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EAOA vs. AAAA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EAOA vs. AAAA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Aware Aggressive Allocation ETF (EAOA) and Amplius Aggressive Asset Allocation ETF (AAAA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EAOA achieves a 8.74% return, which is significantly lower than AAAA's 10.31% return.


EAOA

1D
0.34%
1M
-0.55%
YTD
8.74%
6M
7.93%
1Y
20.90%
3Y*
16.60%
5Y*
8.15%
10Y*

AAAA

1D
0.24%
1M
-1.33%
YTD
10.31%
6M
9.23%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EAOA vs. AAAA - Yearly Performance Comparison


Correlation

The correlation between EAOA and AAAA is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 16, 2025

0.97

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Return for Risk

EAOA vs. AAAA — Risk / Return Rank

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

EAOA
EAOA Risk / Return Rank: 6464
Overall Rank
EAOA Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
EAOA Sortino Ratio Rank: 6464
Sortino Ratio Rank
EAOA Omega Ratio Rank: 6464
Omega Ratio Rank
EAOA Calmar Ratio Rank: 6060
Calmar Ratio Rank
EAOA Martin Ratio Rank: 6969
Martin Ratio Rank

AAAA

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

EAOA vs. AAAA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware Aggressive Allocation ETF (EAOA) and Amplius Aggressive Asset Allocation ETF (AAAA). 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.


EAOAAAAADifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.34

Calmar ratioReturn relative to maximum drawdown

2.57

Martin ratioReturn relative to average drawdown

11.07

EAOA vs. AAAA - Sharpe Ratio Comparison


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Drawdowns

EAOA vs. AAAA - Drawdown Comparison

The maximum EAOA drawdown since its inception was -25.06%, which is greater than AAAA's maximum drawdown of -7.83%. Use the drawdown chart below to compare losses from any high point for EAOA and AAAA.


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Drawdown Indicators


EAOAAAAADifference

Max Drawdown

Largest peak-to-trough decline

-25.06%

-7.83%

-17.23%

Max Drawdown (1Y)

Largest decline over 1 year

-8.17%

Max Drawdown (3Y)

Largest decline over 3 years

-13.84%

Max Drawdown (5Y)

Largest decline over 5 years

-25.06%

Current Drawdown

Current decline from peak

-1.78%

-2.40%

+0.62%

Average Drawdown

Average peak-to-trough decline

-5.27%

-1.05%

-4.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.89%

Volatility

EAOA vs. AAAA - Volatility Comparison


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Volatility by Period


EAOAAAAADifference

Volatility (1M)

Calculated over the trailing 1-month period

4.52%

Volatility (6M)

Calculated over the trailing 6-month period

9.49%

Volatility (1Y)

Calculated over the trailing 1-year period

11.38%

11.82%

-0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.36%

11.82%

+1.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.19%

11.82%

+1.37%

EAOA vs. AAAA - Expense Ratio Comparison

EAOA has a 0.18% expense ratio, which is lower than AAAA's 0.49% expense ratio.


Dividends

EAOA vs. AAAA - Dividend Comparison

EAOA's dividend yield for the trailing twelve months is around 1.97%, more than AAAA's 0.80% yield.


PositionTTM202520242023202220212020
AAAA
Amplius Aggressive Asset Allocation ETF
0.80%0.79%0.00%0.00%0.00%0.00%0.00%
EAOA
iShares ESG Aware Aggressive Allocation ETF
1.97%2.10%2.09%2.21%1.93%1.48%1.12%

Frequently Asked Questions


With a correlation of 0.97, EAOA and AAAA 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.

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 0.49% for AAAA.

EAOA has the higher dividend yield at 1.97%, compared with 0.80% for AAAA.

They also come from different issuers: iShares and Amplius. Their fees differ too: 0.18% for EAOA and 0.49% for AAAA.

Portfolio Optimizer

Find the right allocation for EAOA and AAAA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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