EAOM vs. AOM
EAOM (iShares ESG Aware Moderate Allocation ETF) and AOM (iShares Core Moderate Allocation ETF) are both Diversified Portfolio funds from iShares - EAOM tracks the BlackRock ESG Aware Moderate Allocation Index while AOM tracks the S&P Target Risk Moderate. Both are passively managed. Over the past 5 years, EAOM returned 4.08%/yr vs 4.63%/yr for AOM. With a 0.96 correlation, they move nearly in lockstep. EAOM charges 0.18%/yr vs 0.25%/yr for AOM.
Performance
EAOM vs. AOM - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with EAOM having a 4.48% return and AOM slightly lower at 4.39%.
EAOM
- 1D
- -0.69%
- 1M
- 0.47%
- YTD
- 4.48%
- 6M
- 4.28%
- 1Y
- 13.00%
- 3Y*
- 10.14%
- 5Y*
- 4.08%
- 10Y*
- —
AOM
- 1D
- -0.76%
- 1M
- 0.20%
- YTD
- 4.39%
- 6M
- 4.21%
- 1Y
- 12.96%
- 3Y*
- 10.58%
- 5Y*
- 4.63%
- 10Y*
- 6.31%
EAOM vs. AOM - 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% |
AOM iShares Core Moderate Allocation ETF | 4.39% | 13.28% | 7.95% | 12.38% | -14.54% | 6.93% | 10.13% |
Correlation
The correlation between EAOM and AOM is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2020 | 0.96 |
The correlation between EAOM and AOM has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.
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Return for Risk
EAOM vs. AOM — Risk / Return Rank
EAOM
AOM
EAOM vs. AOM - 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 Moderate Allocation ETF (AOM). 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 | AOM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.35 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.52 | 2.55 | -0.02 |
| Martin ratioReturn relative to average drawdown | 10.90 | 10.96 | -0.06 |
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Drawdowns
EAOM vs. AOM - Drawdown Comparison
The maximum EAOM drawdown since its inception was -20.73%, roughly equal to the maximum AOM drawdown of -19.96%. Use the drawdown chart below to compare losses from any high point for EAOM and AOM.
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Drawdown Indicators
| EAOM | AOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.73% | -19.96% | -0.77% |
Max Drawdown (1Y)Largest decline over 1 year | -5.17% | -5.11% | -0.06% |
Max Drawdown (3Y)Largest decline over 3 years | -7.63% | -6.85% | -0.78% |
Max Drawdown (5Y)Largest decline over 5 years | -20.73% | -19.96% | -0.77% |
Max Drawdown (10Y)Largest decline over 10 years | — | -19.96% | — |
Current DrawdownCurrent decline from peak | -1.01% | -1.04% | +0.03% |
Average DrawdownAverage peak-to-trough decline | -4.93% | -2.69% | -2.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.20% | 1.19% | +0.01% |
Volatility
EAOM vs. AOM - Volatility Comparison
iShares ESG Aware Moderate Allocation ETF (EAOM) and iShares Core Moderate Allocation ETF (AOM) have volatilities of 2.76% and 2.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EAOM | AOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.76% | 2.78% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 5.72% | 5.70% | +0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.84% | 6.94% | -0.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.14% | 8.21% | -0.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.94% | 7.94% | 0.00% |
EAOM vs. AOM - Expense Ratio Comparison
EAOM has a 0.18% expense ratio, which is lower than AOM'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
EAOM vs. AOM - Dividend Comparison
EAOM's dividend yield for the trailing twelve months is around 2.80%, less than AOM's 3.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AOM iShares Core Moderate Allocation ETF | 3.00% | 2.98% | 3.10% | 2.79% | 2.27% | 1.56% | 2.02% | 2.66% | 2.53% | 3.31% | 2.14% | 1.98% |
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 AOM 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.
AOM has higher volatility (2.78%) compared to EAOM (2.76%). In terms of maximum drawdown, EAOM dropped -20.73% vs AOM's -19.96%.
On 5-year performance, AOM leads with 4.63% vs 4.08% for EAOM. On fees, EAOM is cheaper at 0.18% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, AOM has performed better with a 4.63% return vs 4.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EAOM is cheaper with a 0.18% expense ratio, compared with 0.25% for AOM.
AOM has the higher dividend yield at 3.00%, compared with 2.80% for EAOM.
EAOM tracks BlackRock ESG Aware Moderate Allocation Index, while AOM tracks S&P Target Risk Moderate. Their fees differ too: 0.18% for EAOM and 0.25% for AOM.
EAOM currently has the higher Sharpe Ratio (1.91 vs 1.88), 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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