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EAOK vs. SPLS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EAOK vs. SPLS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Aware Conservative Allocation ETF (EAOK) and PIMCO U.S. Stocks PLUS Active Bond ETF (SPLS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


EAOK

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

SPLS

1D
-0.65%
1M
5.18%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EAOK vs. SPLS - Yearly Performance Comparison


Correlation

The correlation between EAOK and SPLS is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 20, 2026

0.90

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Return for Risk

EAOK vs. SPLS — Risk / Return Rank

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

EAOK
EAOK Risk / Return Rank: 6767
Overall Rank
EAOK Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
EAOK Sortino Ratio Rank: 7272
Sortino Ratio Rank
EAOK Omega Ratio Rank: 7171
Omega Ratio Rank
EAOK Calmar Ratio Rank: 5757
Calmar Ratio Rank
EAOK Martin Ratio Rank: 6767
Martin Ratio Rank

SPLS
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. SPLS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware Conservative Allocation ETF (EAOK) and PIMCO U.S. Stocks PLUS Active Bond ETF (SPLS). 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.


EAOKSPLSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.43

Calmar ratioReturn relative to maximum drawdown

2.78

Martin ratioReturn relative to average drawdown

12.14

EAOK vs. SPLS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EAOKSPLSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.24

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

1.82

-1.17

Drawdowns

EAOK vs. SPLS - Drawdown Comparison

The maximum EAOK drawdown since its inception was -19.91%, which is greater than SPLS's maximum drawdown of -9.24%. Use the drawdown chart below to compare losses from any high point for EAOK and SPLS.


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Drawdown Indicators


EAOKSPLSDifference

Max Drawdown

Largest peak-to-trough decline

-19.91%

-9.24%

-10.67%

Max Drawdown (1Y)

Largest decline over 1 year

-4.43%

Max Drawdown (3Y)

Largest decline over 3 years

-7.08%

Max Drawdown (5Y)

Largest decline over 5 years

-19.91%

Current Drawdown

Current decline from peak

-0.39%

-0.65%

+0.26%

Average Drawdown

Average peak-to-trough decline

-5.02%

-1.85%

-3.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

Volatility

EAOK vs. SPLS - Volatility Comparison


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Volatility by Period


EAOKSPLSDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.05%

Volatility (6M)

Calculated over the trailing 6-month period

4.48%

Volatility (1Y)

Calculated over the trailing 1-year period

5.49%

15.02%

-9.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.04%

15.02%

-7.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.83%

15.02%

-8.19%

EAOK vs. SPLS - Expense Ratio Comparison

Both EAOK and SPLS 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. SPLS - Dividend Comparison

EAOK's dividend yield for the trailing twelve months is around 3.17%, more than SPLS's 0.22% yield.


PositionTTM202520242023202220212020
EAOK
iShares ESG Aware Conservative Allocation ETF
3.17%3.18%3.15%2.80%2.27%1.19%1.00%
SPLS
PIMCO U.S. Stocks PLUS Active Bond ETF
0.22%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.90, EAOK and SPLS 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.

Both ETFs have the same 0.18% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

EAOK and SPLS have the same expense ratio: 0.18% per year.

EAOK has the higher dividend yield at 3.17%, compared with 0.22% for SPLS.

They also come from different issuers: iShares and PIMCO.

Portfolio Optimizer

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