EAOA vs. MDAA
EAOA (iShares ESG Aware Aggressive Allocation ETF) and MDAA (Myriad Dynamic Asset Allocation ETF) are both Diversified Portfolio funds. EAOA is passively managed, while MDAA is actively managed. Their correlation of 0.91 suggests significant overlap in exposure. EAOA charges 0.18%/yr vs 0.97%/yr for MDAA.
Performance
EAOA vs. MDAA - Performance Comparison
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Returns By Period
In the year-to-date period, EAOA achieves a 9.93% return, which is significantly lower than MDAA's 22.13% return.
EAOA
- 1D
- -0.71%
- 1M
- 4.36%
- YTD
- 9.93%
- 6M
- 10.44%
- 1Y
- 24.37%
- 3Y*
- 17.20%
- 5Y*
- 8.52%
- 10Y*
- —
MDAA
- 1D
- -1.11%
- 1M
- 8.24%
- YTD
- 22.13%
- 6M
- 22.52%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EAOA vs. MDAA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
EAOA iShares ESG Aware Aggressive Allocation ETF | 9.93% | 1.87% |
MDAA Myriad Dynamic Asset Allocation ETF | 22.13% | -0.27% |
Correlation
The correlation between EAOA and MDAA is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 6, 2025 | 0.91 |
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Return for Risk
EAOA vs. MDAA — Risk / Return Rank
EAOA
MDAA
EAOA vs. MDAA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware Aggressive Allocation ETF (EAOA) and Myriad Dynamic Asset Allocation ETF (MDAA). 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.
| EAOA | MDAA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| 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. | |||
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Sharpe Ratios by Period
| EAOA | MDAA | Difference | |
|---|---|---|---|
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 | 1.47 | -0.54 |
Drawdowns
EAOA vs. MDAA - Drawdown Comparison
The maximum EAOA drawdown since its inception was -25.06%, which is greater than MDAA's maximum drawdown of -14.59%. Use the drawdown chart below to compare losses from any high point for EAOA and MDAA.
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Drawdown Indicators
| EAOA | MDAA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.06% | -14.59% | -10.47% |
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 | -0.71% | -1.11% | +0.40% |
Average DrawdownAverage peak-to-trough decline | -5.31% | -2.93% | -2.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.84% | — | — |
Volatility
EAOA vs. MDAA - Volatility Comparison
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Volatility by Period
| EAOA | MDAA | Difference | |
|---|---|---|---|
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% | 23.89% | -13.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.25% | 23.89% | -10.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.14% | 23.89% | -10.75% |
EAOA vs. MDAA - Expense Ratio Comparison
EAOA has a 0.18% expense ratio, which is lower than MDAA's 0.97% expense ratio.
Dividends
EAOA vs. MDAA - Dividend Comparison
EAOA's dividend yield for the trailing twelve months is around 1.95%, more than MDAA's 0.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
EAOA iShares ESG Aware Aggressive Allocation ETF | 1.95% | 2.10% | 2.09% | 2.21% | 1.93% | 1.48% | 1.12% |
MDAA Myriad Dynamic Asset Allocation ETF | 0.38% | 0.46% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.91, EAOA and MDAA move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, EAOA is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EAOA is cheaper with a 0.18% expense ratio, compared with 0.97% for MDAA.
EAOA has the higher dividend yield at 1.95%, compared with 0.38% for MDAA.
They also come from different issuers: iShares and Myriad. Their fees differ too: 0.18% for EAOA and 0.97% for MDAA.
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