EAOK vs. EAOA
EAOK (iShares ESG Aware Conservative Allocation ETF) and EAOA (iShares ESG Aware Aggressive Allocation ETF) are both Diversified Portfolio funds from iShares - EAOK tracks the BlackRock ESG Aware Conservative Allocation Index while EAOA tracks the BlackRock ESG Aware Aggressive Allocation Index. Both are passively managed. Over the past 5 years, EAOK returned 2.74%/yr vs 8.17%/yr for EAOA. Their correlation of 0.86 means they have usually moved in the same direction. Both charge a 0.18% expense ratio.
Performance
EAOK vs. EAOA - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EAOK achieves a 3.09% return, which is significantly lower than EAOA's 9.37% return.
EAOK
- 1D
- -0.03%
- 1M
- -0.80%
- 6M
- 2.04%
- YTD
- 3.09%
- 1Y
- 8.43%
- 3Y*
- 8.07%
- 5Y*
- 2.74%
- 10Y*
- —
- ALL TIME*
- 4.17%
EAOA
- 1D
- 0.37%
- 1M
- -0.07%
- 6M
- 6.89%
- YTD
- 9.37%
- 1Y
- 19.83%
- 3Y*
- 15.23%
- 5Y*
- 8.17%
- 10Y*
- —
- ALL TIME*
- 11.69%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $23.58K | $40.91K | $70.98K | |
| $4.40K | $12.79K | $19.89K |
EAOK vs. EAOA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EAOK iShares ESG Aware Conservative Allocation ETF | 3.09% | 11.47% | 5.81% | 10.13% | -14.92% | 4.32% | 8.01% |
EAOA iShares ESG Aware Aggressive Allocation ETF | 9.37% | 18.41% | 13.79% | 18.27% | -17.76% | 14.52% | 19.79% |
Correlation
The correlation between EAOK and EAOA is 0.90, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.90 |
Correlation (3Y) Balances recent behavior with more history. | 0.86 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2020 | 0.86 |
The correlation between EAOK and EAOA has been stable across timeframes, ranging from 0.85 to 0.90 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EAOK vs. EAOA — Risk / Return Rank
EAOK
EAOA
EAOK vs. EAOA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware Conservative Allocation ETF (EAOK) and iShares ESG Aware Aggressive Allocation ETF (EAOA). 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 | EAOA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.29 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.95 | 2.30 | -0.35 |
| Martin ratioReturn relative to average drawdown | 8.10 | 9.67 | -1.57 |
Loading charts...
Drawdowns
EAOK vs. EAOA - Drawdown Comparison
The maximum EAOK drawdown since its inception was -19.91%, smaller than the maximum EAOA drawdown of -25.06%. Use the drawdown chart below to compare losses from any high point for EAOK and EAOA.
Loading charts...
Drawdown Indicators
| EAOK | EAOA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.91% | -25.06% | +5.15% |
Max Drawdown (1Y)Largest decline over 1 year | -4.43% | -8.17% | +3.74% |
Max Drawdown (3Y)Largest decline over 3 years | -5.67% | -13.84% | +8.17% |
Max Drawdown (5Y)Largest decline over 5 years | -19.91% | -25.06% | +5.15% |
Current DrawdownCurrent decline from peak | -1.18% | -1.22% | +0.04% |
Average DrawdownAverage peak-to-trough decline | -4.91% | -5.21% | +0.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.06% | 1.94% | -0.88% |
Volatility
EAOK vs. EAOA - Volatility Comparison
The current volatility for iShares ESG Aware Conservative Allocation ETF (EAOK) is 1.73%, while iShares ESG Aware Aggressive Allocation ETF (EAOA) has a volatility of 3.36%. This indicates that EAOK experiences smaller price fluctuations and is considered to be less risky than EAOA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EAOK | EAOA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.73% | 3.36% | -1.63% |
Volatility (6M)Calculated over the trailing 6-month period | 5.00% | 9.76% | -4.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.89% | 11.73% | -5.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.13% | 13.39% | -6.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.83% | 13.16% | -6.33% |
EAOK vs. EAOA - Expense Ratio Comparison
Both EAOK and EAOA have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
EAOK vs. EAOA - Dividend Comparison
EAOK's dividend yield for the trailing twelve months is around 3.21%, more than EAOA's 1.99% yield.
| 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% |
EAOK iShares ESG Aware Conservative Allocation ETF | 3.21% | 3.18% | 3.15% | 2.80% | 2.27% | 1.19% | 1.00% |
Frequently Asked Questions
With a correlation of 0.90, EAOK and EAOA 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.
EAOA has higher volatility (3.36%) compared to EAOK (1.73%). In terms of maximum drawdown, EAOK dropped -19.91% vs EAOA's -25.06%.
On 5-year performance, EAOA leads with 8.17% vs 2.74% for EAOK. Both ETFs have the same 0.18% expense ratio. On volatility, EAOK has been the lower-risk option at 1.73%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, EAOA has performed better with a 8.17% return vs 2.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EAOK and EAOA have the same expense ratio: 0.18% per year.
EAOK has the higher dividend yield at 3.21%, compared with 1.99% for EAOA.
EAOK tracks BlackRock ESG Aware Conservative Allocation Index, while EAOA tracks BlackRock ESG Aware Aggressive Allocation Index.
EAOA currently has the higher Sharpe Ratio (1.60 vs 1.47), 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.
Find the right allocation for EAOK and EAOA
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer