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BMAX.TO vs. EAOA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

BMAX.TO vs. EAOA

Last updated Jun 4, 2026

BMAX.TO (Brompton Enhanced Multi-Asset Income ETF) and EAOA (iShares ESG Aware Aggressive Allocation ETF) are both Diversified Portfolio funds. Over the past 3 years, BMAX.TO returned 18.63%/yr vs 18.56%/yr for EAOA. A 0.69 correlation means they provide meaningful diversification when combined. BMAX.TO charges 2.62%/yr vs 0.18%/yr for EAOA.

Performance

BMAX.TO vs. EAOA - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Brompton Enhanced Multi-Asset Income ETF (BMAX.TO) and iShares ESG Aware Aggressive Allocation ETF (EAOA). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BMAX.TO is traded in CAD, while EAOA is traded in USD. To make them comparable, the EAOA values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, BMAX.TO achieves a 9.27% return, which is significantly lower than EAOA's 11.33% return.

BMAX.TO

1D
-0.03%
1M
4.64%
YTD
9.27%
6M
9.79%
1Y
22.18%
3Y*
18.63%
5Y*
—
10Y*
—

EAOA

1D
-0.30%
1M
6.45%
YTD
11.33%
6M
10.02%
1Y
25.98%
3Y*
18.56%
5Y*
11.62%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

BMAX.TO vs. EAOA - Yearly Performance Comparison

2026 (YTD)2025202420232022
BMAX.TO
Brompton Enhanced Multi-Asset Income ETF		9.27%17.88%19.42%11.56%6.10%
EAOA
iShares ESG Aware Aggressive Allocation ETF		11.33%12.98%23.56%15.66%5.55%

Correlation

The correlation between BMAX.TO and EAOA is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.75

Correlation (3Y)
Calculated over the trailing 3-year period

0.70

Correlation (All Time)
Calculated using the full available price history since Oct 21, 2022

0.69

The correlation between BMAX.TO and EAOA has been stable across timeframes, ranging from 0.69 to 0.75 - a consistent structural relationship.

BMAX.TO vs. EAOA - Sectors Allocation Comparison

Sectors
BMAX.TO
EAOA

Financial Services

24.1%
13.5%

Technology

18.8%
28.9%

Healthcare

17.0%
6.8%

Industrials

13.0%
9.0%

Energy

7.0%
3.0%

Consumer Defensive

4.9%
3.7%

Utilities

4.4%
2.3%

Communication Services

4.3%
7.3%

Basic Materials

2.6%
2.4%

Consumer Cyclical

2.6%
7.7%

Real Estate

1.3%
1.6%

Financial Services

BMAX.TO
24.1%
EAOA
13.5%

Technology

BMAX.TO
18.8%
EAOA
28.9%

Healthcare

BMAX.TO
17.0%
EAOA
6.8%

Industrials

BMAX.TO
13.0%
EAOA
9.0%

Energy

BMAX.TO
7.0%
EAOA
3.0%

Consumer Defensive

BMAX.TO
4.9%
EAOA
3.7%

Utilities

BMAX.TO
4.4%
EAOA
2.3%

Communication Services

BMAX.TO
4.3%
EAOA
7.3%

Basic Materials

BMAX.TO
2.6%
EAOA
2.4%

Consumer Cyclical

BMAX.TO
2.6%
EAOA
7.7%

Real Estate

BMAX.TO
1.3%
EAOA
1.6%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Brompton Enhanced Multi-Asset Income ETF

iShares ESG Aware Aggressive Allocation ETF

Often compared with BMAX.TO:
BMAX.TO vs. HDIV.TOBMAX.TO vs. UTES.TOBMAX.TO vs. ZWQT.TOBMAX.TO vs. CLSA.TOBMAX.TO vs. BANK.TOBMAX.TO vs. HUTE.TOBMAX.TO vs. SPLT.TO
Often compared with EAOA:
EAOA vs. AOAEAOA vs. EAOREAOA vs. GDEEAOA vs. XNAVEAOA vs. ESGUEAOA vs. SPMOEAOA vs. FDEWX

