EAOK vs. NTSX

Last updated Jun 4, 2026

EAOK (iShares ESG Aware Conservative Allocation ETF) and NTSX (WisdomTree U.S. Efficient Core Fund) are both Diversified Portfolio funds. EAOK is passively managed, while NTSX is actively managed. Over the past 5 years, EAOK returned 3.20%/yr vs 9.87%/yr for NTSX. Their correlation of 0.84 suggests significant overlap in exposure. EAOK charges 0.18%/yr vs 0.20%/yr for NTSX.

Performance

EAOK vs. NTSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Aware Conservative Allocation ETF (EAOK) and WisdomTree U.S. Efficient Core Fund (NTSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EAOK achieves a 3.85% return, which is significantly lower than NTSX's 9.50% return.

EAOK

• 1D: -0.39%
• 1M: 1.83%
• YTD: 3.85%
• 6M: 3.87%
• 1Y: 12.25%
• 3Y*: 8.79%
• 5Y*: 3.20%
• 10Y*: —

NTSX

• 1D: 0.81%
• 1M: 4.30%
• YTD: 9.50%
• 6M: 8.89%
• 1Y: 25.65%
• 3Y*: 19.75%
• 5Y*: 9.87%
• 10Y*: —

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

EAOK vs. NTSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
EAOK iShares ESG Aware Conservative Allocation ETF	3.85%	11.47%	5.81%	10.13%	-14.92%	4.32%	8.01%
NTSX WisdomTree U.S. Efficient Core Fund	9.50%	18.82%	20.20%	22.70%	-25.84%	22.21%	20.44%

Correlation

The correlation between EAOK and NTSX is 0.86, 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	0.86
Correlation (3Y) Calculated over the trailing 3-year period	0.83
Correlation (5Y) Calculated over the trailing 5-year period	0.83
Correlation (All Time) Calculated using the full available price history since Jun 19, 2020	0.84

The correlation between EAOK and NTSX has been stable across timeframes, ranging from 0.83 to 0.86 - a consistent structural relationship.

EAOK vs. NTSX - Sectors Allocation Comparison

Sectors	EAOK	NTSX
Technology	10.2%	35.1%
Financial Services	4.8%	12.3%
Industrials	3.2%	7.7%
Consumer Cyclical	2.7%	10.1%
Communication Services	2.6%	12.5%
Healthcare	2.4%	8.4%
Consumer Defensive	1.3%	5.5%
Energy	1.1%	3.5%
Basic Materials	0.8%	1.4%
Utilities	0.8%	2.1%
Real Estate	0.6%	1.5%

Return for Risk

EAOK vs. NTSX — Risk / Return Rank

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

EAOK

EAOK Risk / Return Rank: 67
EAOK Sharpe Ratio Rank: 68
EAOK Sortino Ratio Rank: 72
EAOK Omega Ratio Rank: 71
EAOK Calmar Ratio Rank: 57
EAOK Martin Ratio Rank: 67

NTSX

NTSX Risk / Return Rank: 63
NTSX Sharpe Ratio Rank: 64
NTSX Sortino Ratio Rank: 62
NTSX Omega Ratio Rank: 63
NTSX Calmar Ratio Rank: 58
NTSX Martin Ratio Rank: 68

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. NTSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware Conservative Allocation ETF (EAOK) and WisdomTree U.S. Efficient Core Fund (NTSX). 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	NTSX	Difference
Sharpe ratio: Return per unit of total volatility	2.24	2.09	+0.15
Sortino ratio: Return per unit of downside risk	3.28	2.84	+0.43
Omega ratio: Gain probability vs. loss probability	1.43	1.38	+0.05
Calmar ratio: Return relative to maximum drawdown	2.78	2.81	-0.03
Martin ratio: Return relative to average drawdown	12.14	12.44	-0.30
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. NTSX - Sharpe Ratio Comparison

The current EAOK Sharpe Ratio is 2.24, which is comparable to the NTSX Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of EAOK and NTSX, 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	NTSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.24	2.09	+0.15
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.46	0.58	-0.13
Sharpe Ratio (All Time) Calculated using the full available price history	0.65	0.72	-0.07

Drawdowns

EAOK vs. NTSX - Drawdown Comparison

The maximum EAOK drawdown since its inception was -19.91%, smaller than the maximum NTSX drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for EAOK and NTSX.

Drawdown Indicators

	EAOK	NTSX	Difference
Max Drawdown Largest peak-to-trough decline	-19.91%	-31.34%	+11.43%
Max Drawdown (1Y) Largest decline over 1 year	-4.43%	-9.16%	+4.73%
Max Drawdown (3Y) Largest decline over 3 years	-7.08%	-16.82%	+9.74%
Max Drawdown (5Y) Largest decline over 5 years	-19.91%	-31.34%	+11.43%
Current Drawdown Current decline from peak	-0.39%	-0.25%	-0.14%
Average Drawdown Average peak-to-trough decline	-5.02%	-6.79%	+1.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.01%	2.07%	-1.06%

Volatility

EAOK vs. NTSX - Volatility Comparison

The current volatility for iShares ESG Aware Conservative Allocation ETF (EAOK) is 2.05%, while WisdomTree U.S. Efficient Core Fund (NTSX) has a volatility of 3.38%. This indicates that EAOK experiences smaller price fluctuations and is considered to be less risky than NTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EAOK	NTSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.05%	3.38%	-1.33%
Volatility (6M) Calculated over the trailing 6-month period	4.48%	9.61%	-5.13%
Volatility (1Y) Calculated over the trailing 1-year period	5.49%	12.32%	-6.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.04%	17.04%	-10.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.83%	18.27%	-11.44%

EAOK vs. NTSX - Expense Ratio Comparison

EAOK has a 0.18% expense ratio, which is lower than NTSX's 0.20% 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. NTSX - Dividend Comparison

EAOK's dividend yield for the trailing twelve months is around 3.17%, more than NTSX's 1.07% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
EAOK iShares ESG Aware Conservative Allocation ETF	3.17%	3.18%	3.15%	2.80%	2.27%	1.19%	1.00%	0.00%	0.00%
NTSX WisdomTree U.S. Efficient Core Fund	1.07%	1.14%	1.14%	1.21%	1.36%	0.82%	0.92%	1.42%	0.62%

Frequently Asked Questions

Can I hold both EAOK and NTSX in my portfolio?

EAOK and NTSX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EAOK or NTSX?

NTSX has higher volatility (3.38%) compared to EAOK (2.05%). In terms of maximum drawdown, EAOK dropped -19.91% vs NTSX's -31.34%.

Which ETF is better, EAOK or NTSX?

On 5-year performance, NTSX leads with 9.87% vs 3.20% for EAOK. 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.

Which ETF has performed better, EAOK or NTSX?

Over the 5-year period, NTSX has performed better with a 9.87% return vs 3.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EAOK or NTSX?

EAOK is cheaper with a 0.18% expense ratio, compared with 0.20% for NTSX.

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

EAOK has the higher dividend yield at 3.17%, compared with 1.07% for NTSX.

What is the main difference between EAOK and NTSX?

They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.18% for EAOK and 0.20% for NTSX.

Which has better risk-adjusted returns?

EAOK currently has the higher Sharpe Ratio (2.24 vs 2.09), 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.