EAOA vs. RULE

Last updated Jun 4, 2026

EAOA (iShares ESG Aware Aggressive Allocation ETF) and RULE (Adaptive Core ETF) are both Diversified Portfolio funds. EAOA is passively managed, while RULE is actively managed. Over the past 3 years, EAOA returned 17.20%/yr vs 20.38%/yr for RULE. A 0.74 correlation means they provide meaningful diversification when combined. EAOA charges 0.18%/yr vs 1.10%/yr for RULE.

Performance

EAOA vs. RULE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Aware Aggressive Allocation ETF (EAOA) and Adaptive Core ETF (RULE). 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 lower than RULE's 45.39% return.

EAOA

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

RULE

• 1D: 0.66%
• 1M: 21.60%
• YTD: 45.39%
• 6M: 45.86%
• 1Y: 52.19%
• 3Y*: 20.38%
• 5Y*: —
• 10Y*: —

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

EAOA vs. RULE - 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%
RULE Adaptive Core ETF	45.39%	4.60%	7.59%	6.29%	-22.87%	1.03%

Correlation

The correlation between EAOA and RULE is 0.82, 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	0.82
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	0.74

The correlation between EAOA and RULE shifts across timeframes, from 0.74 (all time) to 0.84 (3 years), reflecting how their relationship changes across market environments.

EAOA vs. RULE - Sectors Allocation Comparison

Sectors	EAOA	RULE
Technology	28.9%	54.4%
Financial Services	13.5%	5.7%
Industrials	9.0%	13.2%
Consumer Cyclical	7.7%	3.2%
Communication Services	7.3%	5.0%
Healthcare	6.8%	6.4%
Consumer Defensive	3.7%	0.8%
Energy	3.0%	2.4%
Basic Materials	2.4%	9.0%
Utilities	2.3%	0.0%
Real Estate	1.6%	0.0%

Return for Risk

EAOA vs. RULE — 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

RULE

RULE Risk / Return Rank: 79
RULE Sharpe Ratio Rank: 80
RULE Sortino Ratio Rank: 77
RULE Omega Ratio Rank: 76
RULE Calmar Ratio Rank: 80
RULE Martin Ratio Rank: 83

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. RULE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware Aggressive Allocation ETF (EAOA) and Adaptive Core ETF (RULE). 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	RULE	Difference
Sharpe ratio: Return per unit of total volatility	2.28	2.59	-0.31
Sortino ratio: Return per unit of downside risk	3.21	3.47	-0.26
Omega ratio: Gain probability vs. loss probability	1.41	1.46	-0.04
Calmar ratio: Return relative to maximum drawdown	3.00	4.15	-1.15
Martin ratio: Return relative to average drawdown	13.30	16.93	-3.63
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. RULE - Sharpe Ratio Comparison

The current EAOA Sharpe Ratio is 2.28, which is comparable to the RULE Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of EAOA and RULE, 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	RULE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.28	2.59	-0.31
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	0.47	+0.46

Drawdowns

EAOA vs. RULE - Drawdown Comparison

The maximum EAOA drawdown since its inception was -25.06%, smaller than the maximum RULE drawdown of -30.48%. Use the drawdown chart below to compare losses from any high point for EAOA and RULE.

Drawdown Indicators

	EAOA	RULE	Difference
Max Drawdown Largest peak-to-trough decline	-25.06%	-30.48%	+5.42%
Max Drawdown (1Y) Largest decline over 1 year	-8.17%	-12.65%	+4.48%
Max Drawdown (3Y) Largest decline over 3 years	-13.84%	-20.21%	+6.37%
Max Drawdown (5Y) Largest decline over 5 years	-25.06%	—	—
Current Drawdown Current decline from peak	-0.71%	0.00%	-0.71%
Average Drawdown Average peak-to-trough decline	-5.31%	-14.98%	+9.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.84%	3.09%	-1.25%

Volatility

EAOA vs. RULE - Volatility Comparison

The current volatility for iShares ESG Aware Aggressive Allocation ETF (EAOA) is 3.39%, while Adaptive Core ETF (RULE) has a volatility of 9.59%. This indicates that EAOA experiences smaller price fluctuations and is considered to be less risky than RULE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EAOA	RULE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.39%	9.59%	-6.20%
Volatility (6M) Calculated over the trailing 6-month period	8.64%	17.54%	-8.90%
Volatility (1Y) Calculated over the trailing 1-year period	10.75%	20.25%	-9.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.25%	14.83%	-1.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.14%	14.83%	-1.69%

EAOA vs. RULE - Expense Ratio Comparison

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

Dividends

EAOA vs. RULE - Dividend Comparison

EAOA's dividend yield for the trailing twelve months is around 1.95%, while RULE has not paid dividends to shareholders.

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%
RULE Adaptive Core ETF	0.00%	0.00%	0.00%	2.01%	0.01%	0.00%	0.00%

Frequently Asked Questions

Can I hold both EAOA and RULE in my portfolio?

EAOA and RULE have a correlation of 0.82, 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 RULE?

RULE has higher volatility (9.59%) compared to EAOA (3.39%). In terms of maximum drawdown, EAOA dropped -25.06% vs RULE's -30.48%.

Which ETF is better, EAOA or RULE?

On 3-year performance, RULE leads with 20.38% vs 17.20% for EAOA. On fees, EAOA is cheaper at 0.18% per year. On volatility, EAOA has been the lower-risk option at 3.39%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EAOA or RULE?

Over the 3-year period, RULE has performed better with a 20.38% return vs 17.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EAOA or RULE?

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

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

EAOA has the higher dividend yield at 1.95%, compared with 0.00% for RULE.

What is the main difference between EAOA and RULE?

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

Which has better risk-adjusted returns?

RULE currently has the higher Sharpe Ratio (2.59 vs 2.28), 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.