EAOA vs. GDE
EAOA (iShares ESG Aware Aggressive Allocation ETF) and GDE (WisdomTree Efficient Gold Plus Equity Strategy Fund) are both exchange-traded funds - EAOA is a Diversified Portfolio fund tracking the BlackRock ESG Aware Aggressive Allocation Index, while GDE is a Gold fund actively managed by WisdomTree. EAOA is passively managed, while GDE is actively managed. Over the past 3 years, EAOA returned 15.23%/yr vs 38.84%/yr for GDE. Their 0.69 correlation means they have sometimes moved together and sometimes differently. EAOA charges 0.18%/yr vs 0.20%/yr for GDE.
Performance
EAOA vs. GDE - Performance Comparison
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Returns By Period
In the year-to-date period, EAOA achieves a 9.37% return, which is significantly higher than GDE's -0.84% return.
EAOA
- 1D
- 0.37%
- 1M
- -0.07%
- 6M
- 6.89%
- YTD
- 9.37%
- 1Y
- 19.83%
- 3Y*
- 15.23%
- 5Y*
- 8.17%
- 10Y*
- —
- ALL TIME*
- 11.69%
GDE
- 1D
- -0.71%
- 1M
- -1.55%
- 6M
- -11.26%
- YTD
- -0.84%
- 1Y
- 33.38%
- 3Y*
- 38.84%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 29.08%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $23.58K | $40.91K | $70.98K | |
| $4.75M | $8.80M | $9.79M |
EAOA vs. GDE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
EAOA iShares ESG Aware Aggressive Allocation ETF | 9.37% | 18.41% | 13.79% | 18.27% | -10.28% |
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | -0.84% | 73.76% | 44.79% | 33.85% | -8.58% |
Correlation
The correlation between EAOA and GDE is 0.67, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.67 |
Correlation (3Y) Balances recent behavior with more history. | 0.65 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 2022 | 0.69 |
The correlation between EAOA and GDE has been stable across timeframes, ranging from 0.65 to 0.69 - a consistent structural relationship.
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Return for Risk
EAOA vs. GDE — Risk / Return Rank
EAOA
GDE
EAOA vs. GDE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware Aggressive Allocation ETF (EAOA) and WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE). 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 | GDE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.52 | ||
| Sortino ratioReturn per unit of downside risk | +0.79 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.21 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.30 | 1.49 | +0.81 |
| Martin ratioReturn relative to average drawdown | 9.67 | 3.27 | +6.40 |
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Drawdowns
EAOA vs. GDE - Drawdown Comparison
The maximum EAOA drawdown since its inception was -25.06%, smaller than the maximum GDE drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for EAOA and GDE.
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Drawdown Indicators
| EAOA | GDE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.06% | -32.01% | +6.95% |
Max Drawdown (1Y)Largest decline over 1 year | -8.17% | -22.66% | +14.49% |
Max Drawdown (3Y)Largest decline over 3 years | -13.84% | -22.66% | +8.82% |
Max Drawdown (5Y)Largest decline over 5 years | -25.06% | — | — |
Current DrawdownCurrent decline from peak | -1.22% | -19.77% | +18.55% |
Average DrawdownAverage peak-to-trough decline | -5.21% | -8.25% | +3.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.94% | 10.30% | -8.36% |
Volatility
EAOA vs. GDE - Volatility Comparison
The current volatility for iShares ESG Aware Aggressive Allocation ETF (EAOA) is 3.36%, while WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) has a volatility of 7.99%. This indicates that EAOA experiences smaller price fluctuations and is considered to be less risky than GDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EAOA | GDE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.36% | 7.99% | -4.63% |
Volatility (6M)Calculated over the trailing 6-month period | 9.76% | 26.11% | -16.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.73% | 31.06% | -19.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.39% | 27.12% | -13.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.16% | 27.12% | -13.96% |
EAOA vs. GDE - Expense Ratio Comparison
EAOA has a 0.18% expense ratio, which is lower than GDE's 0.20% expense ratio. Despite the difference, 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. GDE - Dividend Comparison
EAOA's dividend yield for the trailing twelve months is around 1.99%, less than GDE's 4.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
EAOA iShares ESG Aware Aggressive Allocation ETF | 1.99% | 2.10% | 2.09% | 2.21% | 1.93% | 1.48% | 1.12% |
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 4.36% | 4.32% | 7.14% | 2.22% | 0.81% | 0.00% | 0.00% |
Frequently Asked Questions
EAOA and GDE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GDE has higher volatility (7.99%) compared to EAOA (3.36%). In terms of maximum drawdown, EAOA dropped -25.06% vs GDE's -32.01%.
On 3-year performance, GDE leads with 38.84% vs 15.23% for EAOA. On fees, EAOA is cheaper at 0.18% per year. On volatility, EAOA has been the lower-risk option at 3.36%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, GDE has performed better with a 38.84% return vs 15.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EAOA is cheaper with a 0.18% expense ratio, compared with 0.20% for GDE.
GDE has the higher dividend yield at 4.36%, compared with 1.99% for EAOA.
EAOA is categorized as Diversified Portfolio, while GDE is Gold. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.18% for EAOA and 0.20% for GDE.
EAOA currently has the higher Sharpe Ratio (1.60 vs 1.09), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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