EAOM vs. CTAP
EAOM (iShares ESG Aware Moderate Allocation ETF) and CTAP (Simplify US Equity PLUS Managed Futures Strategy ETF) are both Diversified Portfolio funds. EAOM is passively managed, while CTAP is actively managed. At a 0.22 correlation, their price movements are largely independent. EAOM charges 0.18%/yr vs 0.10%/yr for CTAP.
Performance
EAOM vs. CTAP - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EAOM achieves a 4.87% return, which is significantly higher than CTAP's 4.10% return.
EAOM
- 1D
- 0.21%
- 1M
- 0.16%
- YTD
- 4.87%
- 6M
- 4.40%
- 1Y
- 12.65%
- 3Y*
- 10.27%
- 5Y*
- 4.15%
- 10Y*
- —
CTAP
- 1D
- 0.50%
- 1M
- -14.15%
- YTD
- 4.10%
- 6M
- 2.69%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EAOM vs. CTAP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
EAOM iShares ESG Aware Moderate Allocation ETF | 4.87% | 0.45% |
CTAP Simplify US Equity PLUS Managed Futures Strategy ETF | 4.10% | 2.22% |
Correlation
The correlation between EAOM and CTAP is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 9, 2025 | 0.22 |
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. CTAP — Risk / Return Rank
EAOM
CTAP
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
EAOM vs. CTAP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware Moderate Allocation ETF (EAOM) and Simplify US Equity PLUS Managed Futures Strategy ETF (CTAP). 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 | CTAP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.35 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.46 | — | — |
| Martin ratioReturn relative to average drawdown | 10.59 | — | — |
Loading charts...
Drawdowns
EAOM vs. CTAP - Drawdown Comparison
The maximum EAOM drawdown since its inception was -20.73%, which is greater than CTAP's maximum drawdown of -18.86%. Use the drawdown chart below to compare losses from any high point for EAOM and CTAP.
Loading charts...
Drawdown Indicators
| EAOM | CTAP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.73% | -18.86% | -1.87% |
Max Drawdown (1Y)Largest decline over 1 year | -5.17% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -7.63% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -20.73% | — | — |
Current DrawdownCurrent decline from peak | -0.65% | -18.45% | +17.80% |
Average DrawdownAverage peak-to-trough decline | -4.92% | -3.33% | -1.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.20% | — | — |
Volatility
EAOM vs. CTAP - Volatility Comparison
Loading charts...
Volatility by Period
| EAOM | CTAP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.69% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 5.72% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 6.79% | 24.56% | -17.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.14% | 24.56% | -16.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.93% | 24.56% | -16.63% |
EAOM vs. CTAP - Expense Ratio Comparison
EAOM has a 0.18% expense ratio, which is higher than CTAP's 0.10% 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. CTAP - Dividend Comparison
EAOM's dividend yield for the trailing twelve months is around 2.79%, more than CTAP's 1.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
CTAP Simplify US Equity PLUS Managed Futures Strategy ETF | 1.91% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EAOM iShares ESG Aware Moderate Allocation ETF | 2.79% | 2.89% | 2.89% | 2.70% | 1.93% | 1.32% | 1.02% |
Frequently Asked Questions
EAOM and CTAP have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CTAP is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CTAP is cheaper with a 0.10% expense ratio, compared with 0.18% for EAOM.
EAOM has the higher dividend yield at 2.79%, compared with 1.91% for CTAP.
They also come from different issuers: iShares and Simplify. Their fees differ too: 0.18% for EAOM and 0.10% for CTAP.
Find the right allocation for EAOM and CTAP
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