EAOA vs. CTAP
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 0.26 correlation, their price movements are largely independent. EAOA charges 0.18%/yr vs 0.10%/yr for CTAP.
Performance
EAOA vs. CTAP - Performance Comparison
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Returns By Period
In the year-to-date period, EAOA achieves a 8.74% return, which is significantly higher than CTAP's 4.10% return.
EAOA
- 1D
- 0.34%
- 1M
- -0.55%
- YTD
- 8.74%
- 6M
- 7.93%
- 1Y
- 20.90%
- 3Y*
- 16.60%
- 5Y*
- 8.15%
- 10Y*
- —
CTAP
- 1D
- 0.50%
- 1M
- -14.15%
- YTD
- 4.10%
- 6M
- 2.69%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EAOA vs. CTAP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
EAOA iShares ESG Aware Aggressive Allocation ETF | 8.74% | 0.64% |
CTAP Simplify US Equity PLUS Managed Futures Strategy ETF | 4.10% | 2.22% |
Correlation
The correlation between EAOA and CTAP is 0.26, 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 9, 2025 | 0.26 |
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Return for Risk
EAOA vs. CTAP — Risk / Return Rank
EAOA
CTAP
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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.
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.
| EAOA | CTAP | Difference | |
|---|---|---|---|
| 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 | — | — |
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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 -18.86%. Use the drawdown chart below to compare losses from any high point for EAOA and CTAP.
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Drawdown Indicators
| EAOA | CTAP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.06% | -18.86% | -6.20% |
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 DrawdownCurrent decline from peak | -1.78% | -18.45% | +16.67% |
Average DrawdownAverage peak-to-trough decline | -5.27% | -3.33% | -1.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.89% | — | — |
Volatility
EAOA vs. CTAP - Volatility Comparison
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Volatility by Period
| EAOA | CTAP | Difference | |
|---|---|---|---|
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% | 24.56% | -13.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.36% | 24.56% | -11.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.19% | 24.56% | -11.37% |
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 1.97%, more than CTAP's 1.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
CTAP Simplify US Equity PLUS Managed Futures Strategy ETF | 1.91% | 0.00% | 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
EAOA and CTAP have a correlation of 0.26, 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 1.97%, compared with 1.91% 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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