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EAOK vs. THRV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EAOK vs. THRV - Performance Comparison

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

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Returns By Period

In the year-to-date period, EAOK achieves a 3.85% return, which is significantly higher than THRV's 1.86% return.


EAOK

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

THRV

1D
-0.38%
1M
0.32%
YTD
1.86%
6M
1.66%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EAOK vs. THRV - Yearly Performance Comparison


Correlation

The correlation between EAOK and THRV is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 1, 2025

0.73

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Return for Risk

EAOK vs. THRV — 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

THRV
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. THRV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware Conservative Allocation ETF (EAOK) and Prospera Income ETF (THRV). 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.


EAOKTHRVDifference
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. THRV - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EAOKTHRVDifference

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

1.04

-0.39

Drawdowns

EAOK vs. THRV - Drawdown Comparison

The maximum EAOK drawdown since its inception was -19.91%, which is greater than THRV's maximum drawdown of -1.50%. Use the drawdown chart below to compare losses from any high point for EAOK and THRV.


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Drawdown Indicators


EAOKTHRVDifference

Max Drawdown

Largest peak-to-trough decline

-19.91%

-1.50%

-18.41%

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%

-0.51%

+0.12%

Average Drawdown

Average peak-to-trough decline

-5.02%

-0.44%

-4.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

Volatility

EAOK vs. THRV - Volatility Comparison


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Volatility by Period


EAOKTHRVDifference

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%

2.92%

+2.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.04%

2.92%

+4.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.83%

2.92%

+3.91%

EAOK vs. THRV - Expense Ratio Comparison

EAOK has a 0.18% expense ratio, which is lower than THRV's 1.80% expense ratio.


Dividends

EAOK vs. THRV - Dividend Comparison

EAOK's dividend yield for the trailing twelve months is around 3.17%, less than THRV's 4.71% yield.


PositionTTM202520242023202220212020
EAOK
iShares ESG Aware Conservative Allocation ETF
3.17%3.18%3.15%2.80%2.27%1.19%1.00%
THRV
Prospera Income ETF
4.71%1.67%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EAOK and THRV have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EAOK is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EAOK is cheaper with a 0.18% expense ratio, compared with 1.80% for THRV.

THRV has the higher dividend yield at 4.71%, compared with 3.17% for EAOK.

They also come from different issuers: iShares and Prospera Funds. Their fees differ too: 0.18% for EAOK and 1.80% for THRV.

Portfolio Optimizer

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