AOK vs. EAOM
AOK (iShares Core 30/70 Conservative Allocation ETF) and EAOM (iShares ESG Aware Moderate Allocation ETF) are both Diversified Portfolio funds from iShares - AOK tracks the S&P Target Risk Conservative Index while EAOM tracks the BlackRock ESG Aware Moderate Allocation Index. Both are passively managed. Over the past 5 years, AOK returned 3.59%/yr vs 4.08%/yr for EAOM. Their correlation of 0.94 suggests significant overlap in exposure. AOK charges 0.15%/yr vs 0.18%/yr for EAOM.
Performance
AOK vs. EAOM - Performance Comparison
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Returns By Period
In the year-to-date period, AOK achieves a 3.83% return, which is significantly lower than EAOM's 4.48% return.
AOK
- 1D
- -0.58%
- 1M
- 0.30%
- YTD
- 3.83%
- 6M
- 3.39%
- 1Y
- 11.04%
- 3Y*
- 9.03%
- 5Y*
- 3.59%
- 10Y*
- 5.20%
EAOM
- 1D
- -0.69%
- 1M
- 0.47%
- YTD
- 4.48%
- 6M
- 4.28%
- 1Y
- 13.00%
- 3Y*
- 10.14%
- 5Y*
- 4.08%
- 10Y*
- —
AOK vs. EAOM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
AOK iShares Core 30/70 Conservative Allocation ETF | 3.83% | 11.26% | 6.58% | 10.85% | -14.16% | 4.87% | 8.25% |
EAOM iShares ESG Aware Moderate Allocation ETF | 4.48% | 12.90% | 7.29% | 11.83% | -15.48% | 6.39% | 10.30% |
Correlation
The correlation between AOK and EAOM is 0.95, 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 | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2020 | 0.94 |
The correlation between AOK and EAOM has been stable across timeframes, ranging from 0.94 to 0.95 - a consistent structural relationship.
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Return for Risk
AOK vs. EAOM — Risk / Return Rank
AOK
EAOM
AOK vs. EAOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core 30/70 Conservative Allocation ETF (AOK) 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.
| AOK | EAOM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.36 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.46 | 2.52 | -0.06 |
| Martin ratioReturn relative to average drawdown | 10.37 | 10.90 | -0.53 |
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Drawdowns
AOK vs. EAOM - Drawdown Comparison
The maximum AOK drawdown since its inception was -18.94%, smaller than the maximum EAOM drawdown of -20.73%. Use the drawdown chart below to compare losses from any high point for AOK and EAOM.
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Drawdown Indicators
| AOK | EAOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.94% | -20.73% | +1.79% |
Max Drawdown (1Y)Largest decline over 1 year | -4.50% | -5.17% | +0.67% |
Max Drawdown (3Y)Largest decline over 3 years | -6.37% | -7.63% | +1.26% |
Max Drawdown (5Y)Largest decline over 5 years | -18.94% | -20.73% | +1.79% |
Max Drawdown (10Y)Largest decline over 10 years | -18.94% | — | — |
Current DrawdownCurrent decline from peak | -0.82% | -1.01% | +0.19% |
Average DrawdownAverage peak-to-trough decline | -2.36% | -4.93% | +2.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.07% | 1.20% | -0.13% |
Volatility
AOK vs. EAOM - Volatility Comparison
The current volatility for iShares Core 30/70 Conservative Allocation ETF (AOK) is 2.25%, while iShares ESG Aware Moderate Allocation ETF (EAOM) has a volatility of 2.76%. This indicates that AOK experiences smaller price fluctuations and is considered to be less risky 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
| AOK | EAOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.25% | 2.76% | -0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 4.85% | 5.72% | -0.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.01% | 6.84% | -0.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.15% | 8.14% | -0.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.72% | 7.94% | -1.22% |
AOK vs. EAOM - Expense Ratio Comparison
AOK has a 0.15% expense ratio, which is lower than EAOM's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
AOK vs. EAOM - Dividend Comparison
AOK's dividend yield for the trailing twelve months is around 3.29%, more than EAOM's 2.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AOK iShares Core 30/70 Conservative Allocation ETF | 3.29% | 3.28% | 3.23% | 2.93% | 2.25% | 1.55% | 2.10% | 2.71% | 2.68% | 2.91% | 2.14% | 2.02% |
EAOM iShares ESG Aware Moderate Allocation ETF | 2.80% | 2.89% | 2.89% | 2.70% | 1.93% | 1.32% | 1.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.95, AOK 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.
EAOM has higher volatility (2.76%) compared to AOK (2.25%). In terms of maximum drawdown, AOK dropped -18.94% vs EAOM's -20.73%.
On 5-year performance, EAOM leads with 4.08% vs 3.59% for AOK. On fees, AOK is cheaper at 0.15% per year. On volatility, AOK has been the lower-risk option at 2.25%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, EAOM has performed better with a 4.08% return vs 3.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
AOK is cheaper with a 0.15% expense ratio, compared with 0.18% for EAOM.
AOK has the higher dividend yield at 3.29%, compared with 2.80% for EAOM.
AOK tracks S&P Target Risk Conservative Index, while EAOM tracks BlackRock ESG Aware Moderate Allocation Index. Their fees differ too: 0.15% for AOK and 0.18% for EAOM.
EAOM currently has the higher Sharpe Ratio (1.91 vs 1.84), 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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