AAAA vs. EAOM
AAAA (Amplius Aggressive Asset Allocation ETF) and EAOM (iShares ESG Aware Moderate Allocation ETF) are both Diversified Portfolio funds. AAAA is actively managed, while EAOM is passively managed. Over the past year, AAAA returned 21.98% vs 11.87% for EAOM. Their correlation of 0.91 suggests significant overlap in exposure. AAAA charges 0.49%/yr vs 0.18%/yr for EAOM.
Performance
AAAA vs. EAOM - Performance Comparison
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Returns By Period
In the year-to-date period, AAAA achieves a 10.99% return, which is significantly higher than EAOM's 4.81% return.
AAAA
- 1D
- -0.68%
- 1M
- -0.71%
- 6M
- 9.20%
- YTD
- 10.99%
- 1Y
- 21.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EAOM
- 1D
- -0.36%
- 1M
- -0.51%
- 6M
- 3.55%
- YTD
- 4.81%
- 1Y
- 11.87%
- 3Y*
- 9.59%
- 5Y*
- 4.08%
- 10Y*
- —
AAAA vs. EAOM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
AAAA Amplius Aggressive Asset Allocation ETF | 10.99% | 10.11% |
EAOM iShares ESG Aware Moderate Allocation ETF | 4.81% | 6.97% |
Correlation
The correlation between AAAA and EAOM is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2025 | 0.91 |
The correlation between AAAA and EAOM has been stable across timeframes, ranging from 0.91 to 0.91 - a consistent structural relationship.
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Return for Risk
AAAA vs. EAOM — Risk / Return Rank
AAAA
EAOM
AAAA vs. EAOM - 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 Moderate Allocation ETF (EAOM). 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 | EAOM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.32 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.82 | 2.30 | +0.51 |
| Martin ratioReturn relative to average drawdown | 12.21 | 9.91 | +2.30 |
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Drawdowns
AAAA vs. EAOM - Drawdown Comparison
The maximum AAAA drawdown since its inception was -7.83%, smaller than the maximum EAOM drawdown of -20.73%. Use the drawdown chart below to compare losses from any high point for AAAA and EAOM.
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Drawdown Indicators
| AAAA | EAOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.83% | -20.73% | +12.90% |
Max Drawdown (1Y)Largest decline over 1 year | -7.83% | -5.17% | -2.66% |
Max Drawdown (3Y)Largest decline over 3 years | — | -7.63% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.73% | — |
Current DrawdownCurrent decline from peak | -1.79% | -0.70% | -1.09% |
Average DrawdownAverage peak-to-trough decline | -1.08% | -4.88% | +3.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.80% | 1.20% | +0.60% |
Volatility
AAAA vs. EAOM - Volatility Comparison
Amplius Aggressive Asset Allocation ETF (AAAA) has a higher volatility of 3.42% compared to iShares ESG Aware Moderate Allocation ETF (EAOM) at 1.87%. This indicates that AAAA's price experiences larger fluctuations and is considered to be riskier than EAOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AAAA | EAOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.42% | 1.87% | +1.55% |
Volatility (6M)Calculated over the trailing 6-month period | 9.75% | 5.81% | +3.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.73% | 6.82% | +4.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.73% | 8.15% | +3.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.73% | 7.92% | +3.81% |
AAAA vs. EAOM - Expense Ratio Comparison
AAAA has a 0.49% expense ratio, which is higher than EAOM's 0.18% expense ratio.
Dividends
AAAA vs. EAOM - Dividend Comparison
AAAA's dividend yield for the trailing twelve months is around 1.29%, less than EAOM's 2.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
AAAA Amplius Aggressive Asset Allocation ETF | 1.29% | 0.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EAOM iShares ESG Aware Moderate Allocation ETF | 2.87% | 2.89% | 2.89% | 2.70% | 1.93% | 1.32% | 1.02% |
Frequently Asked Questions
With a correlation of 0.91, AAAA and EAOM 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.
AAAA has higher volatility (3.42%) compared to EAOM (1.87%). In terms of maximum drawdown, AAAA dropped -7.83% vs EAOM's -20.73%.
On 1-year performance, AAAA leads with 21.98% vs 11.87% for EAOM. On fees, EAOM is cheaper at 0.18% per year. On volatility, EAOM has been the lower-risk option at 1.87%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, AAAA has performed better with a 21.98% return vs 11.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EAOM is cheaper with a 0.18% expense ratio, compared with 0.49% for AAAA.
EAOM has the higher dividend yield at 2.87%, compared with 1.29% for AAAA.
They also come from different issuers: Amplius and iShares. Their fees differ too: 0.49% for AAAA and 0.18% for EAOM.
AAAA currently has the higher Sharpe Ratio (1.88 vs 1.75), 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.
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