CEFS vs. EAOR
Compare and contrast key facts about Saba Closed-End Funds ETF (CEFS) and iShares ESG Aware Growth Allocation ETF (EAOR).
CEFS and EAOR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CEFS is an actively managed fund by Exchange Traded Concepts. It was launched on Mar 21, 2017. EAOR is a passively managed fund by iShares that tracks the performance of the BlackRock ESG Aware Growth Allocation Index. It was launched on Jun 12, 2020.
Performance
CEFS vs. EAOR - Performance Comparison
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CEFS vs. EAOR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
CEFS Saba Closed-End Funds ETF | 1.14% | 16.67% | 23.48% | 20.99% | -7.08% | 17.86% | 15.06% |
EAOR iShares ESG Aware Growth Allocation ETF | -1.51% | 15.59% | 10.69% | 14.96% | -16.66% | 10.51% | 15.00% |
Returns By Period
In the year-to-date period, CEFS achieves a 1.14% return, which is significantly higher than EAOR's -1.51% return.
CEFS
- 1D
- 1.47%
- 1M
- -1.73%
- YTD
- 1.14%
- 6M
- 4.69%
- 1Y
- 15.76%
- 3Y*
- 17.63%
- 5Y*
- 11.90%
- 10Y*
- —
EAOR
- 1D
- 1.89%
- 1M
- -4.45%
- YTD
- -1.51%
- 6M
- 0.75%
- 1Y
- 13.98%
- 3Y*
- 11.11%
- 5Y*
- 5.30%
- 10Y*
- —
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CEFS vs. EAOR - Expense Ratio Comparison
CEFS has a 3.80% expense ratio, which is higher than EAOR's 0.18% expense ratio.
Return for Risk
CEFS vs. EAOR — Risk / Return Rank
CEFS
EAOR
CEFS vs. EAOR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Saba Closed-End Funds ETF (CEFS) and iShares ESG Aware Growth Allocation ETF (EAOR). 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.
| CEFS | EAOR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.20 | 1.27 | -0.07 |
Sortino ratioReturn per unit of downside risk | 1.65 | 1.85 | -0.20 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.27 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.66 | 1.81 | -0.16 |
Martin ratioReturn relative to average drawdown | 8.02 | 8.06 | -0.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CEFS | EAOR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.20 | 1.27 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.51 | +0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.74 | -0.03 |
Correlation
The correlation between CEFS and EAOR is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
CEFS vs. EAOR - Dividend Comparison
CEFS's dividend yield for the trailing twelve months is around 7.89%, more than EAOR's 2.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CEFS Saba Closed-End Funds ETF | 7.89% | 7.84% | 8.79% | 9.20% | 11.32% | 10.73% | 8.61% | 8.10% | 10.43% | 5.02% |
EAOR iShares ESG Aware Growth Allocation ETF | 2.48% | 2.45% | 2.52% | 2.39% | 1.99% | 1.39% | 1.07% | 0.00% | 0.00% | 0.00% |
Drawdowns
CEFS vs. EAOR - Drawdown Comparison
The maximum CEFS drawdown since its inception was -38.99%, which is greater than EAOR's maximum drawdown of -22.91%. Use the drawdown chart below to compare losses from any high point for CEFS and EAOR.
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Drawdown Indicators
| CEFS | EAOR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.99% | -22.91% | -16.08% |
Max Drawdown (1Y)Largest decline over 1 year | -9.80% | -7.80% | -2.00% |
Max Drawdown (5Y)Largest decline over 5 years | -16.85% | -22.91% | +6.06% |
Current DrawdownCurrent decline from peak | -2.33% | -4.80% | +2.47% |
Average DrawdownAverage peak-to-trough decline | -3.73% | -5.18% | +1.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.03% | 1.75% | +0.28% |
Volatility
CEFS vs. EAOR - Volatility Comparison
Saba Closed-End Funds ETF (CEFS) has a higher volatility of 4.95% compared to iShares ESG Aware Growth Allocation ETF (EAOR) at 4.28%. This indicates that CEFS's price experiences larger fluctuations and is considered to be riskier than EAOR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CEFS | EAOR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.95% | 4.28% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 7.60% | 6.59% | +1.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.22% | 11.09% | +2.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.00% | 10.46% | +2.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.38% | 10.41% | +4.97% |