EAOK vs. IBIT
EAOK (iShares ESG Aware Conservative Allocation ETF) and IBIT (iShares Bitcoin Trust ETF) are both exchange-traded funds - EAOK is a Diversified Portfolio fund tracking the BlackRock ESG Aware Conservative Allocation Index, while IBIT is a Cryptocurrency fund tracking the CME CF Bitcoin Reference Rate - New York Variant. Both are passively managed. Over the past year, EAOK returned 12.25% vs -38.74% for IBIT. At a 0.32 correlation, their price movements are largely independent. EAOK charges 0.18%/yr vs 0.25%/yr for IBIT.
Performance
EAOK vs. IBIT - Performance Comparison
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Returns By Period
In the year-to-date period, EAOK achieves a 3.85% return, which is significantly higher than IBIT's -25.48% return.
EAOK
- 1D
- -0.39%
- 1M
- 1.83%
- YTD
- 3.85%
- 6M
- 3.87%
- 1Y
- 12.25%
- 3Y*
- 8.79%
- 5Y*
- 3.20%
- 10Y*
- —
IBIT
- 1D
- -2.76%
- 1M
- -18.50%
- YTD
- -25.48%
- 6M
- -29.84%
- 1Y
- -38.74%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EAOK vs. IBIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EAOK iShares ESG Aware Conservative Allocation ETF | 3.85% | 11.47% | 6.27% |
IBIT iShares Bitcoin Trust ETF | -25.48% | -6.41% | 99.21% |
Correlation
The correlation between EAOK and IBIT is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Jan 12, 2024 | 0.32 |
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Return for Risk
EAOK vs. IBIT — Risk / Return Rank
EAOK
IBIT
EAOK vs. IBIT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware Conservative Allocation ETF (EAOK) and iShares Bitcoin Trust ETF (IBIT). 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 | IBIT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.13 | ||
| Sortino ratioReturn per unit of downside risk | +4.50 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 0.86 | +0.57 |
| Calmar ratioReturn relative to maximum drawdown | 2.78 | -0.79 | +3.56 |
| Martin ratioReturn relative to average drawdown | 12.14 | -1.36 | +13.51 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EAOK | IBIT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.24 | -0.89 | +3.13 |
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 | 0.30 | +0.35 |
Drawdowns
EAOK vs. IBIT - Drawdown Comparison
The maximum EAOK drawdown since its inception was -19.91%, smaller than the maximum IBIT drawdown of -49.36%. Use the drawdown chart below to compare losses from any high point for EAOK and IBIT.
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Drawdown Indicators
| EAOK | IBIT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.91% | -49.36% | +29.45% |
Max Drawdown (1Y)Largest decline over 1 year | -4.43% | -49.36% | +44.93% |
Max Drawdown (3Y)Largest decline over 3 years | -7.08% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -19.91% | — | — |
Current DrawdownCurrent decline from peak | -0.39% | -48.10% | +47.71% |
Average DrawdownAverage peak-to-trough decline | -5.02% | -16.02% | +11.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.01% | 28.44% | -27.43% |
Volatility
EAOK vs. IBIT - Volatility Comparison
The current volatility for iShares ESG Aware Conservative Allocation ETF (EAOK) is 2.05%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 9.50%. This indicates that EAOK experiences smaller price fluctuations and is considered to be less risky than IBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EAOK | IBIT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.05% | 9.50% | -7.45% |
Volatility (6M)Calculated over the trailing 6-month period | 4.48% | 34.44% | -29.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.49% | 43.73% | -38.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.04% | 50.19% | -43.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.83% | 50.19% | -43.36% |
EAOK vs. IBIT - Expense Ratio Comparison
EAOK has a 0.18% expense ratio, which is lower than IBIT'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. IBIT - Dividend Comparison
EAOK's dividend yield for the trailing twelve months is around 3.17%, while IBIT has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
EAOK iShares ESG Aware Conservative Allocation ETF | 3.17% | 3.18% | 3.15% | 2.80% | 2.27% | 1.19% | 1.00% |
IBIT iShares Bitcoin Trust ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EAOK and IBIT have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBIT has higher volatility (9.50%) compared to EAOK (2.05%). In terms of maximum drawdown, EAOK dropped -19.91% vs IBIT's -49.36%.
On 1-year performance, EAOK leads with 12.25% vs -38.74% for IBIT. On fees, EAOK is cheaper at 0.18% per year. On volatility, EAOK has been the lower-risk option at 2.05%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, EAOK has performed better with a 12.25% return vs -38.74%. 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 IBIT.
EAOK has the higher dividend yield at 3.17%, compared with 0.00% for IBIT.
EAOK is categorized as Diversified Portfolio, while IBIT is Cryptocurrency. EAOK tracks BlackRock ESG Aware Conservative Allocation Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. Their fees differ too: 0.18% for EAOK and 0.25% for IBIT.
EAOK currently has the higher Sharpe Ratio (2.24 vs -0.89), 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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