EAOK vs. DDX

Last updated Jun 5, 2026

EAOK (iShares ESG Aware Conservative Allocation ETF) and DDX (Defined Duration 10 ETF) are both Diversified Portfolio funds. EAOK is passively managed, while DDX is actively managed. Over the past 3 years, EAOK returned 8.91%/yr vs 8.29%/yr for DDX. With a 0.95 correlation, they move nearly in lockstep. EAOK charges 0.18%/yr vs 0.25%/yr for DDX.

Performance

EAOK vs. DDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Aware Conservative Allocation ETF (EAOK) and Defined Duration 10 ETF (DDX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EAOK achieves a 4.05% return, which is significantly lower than DDX's 4.93% return.

EAOK

• 1D: 0.19%
• 1M: 1.57%
• YTD: 4.05%
• 6M: 4.24%
• 1Y: 11.91%
• 3Y*: 8.91%
• 5Y*: 3.23%
• 10Y*: —

DDX

• 1D: 0.07%
• 1M: 1.48%
• YTD: 4.93%
• 6M: 5.53%
• 1Y: 12.38%
• 3Y*: 8.29%
• 5Y*: —
• 10Y*: —

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

EAOK vs. DDX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
EAOK iShares ESG Aware Conservative Allocation ETF	4.05%	11.47%	5.81%	10.13%	-14.92%	0.76%
DDX Defined Duration 10 ETF	4.93%	12.02%	2.93%	10.48%	-16.19%	1.34%

Correlation

The correlation between EAOK and DDX 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 (All Time) Calculated using the full available price history since Sep 21, 2021	0.95

The correlation between EAOK and DDX has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

EAOK vs. DDX - Sectors Allocation Comparison

Sectors	EAOK	DDX
Technology	10.2%	15.4%
Financial Services	4.8%	21.9%
Industrials	3.2%	14.5%
Consumer Cyclical	2.7%	8.7%
Communication Services	2.6%	6.0%
Healthcare	2.4%	10.3%
Consumer Defensive	1.3%	7.1%
Energy	1.1%	5.0%
Basic Materials	0.8%	5.0%
Utilities	0.8%	3.5%
Real Estate	0.6%	2.7%

Return for Risk

EAOK vs. DDX — Risk / Return Rank

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

EAOK

EAOK Risk / Return Rank: 66
EAOK Sharpe Ratio Rank: 67
EAOK Sortino Ratio Rank: 72
EAOK Omega Ratio Rank: 72
EAOK Calmar Ratio Rank: 56
EAOK Martin Ratio Rank: 65

DDX

DDX Risk / Return Rank: 69
DDX Sharpe Ratio Rank: 71
DDX Sortino Ratio Rank: 77
DDX Omega Ratio Rank: 74
DDX Calmar Ratio Rank: 57
DDX Martin Ratio Rank: 63

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.

EAOK vs. DDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware Conservative Allocation ETF (EAOK) and Defined Duration 10 ETF (DDX). 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.

	EAOK	DDX	Difference
Sharpe ratio: Return per unit of total volatility	2.19	2.28	-0.09
Sortino ratio: Return per unit of downside risk	3.19	3.38	-0.19
Omega ratio: Gain probability vs. loss probability	1.42	1.43	-0.02
Calmar ratio: Return relative to maximum drawdown	2.70	2.82	-0.12
Martin ratio: Return relative to average drawdown	11.80	11.34	+0.46
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EAOK vs. DDX - Sharpe Ratio Comparison

The current EAOK Sharpe Ratio is 2.19, which is comparable to the DDX Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of EAOK and DDX, 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

	EAOK	DDX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.19	2.28	-0.09
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.46	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.65	0.37	+0.29

Drawdowns

EAOK vs. DDX - Drawdown Comparison

The maximum EAOK drawdown since its inception was -19.91%, smaller than the maximum DDX drawdown of -21.27%. Use the drawdown chart below to compare losses from any high point for EAOK and DDX.

Drawdown Indicators

	EAOK	DDX	Difference
Max Drawdown Largest peak-to-trough decline	-19.91%	-21.27%	+1.36%
Max Drawdown (1Y) Largest decline over 1 year	-4.43%	-4.41%	-0.02%
Max Drawdown (3Y) Largest decline over 3 years	-7.08%	-6.17%	-0.91%
Max Drawdown (5Y) Largest decline over 5 years	-19.91%	—	—
Current Drawdown Current decline from peak	-0.20%	-0.17%	-0.03%
Average Drawdown Average peak-to-trough decline	-5.02%	-7.12%	+2.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.01%	1.09%	-0.08%

Volatility

EAOK vs. DDX - Volatility Comparison

iShares ESG Aware Conservative Allocation ETF (EAOK) and Defined Duration 10 ETF (DDX) have volatilities of 2.02% and 1.96%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EAOK	DDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.02%	1.96%	+0.06%
Volatility (6M) Calculated over the trailing 6-month period	4.48%	4.46%	+0.02%
Volatility (1Y) Calculated over the trailing 1-year period	5.49%	5.47%	+0.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.04%	7.48%	-0.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.82%	7.48%	-0.66%

EAOK vs. DDX - Expense Ratio Comparison

EAOK has a 0.18% expense ratio, which is lower than DDX'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. DDX - Dividend Comparison

EAOK's dividend yield for the trailing twelve months is around 3.17%, less than DDX's 3.39% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
DDX Defined Duration 10 ETF	3.39%	3.17%	3.11%	2.41%	1.38%	1.14%	0.00%
EAOK iShares ESG Aware Conservative Allocation ETF	3.17%	3.18%	3.15%	2.80%	2.27%	1.19%	1.00%

Frequently Asked Questions

Can I hold both EAOK and DDX in my portfolio?

With a correlation of 0.93, EAOK and DDX 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.

Which is riskier, EAOK or DDX?

EAOK has higher volatility (2.02%) compared to DDX (1.96%). In terms of maximum drawdown, EAOK dropped -19.91% vs DDX's -21.27%.

Which ETF is better, EAOK or DDX?

On 3-year performance, EAOK leads with 8.91% vs 8.29% for DDX. On fees, EAOK is cheaper at 0.18% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EAOK or DDX?

Over the 3-year period, EAOK has performed better with a 8.91% return vs 8.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EAOK or DDX?

EAOK is cheaper with a 0.18% expense ratio, compared with 0.25% for DDX.

Which ETF pays a higher dividend yield, EAOK or DDX?

DDX has the higher dividend yield at 3.39%, compared with 3.17% for EAOK.

What is the main difference between EAOK and DDX?

They also come from different issuers: iShares and Discipline Funds. Their fees differ too: 0.18% for EAOK and 0.25% for DDX.

Which has better risk-adjusted returns?

DDX currently has the higher Sharpe Ratio (2.28 vs 2.19), 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.