AOR vs. EAOK
AOR (iShares Core 60/40 Balanced Allocation ETF) and EAOK (iShares ESG Aware Conservative Allocation ETF) are both Diversified Portfolio funds from iShares - AOR tracks the S&P Target Risk Growth Index while EAOK tracks the BlackRock ESG Aware Conservative Allocation Index. Both are passively managed. Over the past 5 years, AOR returned 6.60%/yr vs 2.85%/yr for EAOK. Their correlation of 0.88 suggests significant overlap in exposure. AOR charges 0.15%/yr vs 0.18%/yr for EAOK.
Performance
AOR vs. EAOK - Performance Comparison
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Returns By Period
In the year-to-date period, AOR achieves a 6.69% return, which is significantly higher than EAOK's 3.26% return.
AOR
- 1D
- -0.85%
- 1M
- -0.13%
- 6M
- 4.76%
- YTD
- 6.69%
- 1Y
- 15.13%
- 3Y*
- 12.84%
- 5Y*
- 6.60%
- 10Y*
- 8.14%
EAOK
- 1D
- -0.66%
- 1M
- -0.38%
- 6M
- 2.25%
- YTD
- 3.26%
- 1Y
- 9.42%
- 3Y*
- 8.06%
- 5Y*
- 2.85%
- 10Y*
- —
AOR vs. EAOK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
AOR iShares Core 60/40 Balanced Allocation ETF | 6.69% | 16.44% | 10.68% | 15.75% | -15.64% | 11.19% | 14.01% |
EAOK iShares ESG Aware Conservative Allocation ETF | 3.26% | 11.47% | 5.81% | 10.13% | -14.92% | 4.32% | 8.01% |
Correlation
The correlation between AOR and EAOK is 0.92, 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 | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2020 | 0.88 |
The correlation between AOR and EAOK has been stable across timeframes, ranging from 0.88 to 0.92 - a consistent structural relationship.
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Return for Risk
AOR vs. EAOK — Risk / Return Rank
AOR
EAOK
AOR vs. EAOK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core 60/40 Balanced Allocation ETF (AOR) 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.
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.
| AOR | EAOK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.31 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.29 | 2.13 | +0.15 |
| Martin ratioReturn relative to average drawdown | 9.74 | 9.15 | +0.59 |
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Drawdowns
AOR vs. EAOK - Drawdown Comparison
The maximum AOR drawdown since its inception was -24.44%, which is greater than EAOK's maximum drawdown of -19.91%. Use the drawdown chart below to compare losses from any high point for AOR and EAOK.
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Drawdown Indicators
| AOR | EAOK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.44% | -19.91% | -4.53% |
Max Drawdown (1Y)Largest decline over 1 year | -6.64% | -4.43% | -2.21% |
Max Drawdown (3Y)Largest decline over 3 years | -9.77% | -7.08% | -2.69% |
Max Drawdown (5Y)Largest decline over 5 years | -21.72% | -19.91% | -1.81% |
Max Drawdown (10Y)Largest decline over 10 years | -22.95% | — | — |
Current DrawdownCurrent decline from peak | -1.17% | -1.01% | -0.16% |
Average DrawdownAverage peak-to-trough decline | -3.46% | -4.94% | +1.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.56% | 1.03% | +0.53% |
Volatility
AOR vs. EAOK - Volatility Comparison
iShares Core 60/40 Balanced Allocation ETF (AOR) has a higher volatility of 3.13% compared to iShares ESG Aware Conservative Allocation ETF (EAOK) at 2.00%. This indicates that AOR's price experiences larger fluctuations and is considered to be riskier than EAOK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AOR | EAOK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.13% | 2.00% | +1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 7.62% | 4.95% | +2.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.99% | 5.79% | +3.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.66% | 7.11% | +3.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.64% | 6.84% | +3.80% |
AOR vs. EAOK - Expense Ratio Comparison
AOR has a 0.15% expense ratio, which is lower than EAOK'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
AOR vs. EAOK - Dividend Comparison
AOR's dividend yield for the trailing twelve months is around 2.58%, less than EAOK's 3.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AOR iShares Core 60/40 Balanced Allocation ETF | 2.58% | 2.55% | 2.66% | 2.50% | 2.12% | 1.64% | 1.89% | 2.56% | 2.49% | 4.51% | 2.16% | 2.12% |
EAOK iShares ESG Aware Conservative Allocation ETF | 3.20% | 3.18% | 3.15% | 2.80% | 2.27% | 1.19% | 1.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.92, AOR and EAOK 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.
AOR has higher volatility (3.13%) compared to EAOK (2.00%). In terms of maximum drawdown, AOR dropped -24.44% vs EAOK's -19.91%.
On 5-year performance, AOR leads with 6.60% vs 2.85% for EAOK. On fees, AOR is cheaper at 0.15% per year. On volatility, EAOK has been the lower-risk option at 2.00%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, AOR has performed better with a 6.60% return vs 2.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
AOR is cheaper with a 0.15% expense ratio, compared with 0.18% for EAOK.
EAOK has the higher dividend yield at 3.20%, compared with 2.58% for AOR.
AOR tracks S&P Target Risk Growth Index, while EAOK tracks BlackRock ESG Aware Conservative Allocation Index. Their fees differ too: 0.15% for AOR and 0.18% for EAOK.
AOR currently has the higher Sharpe Ratio (1.69 vs 1.64), 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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