EAOA vs. MFUL

Last updated Jun 4, 2026

EAOA (iShares ESG Aware Aggressive Allocation ETF) and MFUL (Mindful Conservative ETF) are both Diversified Portfolio funds. EAOA is passively managed, while MFUL is actively managed. Over the past 3 years, EAOA returned 17.20%/yr vs 4.96%/yr for MFUL. A 0.71 correlation means they provide meaningful diversification when combined. EAOA charges 0.18%/yr vs 1.10%/yr for MFUL.

Performance

EAOA vs. MFUL - Performance Comparison

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

Returns By Period

In the year-to-date period, EAOA achieves a 9.93% return, which is significantly higher than MFUL's 3.28% return.

EAOA

• 1D: -0.71%
• 1M: 4.36%
• YTD: 9.93%
• 6M: 10.44%
• 1Y: 24.37%
• 3Y*: 17.20%
• 5Y*: 8.52%
• 10Y*: —

MFUL

• 1D: -0.28%
• 1M: 1.45%
• YTD: 3.28%
• 6M: 3.33%
• 1Y: 7.13%
• 3Y*: 4.96%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

EAOA vs. MFUL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
EAOA iShares ESG Aware Aggressive Allocation ETF	9.93%	18.41%	13.79%	18.27%	-17.76%	-0.35%
MFUL Mindful Conservative ETF	3.28%	4.51%	5.36%	2.24%	-12.46%	-1.61%

Correlation

The correlation between EAOA and MFUL is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.92
Correlation (3Y) Calculated over the trailing 3-year period	0.84
Correlation (All Time) Calculated using the full available price history since Nov 4, 2021	0.71

Over the past year, EAOA and MFUL have become more correlated (0.92) than their long-term average of 0.71, meaning their price movements have been converging.

EAOA vs. MFUL - Sectors Allocation Comparison

Sectors	EAOA	MFUL
Technology	28.9%	25.8%
Financial Services	13.5%	10.7%
Industrials	9.0%	9.9%
Consumer Cyclical	7.7%	8.7%
Communication Services	7.3%	8.4%
Healthcare	6.8%	8.4%
Consumer Defensive	3.7%	6.7%
Energy	3.0%	8.0%
Basic Materials	2.4%	5.5%
Utilities	2.3%	5.5%
Real Estate	1.6%	2.4%

Return for Risk

EAOA vs. MFUL — Risk / Return Rank

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

EAOA

EAOA Risk / Return Rank: 68
EAOA Sharpe Ratio Rank: 69
EAOA Sortino Ratio Rank: 70
EAOA Omega Ratio Rank: 68
EAOA Calmar Ratio Rank: 60
EAOA Martin Ratio Rank: 71

MFUL

MFUL Risk / Return Rank: 52
MFUL Sharpe Ratio Rank: 54
MFUL Sortino Ratio Rank: 54
MFUL Omega Ratio Rank: 58
MFUL Calmar Ratio Rank: 43
MFUL Martin Ratio Rank: 50

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. MFUL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware Aggressive Allocation ETF (EAOA) and Mindful Conservative ETF (MFUL). 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	MFUL	Difference
Sharpe ratio: Return per unit of total volatility	2.28	1.82	+0.46
Sortino ratio: Return per unit of downside risk	3.21	2.59	+0.63
Omega ratio: Gain probability vs. loss probability	1.41	1.35	+0.06
Calmar ratio: Return relative to maximum drawdown	3.00	2.13	+0.87
Martin ratio: Return relative to average drawdown	13.30	8.24	+5.06
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EAOA vs. MFUL - Sharpe Ratio Comparison

The current EAOA Sharpe Ratio is 2.28, which is comparable to the MFUL Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of EAOA and MFUL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	EAOA	MFUL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.28	1.82	+0.46
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	0.01	+0.92

Drawdowns

EAOA vs. MFUL - Drawdown Comparison

The maximum EAOA drawdown since its inception was -25.06%, which is greater than MFUL's maximum drawdown of -16.41%. Use the drawdown chart below to compare losses from any high point for EAOA and MFUL.

Drawdown Indicators

	EAOA	MFUL	Difference
Max Drawdown Largest peak-to-trough decline	-25.06%	-16.41%	-8.65%
Max Drawdown (1Y) Largest decline over 1 year	-8.17%	-3.36%	-4.81%
Max Drawdown (3Y) Largest decline over 3 years	-13.84%	-4.74%	-9.10%
Max Drawdown (5Y) Largest decline over 5 years	-25.06%	—	—
Current Drawdown Current decline from peak	-0.71%	-0.46%	-0.25%
Average Drawdown Average peak-to-trough decline	-5.31%	-9.50%	+4.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.84%	0.87%	+0.97%

Volatility

EAOA vs. MFUL - Volatility Comparison

iShares ESG Aware Aggressive Allocation ETF (EAOA) has a higher volatility of 3.39% compared to Mindful Conservative ETF (MFUL) at 1.46%. This indicates that EAOA's price experiences larger fluctuations and is considered to be riskier than MFUL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EAOA	MFUL	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.39%	1.46%	+1.93%
Volatility (6M) Calculated over the trailing 6-month period	8.64%	3.23%	+5.41%
Volatility (1Y) Calculated over the trailing 1-year period	10.75%	3.93%	+6.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.25%	4.24%	+9.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.14%	4.24%	+8.90%

EAOA vs. MFUL - Expense Ratio Comparison

EAOA has a 0.18% expense ratio, which is lower than MFUL's 1.10% expense ratio.

Dividends

EAOA vs. MFUL - Dividend Comparison

EAOA's dividend yield for the trailing twelve months is around 1.95%, less than MFUL's 3.01% 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%
MFUL Mindful Conservative ETF	3.01%	3.31%	2.59%	5.00%	0.29%	0.00%	0.00%

Frequently Asked Questions

Can I hold both EAOA and MFUL in my portfolio?

With a correlation of 0.92, EAOA and MFUL 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.

Which is riskier, EAOA or MFUL?

EAOA has higher volatility (3.39%) compared to MFUL (1.46%). In terms of maximum drawdown, EAOA dropped -25.06% vs MFUL's -16.41%.

Which ETF is better, EAOA or MFUL?

On 3-year performance, EAOA leads with 17.20% vs 4.96% for MFUL. On fees, EAOA is cheaper at 0.18% per year. On volatility, MFUL has been the lower-risk option at 1.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EAOA or MFUL?

Over the 3-year period, EAOA has performed better with a 17.20% return vs 4.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EAOA or MFUL?

EAOA is cheaper with a 0.18% expense ratio, compared with 1.10% for MFUL.

Which ETF pays a higher dividend yield, EAOA or MFUL?

MFUL has the higher dividend yield at 3.01%, compared with 1.95% for EAOA.

What is the main difference between EAOA and MFUL?

They also come from different issuers: iShares and Mohr Funds. Their fees differ too: 0.18% for EAOA and 1.10% for MFUL.

Which has better risk-adjusted returns?

EAOA currently has the higher Sharpe Ratio (2.28 vs 1.82), 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.