EAOA vs. NTSX

Last updated Jun 5, 2026

EAOA (iShares ESG Aware Aggressive Allocation ETF) and NTSX (WisdomTree U.S. Efficient Core Fund) are both Diversified Portfolio funds. EAOA is passively managed, while NTSX is actively managed. Over the past 5 years, EAOA returned 8.58%/yr vs 9.87%/yr for NTSX. Their correlation of 0.91 suggests significant overlap in exposure. EAOA charges 0.18%/yr vs 0.20%/yr for NTSX.

Performance

EAOA vs. NTSX - Performance Comparison

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

Returns By Period

In the year-to-date period, EAOA achieves a 10.26% return, which is significantly higher than NTSX's 9.50% return.

EAOA

• 1D: 0.30%
• 1M: 3.78%
• YTD: 10.26%
• 6M: 10.73%
• 1Y: 24.34%
• 3Y*: 17.42%
• 5Y*: 8.58%
• 10Y*: —

NTSX

• 1D: 0.81%
• 1M: 4.30%
• YTD: 9.50%
• 6M: 8.89%
• 1Y: 25.65%
• 3Y*: 19.75%
• 5Y*: 9.87%
• 10Y*: —

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

EAOA vs. NTSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
EAOA iShares ESG Aware Aggressive Allocation ETF	10.26%	18.41%	13.79%	18.27%	-17.76%	14.52%	19.79%
NTSX WisdomTree U.S. Efficient Core Fund	9.50%	18.82%	20.20%	22.70%	-25.84%	22.21%	20.44%

Correlation

The correlation between EAOA and NTSX 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 (1Y) Calculated over the trailing 1-year period	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (5Y) Calculated over the trailing 5-year period	0.91
Correlation (All Time) Calculated using the full available price history since Jun 19, 2020	0.91

The correlation between EAOA and NTSX has been stable across timeframes, ranging from 0.91 to 0.91 - a consistent structural relationship.

EAOA vs. NTSX - Sectors Allocation Comparison

Sectors	EAOA	NTSX
Technology	28.9%	35.1%
Financial Services	13.5%	12.3%
Industrials	9.0%	7.7%
Consumer Cyclical	7.7%	10.1%
Communication Services	7.3%	12.5%
Healthcare	6.8%	8.4%
Consumer Defensive	3.7%	5.5%
Energy	3.0%	3.5%
Basic Materials	2.4%	1.4%
Utilities	2.3%	2.1%
Real Estate	1.6%	1.5%

Return for Risk

EAOA vs. NTSX — Risk / Return Rank

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

EAOA

EAOA Risk / Return Rank: 69
EAOA Sharpe Ratio Rank: 71
EAOA Sortino Ratio Rank: 72
EAOA Omega Ratio Rank: 71
EAOA Calmar Ratio Rank: 61
EAOA Martin Ratio Rank: 72

NTSX

NTSX Risk / Return Rank: 63
NTSX Sharpe Ratio Rank: 64
NTSX Sortino Ratio Rank: 62
NTSX Omega Ratio Rank: 63
NTSX Calmar Ratio Rank: 58
NTSX Martin Ratio Rank: 68

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. NTSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware Aggressive Allocation ETF (EAOA) and WisdomTree U.S. Efficient Core Fund (NTSX). 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	NTSX	Difference
Sharpe ratio: Return per unit of total volatility	2.28	2.09	+0.18
Sortino ratio: Return per unit of downside risk	3.21	2.84	+0.37
Omega ratio: Gain probability vs. loss probability	1.41	1.38	+0.04
Calmar ratio: Return relative to maximum drawdown	2.99	2.81	+0.18
Martin ratio: Return relative to average drawdown	13.28	12.44	+0.84
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. NTSX - Sharpe Ratio Comparison

The current EAOA Sharpe Ratio is 2.28, which is comparable to the NTSX Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of EAOA and NTSX, 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	NTSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.28	2.09	+0.18
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.65	0.58	+0.07
Sharpe Ratio (All Time) Calculated using the full available price history	0.93	0.72	+0.21

Drawdowns

EAOA vs. NTSX - Drawdown Comparison

The maximum EAOA drawdown since its inception was -25.06%, smaller than the maximum NTSX drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for EAOA and NTSX.

Drawdown Indicators

	EAOA	NTSX	Difference
Max Drawdown Largest peak-to-trough decline	-25.06%	-31.34%	+6.28%
Max Drawdown (1Y) Largest decline over 1 year	-8.17%	-9.16%	+0.99%
Max Drawdown (3Y) Largest decline over 3 years	-13.84%	-16.82%	+2.98%
Max Drawdown (5Y) Largest decline over 5 years	-25.06%	-31.34%	+6.28%
Current Drawdown Current decline from peak	-0.41%	-0.25%	-0.16%
Average Drawdown Average peak-to-trough decline	-5.31%	-6.79%	+1.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.84%	2.07%	-0.23%

Volatility

EAOA vs. NTSX - Volatility Comparison

iShares ESG Aware Aggressive Allocation ETF (EAOA) and WisdomTree U.S. Efficient Core Fund (NTSX) have volatilities of 3.33% and 3.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EAOA	NTSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.33%	3.38%	-0.05%
Volatility (6M) Calculated over the trailing 6-month period	8.65%	9.61%	-0.96%
Volatility (1Y) Calculated over the trailing 1-year period	10.75%	12.32%	-1.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.24%	17.04%	-3.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.14%	18.27%	-5.13%

EAOA vs. NTSX - Expense Ratio Comparison

EAOA has a 0.18% expense ratio, which is lower than NTSX'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. NTSX - Dividend Comparison

EAOA's dividend yield for the trailing twelve months is around 1.95%, more than NTSX's 1.07% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
EAOA iShares ESG Aware Aggressive Allocation ETF	1.95%	2.10%	2.09%	2.21%	1.93%	1.48%	1.12%	0.00%	0.00%
NTSX WisdomTree U.S. Efficient Core Fund	1.07%	1.14%	1.14%	1.21%	1.36%	0.82%	0.92%	1.42%	0.62%

Frequently Asked Questions

Can I hold both EAOA and NTSX in my portfolio?

With a correlation of 0.91, EAOA and NTSX 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 NTSX?

NTSX has higher volatility (3.38%) compared to EAOA (3.33%). In terms of maximum drawdown, EAOA dropped -25.06% vs NTSX's -31.34%.

Which ETF is better, EAOA or NTSX?

On 5-year performance, NTSX leads with 9.87% vs 8.58% for EAOA. On fees, EAOA is cheaper at 0.18% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EAOA or NTSX?

Over the 5-year period, NTSX has performed better with a 9.87% return vs 8.58%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EAOA or NTSX?

EAOA is cheaper with a 0.18% expense ratio, compared with 0.20% for NTSX.

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

EAOA has the higher dividend yield at 1.95%, compared with 1.07% for NTSX.

What is the main difference between EAOA and NTSX?

They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.18% for EAOA and 0.20% for NTSX.

Which has better risk-adjusted returns?

EAOA currently has the higher Sharpe Ratio (2.28 vs 2.09), 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.