EAOA vs. NTSX
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 8.15%/yr vs 8.80%/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
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Returns By Period
In the year-to-date period, EAOA achieves a 8.74% return, which is significantly higher than NTSX's 6.42% return.
EAOA
- 1D
- 0.34%
- 1M
- -0.55%
- YTD
- 8.74%
- 6M
- 7.93%
- 1Y
- 20.90%
- 3Y*
- 16.60%
- 5Y*
- 8.15%
- 10Y*
- —
NTSX
- 1D
- -0.25%
- 1M
- -1.39%
- YTD
- 6.42%
- 6M
- 4.81%
- 1Y
- 19.46%
- 3Y*
- 18.28%
- 5Y*
- 8.80%
- 10Y*
- —
EAOA vs. NTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EAOA iShares ESG Aware Aggressive Allocation ETF | 8.74% | 18.41% | 13.79% | 18.27% | -17.76% | 14.52% | 19.79% |
NTSX WisdomTree U.S. Efficient Core Fund | 6.42% | 18.82% | 20.20% | 22.70% | -25.84% | 22.21% | 20.16% |
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 18, 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.
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Return for Risk
EAOA vs. NTSX — Risk / Return Rank
EAOA
NTSX
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.
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 | NTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.35 | ||
| Sortino ratioReturn per unit of downside risk | +0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.27 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.57 | 2.13 | +0.44 |
| Martin ratioReturn relative to average drawdown | 11.07 | 9.03 | +2.04 |
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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.
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Drawdown Indicators
| EAOA | NTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.78% | -3.05% | +1.27% |
Average DrawdownAverage peak-to-trough decline | -5.27% | -6.76% | +1.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.89% | 2.16% | -0.27% |
Volatility
EAOA vs. NTSX - Volatility Comparison
The current volatility for iShares ESG Aware Aggressive Allocation ETF (EAOA) is 4.52%, while WisdomTree U.S. Efficient Core Fund (NTSX) has a volatility of 5.23%. This indicates that EAOA experiences smaller price fluctuations and is considered to be less risky than NTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EAOA | NTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.52% | 5.23% | -0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 9.49% | 10.51% | -1.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.38% | 13.05% | -1.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.36% | 17.17% | -3.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.19% | 18.28% | -5.09% |
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 1.97%, more than NTSX's 1.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
EAOA iShares ESG Aware Aggressive Allocation ETF | 1.97% | 2.10% | 2.09% | 2.21% | 1.93% | 1.48% | 1.12% | 0.00% | 0.00% |
NTSX WisdomTree U.S. Efficient Core Fund | 1.11% | 1.14% | 1.14% | 1.21% | 1.36% | 0.82% | 0.92% | 1.42% | 0.62% |
Frequently Asked Questions
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.
NTSX has higher volatility (5.23%) compared to EAOA (4.52%). In terms of maximum drawdown, EAOA dropped -25.06% vs NTSX's -31.34%.
On 5-year performance, NTSX leads with 8.80% vs 8.15% for EAOA. On fees, EAOA is cheaper at 0.18% per year. On volatility, EAOA has been the lower-risk option at 4.52%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, NTSX has performed better with a 8.80% return vs 8.15%. 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 NTSX.
EAOA has the higher dividend yield at 1.97%, compared with 1.11% for NTSX.
They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.18% for EAOA and 0.20% for NTSX.
EAOA currently has the higher Sharpe Ratio (1.84 vs 1.50), 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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