27%	1.19%	1.00%

Frequently Asked Questions

Can I hold both AAAA and EAOK in my portfolio?

AAAA and EAOK have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, AAAA or EAOK?

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

Which ETF is cheaper, AAAA or EAOK?

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

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

EAOK has the higher dividend yield at 3.17%, compared with 0.79% for AAAA.

What is the main difference between AAAA and EAOK?

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