EAOA vs. CEFS
Compare and contrast key facts about iShares ESG Aware Aggressive Allocation ETF (EAOA) and Saba Closed-End Funds ETF (CEFS).
EAOA and CEFS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EAOA is a passively managed fund by iShares that tracks the performance of the BlackRock ESG Aware Aggressive Allocation Index. It was launched on Jun 12, 2020. CEFS is an actively managed fund by Exchange Traded Concepts. It was launched on Mar 21, 2017.
Performance
EAOA vs. CEFS - Performance Comparison
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EAOA vs. CEFS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EAOA iShares ESG Aware Aggressive Allocation ETF | -2.04% | 18.41% | 13.79% | 18.27% | -17.76% | 14.52% | 19.79% |
CEFS Saba Closed-End Funds ETF | -0.33% | 16.67% | 23.48% | 20.99% | -7.08% | 17.86% | 15.06% |
Returns By Period
In the year-to-date period, EAOA achieves a -2.04% return, which is significantly lower than CEFS's -0.33% return.
EAOA
- 1D
- 2.46%
- 1M
- -5.32%
- YTD
- -2.04%
- 6M
- 0.54%
- 1Y
- 17.09%
- 3Y*
- 13.62%
- 5Y*
- 6.98%
- 10Y*
- —
CEFS
- 1D
- 2.04%
- 1M
- -2.99%
- YTD
- -0.33%
- 6M
- 3.31%
- 1Y
- 14.56%
- 3Y*
- 17.06%
- 5Y*
- 11.58%
- 10Y*
- —
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EAOA vs. CEFS - Expense Ratio Comparison
EAOA has a 0.18% expense ratio, which is lower than CEFS's 3.80% expense ratio.
Return for Risk
EAOA vs. CEFS — Risk / Return Rank
EAOA
CEFS
EAOA vs. CEFS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware Aggressive Allocation ETF (EAOA) and Saba Closed-End Funds ETF (CEFS). 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.
| EAOA | CEFS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.22 | 1.11 | +0.11 |
Sortino ratioReturn per unit of downside risk | 1.78 | 1.54 | +0.25 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.25 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.74 | 1.43 | +0.31 |
Martin ratioReturn relative to average drawdown | 7.95 | 6.94 | +1.01 |
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
| EAOA | CEFS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | 1.11 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.90 | -0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.70 | +0.09 |
Correlation
The correlation between EAOA and CEFS is 0.60, 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
EAOA vs. CEFS - Dividend Comparison
EAOA's dividend yield for the trailing twelve months is around 2.14%, less than CEFS's 8.01% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EAOA iShares ESG Aware Aggressive Allocation ETF | 2.14% | 2.10% | 2.09% | 2.21% | 1.93% | 1.48% | 1.12% | 0.00% | 0.00% | 0.00% |
CEFS Saba Closed-End Funds ETF | 8.01% | 7.84% | 8.79% | 9.20% | 11.32% | 10.73% | 8.61% | 8.10% | 10.43% | 5.02% |
Drawdowns
EAOA vs. CEFS - Drawdown Comparison
The maximum EAOA drawdown since its inception was -25.06%, smaller than the maximum CEFS drawdown of -38.99%. Use the drawdown chart below to compare losses from any high point for EAOA and CEFS.
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Drawdown Indicators
| EAOA | CEFS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.06% | -38.99% | +13.93% |
Max Drawdown (1Y)Largest decline over 1 year | -9.98% | -9.80% | -0.18% |
Max Drawdown (5Y)Largest decline over 5 years | -25.06% | -16.85% | -8.21% |
Current DrawdownCurrent decline from peak | -5.91% | -3.75% | -2.16% |
Average DrawdownAverage peak-to-trough decline | -5.44% | -3.73% | -1.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 2.02% | +0.16% |
Volatility
EAOA vs. CEFS - Volatility Comparison
iShares ESG Aware Aggressive Allocation ETF (EAOA) has a higher volatility of 5.33% compared to Saba Closed-End Funds ETF (CEFS) at 4.75%. This indicates that EAOA's price experiences larger fluctuations and is considered to be riskier than CEFS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EAOA | CEFS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.33% | 4.75% | +0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 8.40% | 7.46% | +0.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.08% | 13.15% | +0.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.19% | 12.99% | +0.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.17% | 15.38% | -2.21% |