EAOK vs. AOM
EAOK (iShares ESG Aware Conservative Allocation ETF) and AOM (iShares Core Moderate Allocation ETF) are both Diversified Portfolio funds from iShares - EAOK tracks the BlackRock ESG Aware Conservative Allocation Index while AOM tracks the S&P Target Risk Moderate. Both are passively managed. Over the past 5 years, EAOK returned 3.04%/yr vs 4.63%/yr for AOM. Their correlation of 0.94 suggests significant overlap in exposure. EAOK charges 0.18%/yr vs 0.25%/yr for AOM.
Performance
EAOK vs. AOM - Performance Comparison
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Returns By Period
In the year-to-date period, EAOK achieves a 3.44% return, which is significantly lower than AOM's 4.39% return.
EAOK
- 1D
- -0.52%
- 1M
- 0.51%
- YTD
- 3.44%
- 6M
- 3.32%
- 1Y
- 10.85%
- 3Y*
- 8.55%
- 5Y*
- 3.04%
- 10Y*
- —
AOM
- 1D
- -0.76%
- 1M
- 0.20%
- YTD
- 4.39%
- 6M
- 4.21%
- 1Y
- 12.96%
- 3Y*
- 10.58%
- 5Y*
- 4.63%
- 10Y*
- 6.31%
EAOK vs. AOM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EAOK iShares ESG Aware Conservative Allocation ETF | 3.44% | 11.47% | 5.81% | 10.13% | -14.92% | 4.32% | 8.01% |
AOM iShares Core Moderate Allocation ETF | 4.39% | 13.28% | 7.95% | 12.38% | -14.54% | 6.93% | 10.13% |
Correlation
The correlation between EAOK and AOM is 0.93, 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 | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2020 | 0.94 |
The correlation between EAOK and AOM has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.
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Return for Risk
EAOK vs. AOM — Risk / Return Rank
EAOK
AOM
EAOK vs. AOM - 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 Moderate Allocation ETF (AOM). 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 | AOM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | 0.00 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.35 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.46 | 2.55 | -0.09 |
| Martin ratioReturn relative to average drawdown | 10.57 | 10.96 | -0.38 |
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Drawdowns
EAOK vs. AOM - Drawdown Comparison
The maximum EAOK drawdown since its inception was -19.91%, roughly equal to the maximum AOM drawdown of -19.96%. Use the drawdown chart below to compare losses from any high point for EAOK and AOM.
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Drawdown Indicators
| EAOK | AOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.91% | -19.96% | +0.05% |
Max Drawdown (1Y)Largest decline over 1 year | -4.43% | -5.11% | +0.68% |
Max Drawdown (3Y)Largest decline over 3 years | -7.08% | -6.85% | -0.23% |
Max Drawdown (5Y)Largest decline over 5 years | -19.91% | -19.96% | +0.05% |
Max Drawdown (10Y)Largest decline over 10 years | — | -19.96% | — |
Current DrawdownCurrent decline from peak | -0.79% | -1.04% | +0.25% |
Average DrawdownAverage peak-to-trough decline | -4.98% | -2.69% | -2.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.03% | 1.19% | -0.16% |
Volatility
EAOK vs. AOM - Volatility Comparison
The current volatility for iShares ESG Aware Conservative Allocation ETF (EAOK) is 2.31%, while iShares Core Moderate Allocation ETF (AOM) has a volatility of 2.78%. This indicates that EAOK experiences smaller price fluctuations and is considered to be less risky than AOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EAOK | AOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.31% | 2.78% | -0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 4.86% | 5.70% | -0.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.80% | 6.94% | -1.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.10% | 8.21% | -1.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.85% | 7.94% | -1.09% |
EAOK vs. AOM - Expense Ratio Comparison
EAOK has a 0.18% expense ratio, which is lower than AOM's 0.25% 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
EAOK vs. AOM - Dividend Comparison
EAOK's dividend yield for the trailing twelve months is around 3.18%, more than AOM's 3.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AOM iShares Core Moderate Allocation ETF | 3.00% | 2.98% | 3.10% | 2.79% | 2.27% | 1.56% | 2.02% | 2.66% | 2.53% | 3.31% | 2.14% | 1.98% |
EAOK iShares ESG Aware Conservative Allocation ETF | 3.18% | 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 0.93, EAOK and AOM 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.
AOM has higher volatility (2.78%) compared to EAOK (2.31%). In terms of maximum drawdown, EAOK dropped -19.91% vs AOM's -19.96%.
On 5-year performance, AOM leads with 4.63% vs 3.04% for EAOK. On fees, EAOK is cheaper at 0.18% per year. On volatility, EAOK has been the lower-risk option at 2.31%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, AOM has performed better with a 4.63% return vs 3.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EAOK is cheaper with a 0.18% expense ratio, compared with 0.25% for AOM.
EAOK has the higher dividend yield at 3.18%, compared with 3.00% for AOM.
EAOK tracks BlackRock ESG Aware Conservative Allocation Index, while AOM tracks S&P Target Risk Moderate. Their fees differ too: 0.18% for EAOK and 0.25% for AOM.
EAOK currently has the higher Sharpe Ratio (1.88 vs 1.88), 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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