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EAOA vs. CTAP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EAOA vs. CTAP

Last updated Jun 4, 2026

EAOA (iShares ESG Aware Aggressive Allocation ETF) and CTAP (Simplify US Equity PLUS Managed Futures Strategy ETF) are both Diversified Portfolio funds. EAOA is passively managed, while CTAP is actively managed. At a 0.20 correlation, their price movements are largely independent. EAOA charges 0.18%/yr vs 0.10%/yr for CTAP.

Performance

EAOA vs. CTAP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Aware Aggressive Allocation ETF (EAOA) and Simplify US Equity PLUS Managed Futures Strategy ETF (CTAP). 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 9.93% return, which is significantly lower than CTAP's 21.95% return.

EAOA

1D
-0.71%
1M
4.36%
YTD
9.93%
6M
10.44%
1Y
24.37%
3Y*
17.20%
5Y*
8.52%
10Y*
—

CTAP

1D
-0.32%
1M
-3.24%
YTD
21.95%
6M
—
1Y
—
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

EAOA vs. CTAP - Yearly Performance Comparison

2026 (YTD)2025
EAOA
iShares ESG Aware Aggressive Allocation ETF		9.93%0.62%
CTAP
Simplify US Equity PLUS Managed Futures Strategy ETF		21.95%2.44%

Correlation

The correlation between EAOA and CTAP is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 10, 2025

0.20

EAOA vs. CTAP - Sectors Allocation Comparison

Sectors
EAOA
CTAP

Technology

28.9%

-

Financial Services

13.5%
49.3%

Industrials

9.0%

-

Consumer Cyclical

7.7%

-

Communication Services

7.3%

-

Healthcare

6.8%

-

Consumer Defensive

3.7%

-

Energy

3.0%

-

Basic Materials

2.4%

-

Utilities

2.3%

-

Real Estate

1.6%

-

Technology

EAOA
28.9%
CTAP

-

Financial Services

EAOA
13.5%
CTAP
49.3%

Industrials

EAOA
9.0%
CTAP

-

Consumer Cyclical

EAOA
7.7%
CTAP

-

Communication Services

EAOA
7.3%
CTAP

-

Healthcare

EAOA
6.8%
CTAP

-

Consumer Defensive

EAOA
3.7%
CTAP

-

Energy

EAOA
3.0%
CTAP

-

Basic Materials

EAOA
2.4%
CTAP

-

Utilities

EAOA
2.3%
CTAP

-

Real Estate

EAOA
1.6%
CTAP

-

Compare stocks, funds, or ETFs

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iShares ESG Aware Aggressive Allocation ETF

Simplify US Equity PLUS Managed Futures Strategy ETF

Often compared with EAOA:
EAOA vs. AOAEAOA vs. EAOREAOA vs. GDEEAOA vs. XNAVEAOA vs. ESGUEAOA vs. SPMOEAOA vs. FDEWX
Often compared with CTAP:
CTAP vs. RSSTCTAP vs. CTACTAP vs. TSPXCTAP vs. RAACTAP vs. RSSBCTAP vs. VOOCTAP vs. ESBG

Return for Risk

EAOA vs. CTAP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
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
CTAP
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. CTAP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware Aggressive Allocation ETF (EAOA) and Simplify US Equity PLUS Managed Futures Strategy ETF (CTAP). 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.

EAOACTAPDifference
Sharpe ratioReturn per unit of total volatility
2.28

—

—

Sortino ratioReturn per unit of downside risk
3.21

—

—

Omega ratioGain probability vs. loss probability

1.41

—

—

Calmar ratioReturn relative to maximum drawdown

3.00

—

—

Martin ratioReturn relative to average drawdown

13.30

—

—

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

EAOA vs. CTAP - Sharpe Ratio Comparison

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Sharpe Ratios by Period

EAOACTAPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.28

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.93

2.50

-1.57

Drawdowns

EAOA vs. CTAP - Drawdown Comparison

The maximum EAOA drawdown since its inception was -25.06%, which is greater than CTAP's maximum drawdown of -9.02%. Use the drawdown chart below to compare losses from any high point for EAOA and CTAP.

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Drawdown Indicators

EAOACTAPDifference

Max Drawdown

Largest peak-to-trough decline

-25.06%

-9.02%

-16.04%

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

-0.71%

-4.47%

+3.76%

Average Drawdown

Average peak-to-trough decline

-5.31%

-2.18%

-3.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.84%

—

—

Volatility

EAOA vs. CTAP - Volatility Comparison

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Volatility by Period

EAOACTAPDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.39%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

8.64%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

10.75%

23.94%

-13.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.25%

23.94%

-10.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.14%

23.94%

-10.80%

EAOA vs. CTAP - Expense Ratio Comparison

EAOA has a 0.18% expense ratio, which is higher than CTAP's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

EAOA vs. CTAP - Dividend Comparison

EAOA's dividend yield for the trailing twelve months is around 1.95%, more than CTAP's 0.65% yield.

PositionTTM202520242023202220212020
CTAP
Simplify US Equity PLUS Managed Futures Strategy ETF		0.65%0.00%0.00%0.00%0.00%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

EAOA and CTAP have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CTAP is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CTAP is cheaper with a 0.10% expense ratio, compared with 0.18% for EAOA.

EAOA has the higher dividend yield at 1.95%, compared with 0.65% for CTAP.

They also come from different issuers: iShares and Simplify. Their fees differ too: 0.18% for EAOA and 0.10% for CTAP.

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