EAOM vs. AOK
EAOM (iShares ESG Aware Moderate Allocation ETF) and AOK (iShares Core 30/70 Conservative Allocation ETF) are both Diversified Portfolio funds from iShares - EAOM tracks the BlackRock ESG Aware Moderate Allocation Index while AOK tracks the S&P Target Risk Conservative Index. Both are passively managed. Over the past 5 years, EAOM returned 4.08%/yr vs 3.59%/yr for AOK. Their correlation of 0.94 suggests significant overlap in exposure. EAOM charges 0.18%/yr vs 0.15%/yr for AOK.
Performance
EAOM vs. AOK - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EAOM achieves a 4.48% return, which is significantly higher than AOK's 3.83% return.
EAOM
- 1D
- -0.69%
- 1M
- 0.47%
- YTD
- 4.48%
- 6M
- 4.28%
- 1Y
- 13.00%
- 3Y*
- 10.14%
- 5Y*
- 4.08%
- 10Y*
- —
AOK
- 1D
- -0.58%
- 1M
- 0.30%
- YTD
- 3.83%
- 6M
- 3.39%
- 1Y
- 11.04%
- 3Y*
- 9.03%
- 5Y*
- 3.59%
- 10Y*
- 5.20%
EAOM vs. AOK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EAOM iShares ESG Aware Moderate Allocation ETF | 4.48% | 12.90% | 7.29% | 11.83% | -15.48% | 6.39% | 10.30% |
AOK iShares Core 30/70 Conservative Allocation ETF | 3.83% | 11.26% | 6.58% | 10.85% | -14.16% | 4.87% | 8.25% |
Correlation
The correlation between EAOM and AOK is 0.95, 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 | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2020 | 0.94 |
The correlation between EAOM and AOK has been stable across timeframes, ranging from 0.94 to 0.95 - 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
EAOM vs. AOK — Risk / Return Rank
EAOM
AOK
EAOM vs. AOK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware Moderate Allocation ETF (EAOM) and iShares Core 30/70 Conservative Allocation ETF (AOK). 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.
| EAOM | AOK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.35 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.52 | 2.46 | +0.06 |
| Martin ratioReturn relative to average drawdown | 10.90 | 10.37 | +0.53 |
Loading charts...
Drawdowns
EAOM vs. AOK - Drawdown Comparison
The maximum EAOM drawdown since its inception was -20.73%, which is greater than AOK's maximum drawdown of -18.94%. Use the drawdown chart below to compare losses from any high point for EAOM and AOK.
Loading charts...
Drawdown Indicators
| EAOM | AOK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.73% | -18.94% | -1.79% |
Max Drawdown (1Y)Largest decline over 1 year | -5.17% | -4.50% | -0.67% |
Max Drawdown (3Y)Largest decline over 3 years | -7.63% | -6.37% | -1.26% |
Max Drawdown (5Y)Largest decline over 5 years | -20.73% | -18.94% | -1.79% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.94% | — |
Current DrawdownCurrent decline from peak | -1.01% | -0.82% | -0.19% |
Average DrawdownAverage peak-to-trough decline | -4.93% | -2.36% | -2.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.20% | 1.07% | +0.13% |
Volatility
EAOM vs. AOK - Volatility Comparison
iShares ESG Aware Moderate Allocation ETF (EAOM) has a higher volatility of 2.76% compared to iShares Core 30/70 Conservative Allocation ETF (AOK) at 2.25%. This indicates that EAOM's price experiences larger fluctuations and is considered to be riskier than AOK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EAOM | AOK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.76% | 2.25% | +0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 5.72% | 4.85% | +0.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.84% | 6.01% | +0.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.14% | 7.15% | +0.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.94% | 6.72% | +1.22% |
EAOM vs. AOK - Expense Ratio Comparison
EAOM has a 0.18% expense ratio, which is higher than AOK's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EAOM vs. AOK - Dividend Comparison
EAOM's dividend yield for the trailing twelve months is around 2.80%, less than AOK's 3.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AOK iShares Core 30/70 Conservative Allocation ETF | 3.29% | 3.28% | 3.23% | 2.93% | 2.25% | 1.55% | 2.10% | 2.71% | 2.68% | 2.91% | 2.14% | 2.02% |
EAOM iShares ESG Aware Moderate Allocation ETF | 2.80% | 2.89% | 2.89% | 2.70% | 1.93% | 1.32% | 1.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.95, EAOM and AOK 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.
EAOM has higher volatility (2.76%) compared to AOK (2.25%). In terms of maximum drawdown, EAOM dropped -20.73% vs AOK's -18.94%.
On 5-year performance, EAOM leads with 4.08% vs 3.59% for AOK. On fees, AOK is cheaper at 0.15% per year. On volatility, AOK has been the lower-risk option at 2.25%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, EAOM has performed better with a 4.08% return vs 3.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
AOK is cheaper with a 0.15% expense ratio, compared with 0.18% for EAOM.
AOK has the higher dividend yield at 3.29%, compared with 2.80% for EAOM.
EAOM tracks BlackRock ESG Aware Moderate Allocation Index, while AOK tracks S&P Target Risk Conservative Index. Their fees differ too: 0.18% for EAOM and 0.15% for AOK.
EAOM currently has the higher Sharpe Ratio (1.91 vs 1.84), 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 EAOM and AOK
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