EAOK vs. AOK
EAOK (iShares ESG Aware Conservative Allocation ETF) and AOK (iShares Core 30/70 Conservative Allocation ETF) are both Diversified Portfolio funds from iShares - EAOK tracks the BlackRock ESG Aware Conservative Allocation Index while AOK tracks the S&P Target Risk Conservative Index. Both are passively managed. Over the past 5 years, EAOK returned 2.76%/yr vs 3.37%/yr for AOK. Their correlation of 0.95 means they have usually moved in the same direction. EAOK charges 0.18%/yr vs 0.15%/yr for AOK.
Performance
EAOK vs. AOK - Performance Comparison
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Returns By Period
In the year-to-date period, EAOK achieves a 3.57% return, which is significantly lower than AOK's 4.14% return.
EAOK
- 1D
- 0.47%
- 1M
- -0.34%
- 6M
- 2.47%
- YTD
- 3.57%
- 1Y
- 8.94%
- 3Y*
- 8.51%
- 5Y*
- 2.76%
- 10Y*
- —
- ALL TIME*
- 4.24%
AOK
- 1D
- 0.51%
- 1M
- -0.41%
- 6M
- 2.50%
- YTD
- 4.14%
- 1Y
- 9.19%
- 3Y*
- 8.95%
- 5Y*
- 3.37%
- 10Y*
- 4.90%
- ALL TIME*
- 5.33%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $5.86M | $5.98M | $7.58M | |
| $4.40K | $5.60K | $19.72K |
EAOK vs. AOK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EAOK iShares ESG Aware Conservative Allocation ETF | 3.57% | 11.47% | 5.81% | 10.13% | -14.92% | 4.32% | 8.01% |
AOK iShares Core 30/70 Conservative Allocation ETF | 4.14% | 11.26% | 6.58% | 10.85% | -14.16% | 4.87% | 8.25% |
Correlation
The correlation between EAOK and AOK is 0.95 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.95 |
Correlation (3Y) Balances recent behavior with more history. | 0.95 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.96 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2020 | 0.95 |
The correlation between EAOK and AOK has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.
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Return for Risk
EAOK vs. AOK — Risk / Return Rank
EAOK
AOK
EAOK vs. AOK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware Conservative Allocation ETF (EAOK) and iShares Core 30/70 Conservative Allocation ETF (AOK). 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.
| EAOK | AOK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | -0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.29 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.03 | 2.05 | -0.03 |
| Martin ratioReturn relative to average drawdown | 8.40 | 8.41 | -0.01 |
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Drawdowns
EAOK vs. AOK - Drawdown Comparison
The maximum EAOK drawdown since its inception was -19.91%, which is greater than AOK's maximum drawdown of -18.94%. Use the drawdown chart below to compare losses from any high point for EAOK and AOK.
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Drawdown Indicators
| EAOK | AOK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.91% | -18.94% | -0.97% |
Max Drawdown (1Y)Largest decline over 1 year | -4.43% | -4.50% | +0.07% |
Max Drawdown (3Y)Largest decline over 3 years | -5.67% | -5.17% | -0.50% |
Max Drawdown (5Y)Largest decline over 5 years | -19.91% | -18.94% | -0.97% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.94% | — |
Current DrawdownCurrent decline from peak | -0.71% | -0.58% | -0.13% |
Average DrawdownAverage peak-to-trough decline | -4.90% | -2.35% | -2.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.07% | 1.09% | -0.02% |
Volatility
EAOK vs. AOK - Volatility Comparison
iShares ESG Aware Conservative Allocation ETF (EAOK) has a higher volatility of 1.80% compared to iShares Core 30/70 Conservative Allocation ETF (AOK) at 1.70%. This indicates that EAOK's price experiences larger fluctuations and is considered to be riskier than AOK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EAOK | AOK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.80% | 1.70% | +0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 5.01% | 4.96% | +0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.91% | 6.01% | -0.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.13% | 7.18% | -0.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.83% | 6.73% | +0.10% |
EAOK vs. AOK - Expense Ratio Comparison
EAOK has a 0.18% expense ratio, which is higher than AOK's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EAOK vs. AOK - Dividend Comparison
EAOK's dividend yield for the trailing twelve months is around 3.19%, less than AOK's 3.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AOK iShares Core 30/70 Conservative Allocation ETF | 3.36% | 3.28% | 3.23% | 2.93% | 2.25% | 1.55% | 2.10% | 2.71% | 2.68% | 2.91% | 2.14% | 2.02% |
EAOK iShares ESG Aware Conservative Allocation ETF | 3.19% | 3.18% | 3.15% | 2.80% | 2.27% | 1.19% | 1.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.95, EAOK and AOK 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.
EAOK has higher volatility (1.80%) compared to AOK (1.70%). In terms of maximum drawdown, EAOK dropped -19.91% vs AOK's -18.94%.
On 5-year performance, AOK leads with 3.37% vs 2.76% for EAOK. On fees, AOK is cheaper at 0.15% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, AOK has performed better with a 3.37% return vs 2.76%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
AOK is cheaper with a 0.15% expense ratio, compared with 0.18% for EAOK.
AOK has the higher dividend yield at 3.36%, compared with 3.19% for EAOK.
EAOK tracks BlackRock ESG Aware Conservative Allocation Index, while AOK tracks S&P Target Risk Conservative Index. Their fees differ too: 0.18% for EAOK and 0.15% for AOK.
AOK currently has the higher Sharpe Ratio (1.54 vs 1.52), 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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