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AOA vs. USOY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AOA vs. USOY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core 80/20 Aggressive Allocation ETF (AOA) and Defiance Oil Enhanced Options Income ETF (USOY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AOA achieves a 9.93% return, which is significantly lower than USOY's 62.18% return.


AOA

1D
-0.50%
1M
4.14%
YTD
9.93%
6M
10.64%
1Y
24.29%
3Y*
17.52%
5Y*
9.15%
10Y*
10.56%

USOY

1D
1.45%
1M
-3.43%
YTD
62.18%
6M
59.35%
1Y
57.29%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AOA vs. USOY - Yearly Performance Comparison


2026 (YTD)20252024
AOA
iShares Core 80/20 Aggressive Allocation ETF
9.93%19.59%6.80%
USOY
Defiance Oil Enhanced Options Income ETF
62.18%-7.93%7.27%

Correlation

The correlation between AOA and USOY is -0.34, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.34

Correlation (All Time)
Calculated using the full available price history since May 13, 2024

-0.09

Over the past year, the inverse relationship between AOA and USOY has strengthened: their correlation has moved from -0.09 to -0.34, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

AOA vs. USOY — Risk / Return Rank

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

AOA
AOA Risk / Return Rank: 6767
Overall Rank
AOA Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
AOA Sortino Ratio Rank: 6969
Sortino Ratio Rank
AOA Omega Ratio Rank: 6969
Omega Ratio Rank
AOA Calmar Ratio Rank: 5959
Calmar Ratio Rank
AOA Martin Ratio Rank: 7070
Martin Ratio Rank

USOY
USOY Risk / Return Rank: 5656
Overall Rank
USOY Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
USOY Sortino Ratio Rank: 4646
Sortino Ratio Rank
USOY Omega Ratio Rank: 5555
Omega Ratio Rank
USOY Calmar Ratio Rank: 7878
Calmar Ratio Rank
USOY Martin Ratio Rank: 4646
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.

AOA vs. USOY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core 80/20 Aggressive Allocation ETF (AOA) and Defiance Oil Enhanced Options Income ETF (USOY). 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.


AOAUSOYDifference
Sharpe ratioReturn per unit of total volatility

+0.40

Sortino ratioReturn per unit of downside risk

+0.94

Omega ratioGain probability vs. loss probability

1.43

1.35

+0.08

Calmar ratioReturn relative to maximum drawdown

2.98

4.03

-1.05

Martin ratioReturn relative to average drawdown

13.20

7.74

+5.46

AOA vs. USOY - Sharpe Ratio Comparison

The current AOA Sharpe Ratio is 2.30, which is comparable to the USOY Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of AOA and USOY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


AOAUSOYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.30

1.89

+0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.99

-0.30

Drawdowns

AOA vs. USOY - Drawdown Comparison

The maximum AOA drawdown since its inception was -28.38%, which is greater than USOY's maximum drawdown of -17.46%. Use the drawdown chart below to compare losses from any high point for AOA and USOY.


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Drawdown Indicators


AOAUSOYDifference

Max Drawdown

Largest peak-to-trough decline

-28.38%

-17.46%

-10.92%

Max Drawdown (1Y)

Largest decline over 1 year

-8.20%

-14.29%

+6.09%

Max Drawdown (3Y)

Largest decline over 3 years

-12.94%

Max Drawdown (5Y)

Largest decline over 5 years

-23.62%

Max Drawdown (10Y)

Largest decline over 10 years

-28.38%

Current Drawdown

Current decline from peak

-0.50%

-5.11%

+4.61%

Average Drawdown

Average peak-to-trough decline

-4.05%

-6.47%

+2.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.84%

7.42%

-5.58%

Volatility

AOA vs. USOY - Volatility Comparison

The current volatility for iShares Core 80/20 Aggressive Allocation ETF (AOA) is 3.25%, while Defiance Oil Enhanced Options Income ETF (USOY) has a volatility of 11.62%. This indicates that AOA experiences smaller price fluctuations and is considered to be less risky than USOY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AOAUSOYDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.25%

11.62%

-8.37%

Volatility (6M)

Calculated over the trailing 6-month period

8.51%

27.18%

-18.67%

Volatility (1Y)

Calculated over the trailing 1-year period

10.63%

30.44%

-19.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.98%

26.13%

-13.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.55%

26.13%

-12.58%

AOA vs. USOY - Expense Ratio Comparison

AOA has a 0.15% expense ratio, which is lower than USOY's 1.22% expense ratio.


Dividends

AOA vs. USOY - Dividend Comparison

AOA's dividend yield for the trailing twelve months is around 2.04%, less than USOY's 54.16% yield.


PositionTTM20252024202320222021202020192018201720162015
AOA
iShares Core 80/20 Aggressive Allocation ETF
2.04%2.18%2.30%2.22%2.10%1.67%1.71%2.50%2.37%5.09%2.26%2.15%
USOY
Defiance Oil Enhanced Options Income ETF
54.16%104.32%48.60%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AOA and USOY have a correlation of -0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USOY has higher volatility (11.62%) compared to AOA (3.25%). In terms of maximum drawdown, AOA dropped -28.38% vs USOY's -17.46%.

On 1-year performance, USOY leads with 57.29% vs 24.29% for AOA. On fees, AOA is cheaper at 0.15% per year. On volatility, AOA has been the lower-risk option at 3.25%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, USOY has performed better with a 57.29% return vs 24.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AOA is cheaper with a 0.15% expense ratio, compared with 1.22% for USOY.

USOY has the higher dividend yield at 54.16%, compared with 2.04% for AOA.

AOA is categorized as Diversified Portfolio, while USOY is Derivative Income. They also come from different issuers: iShares and Defiance. Their fees differ too: 0.15% for AOA and 1.22% for USOY.

AOA currently has the higher Sharpe Ratio (2.30 vs 1.89), 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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