Return for Risk

BMAX.TO vs. EAOA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BMAX.TO
BMAX.TO Risk / Return Rank: 5959
Overall Rank
BMAX.TO Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
BMAX.TO Sortino Ratio Rank: 6363
Sortino Ratio Rank
BMAX.TO Omega Ratio Rank: 6262
Omega Ratio Rank
BMAX.TO Calmar Ratio Rank: 4848
Calmar Ratio Rank
BMAX.TO Martin Ratio Rank: 5959
Martin Ratio Rank
EAOA
EAOA Risk / Return Rank: 6868
Overall Rank
EAOA Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
EAOA Sortino Ratio Rank: 7070
Sortino Ratio Rank
EAOA Omega Ratio Rank: 6868
Omega Ratio Rank
EAOA Calmar Ratio Rank: 6060
Calmar Ratio Rank
EAOA Martin Ratio Rank: 7171
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.

BMAX.TO vs. EAOA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brompton Enhanced Multi-Asset Income ETF (BMAX.TO) and iShares ESG Aware Aggressive Allocation ETF (EAOA). 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.

BMAX.TOEAOADifference
Sharpe ratioReturn per unit of total volatility
2.10
2.51

-0.41

Sortino ratioReturn per unit of downside risk
3.01
3.52

-0.51

Omega ratioGain probability vs. loss probability

1.38

1.48

-0.10

Calmar ratioReturn relative to maximum drawdown

2.38

3.92

-1.54

Martin ratioReturn relative to average drawdown

10.46

15.37

-4.91

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BMAX.TO vs. EAOA - Sharpe Ratio Comparison

The current BMAX.TO Sharpe Ratio is 2.10, which is comparable to the EAOA Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of BMAX.TO and EAOA, 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

BMAX.TOEAOADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.10

2.51

-0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

1.05

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.38

1.15

+0.23

Drawdowns

BMAX.TO vs. EAOA - Drawdown Comparison

The maximum BMAX.TO drawdown since its inception was -15.42%, smaller than the maximum EAOA drawdown of -19.89%. Use the drawdown chart below to compare losses from any high point for BMAX.TO and EAOA.

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Drawdown Indicators

BMAX.TOEAOADifference

Max Drawdown

Largest peak-to-trough decline

-15.42%

-19.89%

+4.47%

Max Drawdown (1Y)

Largest decline over 1 year

-9.35%

-6.65%

-2.70%

Max Drawdown (3Y)

Largest decline over 3 years

-15.42%

-14.17%

-1.25%

Max Drawdown (5Y)

Largest decline over 5 years

—

-19.89%

—

Current Drawdown

Current decline from peak

-0.96%

-0.30%

-0.66%

Average Drawdown

Average peak-to-trough decline

-1.90%

-4.12%

+2.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

1.69%

+0.44%

Volatility

BMAX.TO vs. EAOA - Volatility Comparison

Brompton Enhanced Multi-Asset Income ETF (BMAX.TO) and iShares ESG Aware Aggressive Allocation ETF (EAOA) have volatilities of 3.27% and 3.28%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

BMAX.TOEAOADifference

Volatility (1M)

Calculated over the trailing 1-month period

3.27%

3.28%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

8.81%

8.42%

+0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

10.62%

10.42%

+0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.13%

11.15%

+1.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.13%

10.98%

+2.15%

BMAX.TO vs. EAOA - Expense Ratio Comparison

BMAX.TO has a 2.62% expense ratio, which is higher than EAOA's 0.18% expense ratio.

Dividends

BMAX.TO vs. EAOA - Dividend Comparison

BMAX.TO's dividend yield for the trailing twelve months is around 9.59%, more than EAOA's 1.95% yield.

PositionTTM202520242023202220212020
BMAX.TO
Brompton Enhanced Multi-Asset Income ETF		9.59%9.70%9.64%9.55%2.41%0.00%0.00%
EAOA
iShares ESG Aware Aggressive Allocation ETF		1.95%2.10%2.09%2.21%1.93%1.48%1.12%

Frequently Asked Questions

BMAX.TO and EAOA have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

EAOA is cheaper with a 0.18% expense ratio, compared with 2.62% for BMAX.TO.

They also come from different issuers: Brompton Funds and iShares. Their fees differ too: 2.62% for BMAX.TO and 0.18% for EAOA.

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