EAOA vs. ESGU
Compare and contrast key facts about iShares ESG Aware Aggressive Allocation ETF (EAOA) and iShares ESG MSCI USA ETF (ESGU).
EAOA and ESGU 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. ESGU is a passively managed fund by iShares that tracks the performance of the MSCI USA ESG Focus Index. It was launched on Dec 1, 2016. Both EAOA and ESGU are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EAOA or ESGU.
Key characteristics
| EAOA | ESGU | |
|---|---|---|
| YTD Return | 15.46% | 26.48% |
| 1Y Return | 23.09% | 35.07% |
| 3Y Return (Ann) | 3.77% | 8.66% |
| Sharpe Ratio | 2.56 | 3.04 |
| Sortino Ratio | 3.61 | 4.05 |
| Omega Ratio | 1.48 | 1.57 |
| Calmar Ratio | 2.67 | 4.43 |
| Martin Ratio | 16.54 | 19.97 |
| Ulcer Index | 1.55% | 1.90% |
| Daily Std Dev | 10.03% | 12.49% |
| Max Drawdown | -25.06% | -33.87% |
| Current Drawdown | -0.98% | -0.33% |
Correlation
The correlation between EAOA and ESGU is 0.96, 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.
Performance
EAOA vs. ESGU - Performance Comparison
In the year-to-date period, EAOA achieves a 15.46% return, which is significantly lower than ESGU's 26.48% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EAOA vs. ESGU - Expense Ratio Comparison
EAOA has a 0.18% expense ratio, which is higher than ESGU's 0.15% 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%.
Risk-Adjusted Performance
EAOA vs. ESGU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware Aggressive Allocation ETF (EAOA) and iShares ESG MSCI USA ETF (ESGU). 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.
Dividends
EAOA vs. ESGU - Dividend Comparison
EAOA's dividend yield for the trailing twelve months is around 2.01%, more than ESGU's 1.10% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
EAOA iShares ESG Aware Aggressive Allocation ETF | 2.01% | 2.21% | 1.93% | 1.48% | 1.12% | 0.00% | 0.00% | 0.00% |
ESGU iShares ESG MSCI USA ETF | 1.10% | 1.43% | 1.58% | 1.06% | 1.27% | 1.32% | 1.81% | 1.82% |
Drawdowns
EAOA vs. ESGU - Drawdown Comparison
The maximum EAOA drawdown since its inception was -25.06%, smaller than the maximum ESGU drawdown of -33.87%. Use the drawdown chart below to compare losses from any high point for EAOA and ESGU. For additional features, visit the drawdowns tool.
Volatility
EAOA vs. ESGU - Volatility Comparison
The current volatility for iShares ESG Aware Aggressive Allocation ETF (EAOA) is 2.67%, while iShares ESG MSCI USA ETF (ESGU) has a volatility of 3.87%. This indicates that EAOA experiences smaller price fluctuations and is considered to be less risky than ESGU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.