EAOA vs. RPHS

Last updated Jul 17, 2026

EAOA (iShares ESG Aware Aggressive Allocation ETF) and RPHS (Regents Park Hedged Market Strategy ETF) are both Diversified Portfolio funds. EAOA is passively managed, while RPHS is actively managed. Over the past 3 years, EAOA returned 15.43%/yr vs 13.17%/yr for RPHS. A 0.74 correlation means they provide meaningful diversification when combined. EAOA charges 0.18%/yr vs 0.75%/yr for RPHS.

Performance

EAOA vs. RPHS - Performance Comparison

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

Returns By Period

In the year-to-date period, EAOA achieves a 9.46% return, which is significantly higher than RPHS's 5.19% return.

EAOA

• 1D: -0.65%
• 1M: -0.51%
• 6M: 7.25%
• YTD: 9.46%
• 1Y: 19.65%
• 3Y*: 15.43%
• 5Y*: 8.38%
• 10Y*: —

RPHS

• 1D: 0.00%
• 1M: -0.63%
• 6M: 4.43%
• YTD: 5.19%
• 1Y: 13.51%
• 3Y*: 13.17%
• 5Y*: —
• 10Y*: —

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

EAOA vs. RPHS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
EAOA iShares ESG Aware Aggressive Allocation ETF	9.46%	18.41%	13.79%	18.27%	-13.37%
RPHS Regents Park Hedged Market Strategy ETF	5.19%	11.74%	17.84%	11.36%	-15.25%

Correlation

The correlation between EAOA and RPHS is 0.88, 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	0.88
Correlation (3Y) Calculated over the trailing 3-year period	0.82
Correlation (All Time) Calculated using the full available price history since Mar 31, 2022	0.74

The correlation between EAOA and RPHS shifts across timeframes, from 0.74 (all time) to 0.88 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

EAOA vs. RPHS — Risk / Return Rank

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

EAOA

EAOA Risk / Return Rank: 66
EAOA Sharpe Ratio Rank: 66
EAOA Sortino Ratio Rank: 66
EAOA Omega Ratio Rank: 65
EAOA Calmar Ratio Rank: 61
EAOA Martin Ratio Rank: 72

RPHS

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. RPHS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware Aggressive Allocation ETF (EAOA) and Regents Park Hedged Market Strategy ETF (RPHS). 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	RPHS	Difference
Sharpe ratio: Return per unit of total volatility	1.72	1.25	+0.47
Sortino ratio: Return per unit of downside risk	2.42	1.78	+0.63
Omega ratio: Gain probability vs. loss probability	1.31	1.23	+0.08
Calmar ratio: Return relative to maximum drawdown	2.42	1.68	+0.73
Martin ratio: Return relative to average drawdown	10.34	6.35	+3.99

EAOA vs. RPHS - Sharpe Ratio Comparison

The current EAOA Sharpe Ratio is 1.72, which is higher than the RPHS Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of EAOA and RPHS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

EAOA vs. RPHS - Drawdown Comparison

The maximum EAOA drawdown since its inception was -25.06%, which is greater than RPHS's maximum drawdown of -16.51%. Use the drawdown chart below to compare losses from any high point for EAOA and RPHS.

Drawdown Indicators

	EAOA	RPHS	Difference
Max Drawdown Largest peak-to-trough decline	-25.06%	-16.51%	-8.55%
Max Drawdown (1Y) Largest decline over 1 year	-8.17%	-7.81%	-0.36%
Max Drawdown (3Y) Largest decline over 3 years	-13.84%	-10.84%	-3.00%
Max Drawdown (5Y) Largest decline over 5 years	-25.06%	—	—
Current Drawdown Current decline from peak	-1.14%	-1.94%	+0.80%
Average Drawdown Average peak-to-trough decline	-5.23%	-6.21%	+0.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.90%	2.07%	-0.17%

Volatility

EAOA vs. RPHS - Volatility Comparison

iShares ESG Aware Aggressive Allocation ETF (EAOA) has a higher volatility of 3.18% compared to Regents Park Hedged Market Strategy ETF (RPHS) at 2.90%. This indicates that EAOA's price experiences larger fluctuations and is considered to be riskier than RPHS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EAOA	RPHS	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.18%	2.90%	+0.28%
Volatility (6M) Calculated over the trailing 6-month period	9.65%	7.69%	+1.96%
Volatility (1Y) Calculated over the trailing 1-year period	11.49%	10.57%	+0.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.38%	11.39%	+1.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.16%	11.39%	+1.77%

EAOA vs. RPHS - Expense Ratio Comparison

EAOA has a 0.18% expense ratio, which is lower than RPHS's 0.75% expense ratio.

Dividends

EAOA vs. RPHS - Dividend Comparison

EAOA's dividend yield for the trailing twelve months is around 1.99%, while RPHS has not paid dividends to shareholders.

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%
RPHS Regents Park Hedged Market Strategy ETF	34.69%	11.13%	3.68%	5.23%	1.29%	0.00%	0.00%

Frequently Asked Questions

Can I hold both EAOA and RPHS in my portfolio?

EAOA and RPHS have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EAOA or RPHS?

EAOA has higher volatility (3.18%) compared to RPHS (2.90%). In terms of maximum drawdown, EAOA dropped -25.06% vs RPHS's -16.51%.

Which ETF is better, EAOA or RPHS?

On 3-year performance, EAOA leads with 15.43% vs 13.17% for RPHS. On fees, EAOA is cheaper at 0.18% per year. On volatility, RPHS has been the lower-risk option at 2.90%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EAOA or RPHS?

Over the 3-year period, EAOA has performed better with a 15.43% return vs 13.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EAOA or RPHS?

EAOA is cheaper with a 0.18% expense ratio, compared with 0.75% for RPHS.

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

RPHS has the higher dividend yield at 34.69%, compared with 1.99% for EAOA.

What is the main difference between EAOA and RPHS?

They also come from different issuers: iShares and Regents Park. Their fees differ too: 0.18% for EAOA and 0.75% for RPHS.

Which has better risk-adjusted returns?

EAOA currently has the higher Sharpe Ratio (1.72 vs 1.25), 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.