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EAOA vs. EAOR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EAOA vs. EAOR - Performance Comparison

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

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EAOA vs. EAOR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
EAOA
iShares ESG Aware Aggressive Allocation ETF
-1.25%18.41%13.79%18.27%-17.76%14.52%19.79%
EAOR
iShares ESG Aware Growth Allocation ETF
-0.94%15.59%10.69%14.96%-16.66%10.51%15.00%

Returns By Period

In the year-to-date period, EAOA achieves a -1.25% return, which is significantly lower than EAOR's -0.94% return.


EAOA

1D
0.81%
1M
-4.05%
YTD
-1.25%
6M
0.95%
1Y
17.60%
3Y*
13.92%
5Y*
7.15%
10Y*

EAOR

1D
0.57%
1M
-3.47%
YTD
-0.94%
6M
0.91%
1Y
14.32%
3Y*
11.32%
5Y*
5.42%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EAOA vs. EAOR - Expense Ratio Comparison

Both EAOA and EAOR have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

EAOA vs. EAOR — Risk / Return Rank

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

EAOA
EAOA Risk / Return Rank: 6969
Overall Rank
EAOA Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
EAOA Sortino Ratio Rank: 7070
Sortino Ratio Rank
EAOA Omega Ratio Rank: 6969
Omega Ratio Rank
EAOA Calmar Ratio Rank: 6767
Calmar Ratio Rank
EAOA Martin Ratio Rank: 7373
Martin Ratio Rank

EAOR
EAOR Risk / Return Rank: 7171
Overall Rank
EAOR Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
EAOR Sortino Ratio Rank: 7272
Sortino Ratio Rank
EAOR Omega Ratio Rank: 7070
Omega Ratio Rank
EAOR Calmar Ratio Rank: 6868
Calmar Ratio Rank
EAOR Martin Ratio Rank: 7373
Martin Ratio Rank
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. EAOR - Risk-Adjusted Trends Comparison

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


EAOAEAORDifference

Sharpe ratio

Return per unit of total volatility

1.25

1.30

-0.04

Sortino ratio

Return per unit of downside risk

1.83

1.89

-0.06

Omega ratio

Gain probability vs. loss probability

1.26

1.27

-0.01

Calmar ratio

Return relative to maximum drawdown

1.81

1.88

-0.07

Martin ratio

Return relative to average drawdown

8.18

8.25

-0.07

EAOA vs. EAOR - Sharpe Ratio Comparison

The current EAOA Sharpe Ratio is 1.25, which is comparable to the EAOR Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of EAOA and EAOR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EAOAEAORDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

1.30

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.52

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.75

+0.04

Correlation

The correlation between EAOA and EAOR is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

EAOA vs. EAOR - Dividend Comparison

EAOA's dividend yield for the trailing twelve months is around 2.12%, less than EAOR's 2.47% yield.


TTM202520242023202220212020
EAOA
iShares ESG Aware Aggressive Allocation ETF
2.12%2.10%2.09%2.21%1.93%1.48%1.12%
EAOR
iShares ESG Aware Growth Allocation ETF
2.47%2.45%2.52%2.39%1.99%1.39%1.07%

Drawdowns

EAOA vs. EAOR - Drawdown Comparison

The maximum EAOA drawdown since its inception was -25.06%, which is greater than EAOR's maximum drawdown of -22.91%. Use the drawdown chart below to compare losses from any high point for EAOA and EAOR.


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Drawdown Indicators


EAOAEAORDifference

Max Drawdown

Largest peak-to-trough decline

-25.06%

-22.91%

-2.15%

Max Drawdown (1Y)

Largest decline over 1 year

-9.98%

-7.80%

-2.18%

Max Drawdown (5Y)

Largest decline over 5 years

-25.06%

-22.91%

-2.15%

Current Drawdown

Current decline from peak

-5.15%

-4.26%

-0.89%

Average Drawdown

Average peak-to-trough decline

-5.44%

-5.18%

-0.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

1.77%

+0.44%

Volatility

EAOA vs. EAOR - Volatility Comparison

iShares ESG Aware Aggressive Allocation ETF (EAOA) has a higher volatility of 5.24% compared to iShares ESG Aware Growth Allocation ETF (EAOR) at 4.20%. This indicates that EAOA'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


EAOAEAORDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.24%

4.20%

+1.04%

Volatility (6M)

Calculated over the trailing 6-month period

8.43%

6.61%

+1.82%

Volatility (1Y)

Calculated over the trailing 1-year period

14.10%

11.10%

+3.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.19%

10.46%

+2.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.17%

10.41%

+2.76%