EAOM vs. GAA
EAOM (iShares ESG Aware Moderate Allocation ETF) and GAA (Cambria Global Asset Allocation ETF) are both Diversified Portfolio funds. EAOM is passively managed, while GAA is actively managed. Over the past 5 years, EAOM returned 3.87%/yr vs 6.43%/yr for GAA. Their 0.57 correlation means they have sometimes moved together and sometimes differently. EAOM charges 0.18%/yr vs 0.40%/yr for GAA.
Performance
EAOM vs. GAA - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EAOM achieves a 4.91% return, which is significantly lower than GAA's 8.56% return.
EAOM
- 1D
- 0.54%
- 1M
- -0.12%
- 6M
- 3.43%
- YTD
- 4.91%
- 1Y
- 11.28%
- 3Y*
- 10.05%
- 5Y*
- 3.87%
- 10Y*
- —
- ALL TIME*
- 5.76%
GAA
- 1D
- -0.03%
- 1M
- 1.21%
- 6M
- 4.23%
- YTD
- 8.56%
- 1Y
- 18.80%
- 3Y*
- 12.76%
- 5Y*
- 6.43%
- 10Y*
- 7.21%
- ALL TIME*
- 6.59%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $30.50K | $100.09K | $55.05K | |
| $221.78K | $178.12K | $220.71K |
EAOM vs. GAA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EAOM iShares ESG Aware Moderate Allocation ETF | 4.91% | 12.90% | 7.29% | 11.83% | -15.48% | 6.39% | 10.30% |
GAA Cambria Global Asset Allocation ETF | 8.56% | 18.76% | 6.67% | 7.65% | -8.47% | 11.17% | 15.24% |
Correlation
The correlation between EAOM and GAA is 0.63, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.63 |
Correlation (3Y) Balances recent behavior with more history. | 0.60 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.59 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2020 | 0.57 |
The correlation between EAOM and GAA has been stable across timeframes, ranging from 0.57 to 0.63 - 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. GAA — Risk / Return Rank
EAOM
GAA
EAOM vs. GAA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware Moderate Allocation ETF (EAOM) and Cambria Global Asset Allocation ETF (GAA). 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 | GAA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.38 | ||
| Sortino ratioReturn per unit of downside risk | -0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.37 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.19 | 3.27 | -1.08 |
| Martin ratioReturn relative to average drawdown | 9.17 | 11.60 | -2.43 |
Loading charts...
Drawdowns
EAOM vs. GAA - Drawdown Comparison
The maximum EAOM drawdown since its inception was -20.73%, smaller than the maximum GAA drawdown of -26.57%. Use the drawdown chart below to compare losses from any high point for EAOM and GAA.
Loading charts...
Drawdown Indicators
| EAOM | GAA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.73% | -26.57% | +5.84% |
Max Drawdown (1Y)Largest decline over 1 year | -5.17% | -5.78% | +0.61% |
Max Drawdown (3Y)Largest decline over 3 years | -7.06% | -7.18% | +0.12% |
Max Drawdown (5Y)Largest decline over 5 years | -20.73% | -18.47% | -2.26% |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.57% | — |
Current DrawdownCurrent decline from peak | -0.61% | -1.42% | +0.81% |
Average DrawdownAverage peak-to-trough decline | -4.85% | -3.82% | -1.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.23% | 1.62% | -0.39% |
Volatility
EAOM vs. GAA - Volatility Comparison
iShares ESG Aware Moderate Allocation ETF (EAOM) has a higher volatility of 2.06% compared to Cambria Global Asset Allocation ETF (GAA) at 1.83%. This indicates that EAOM's price experiences larger fluctuations and is considered to be riskier than GAA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EAOM | GAA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.06% | 1.83% | +0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 5.88% | 7.67% | -1.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.97% | 9.42% | -2.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.17% | 11.31% | -3.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.91% | 11.09% | -3.18% |
EAOM vs. GAA - Expense Ratio Comparison
EAOM has a 0.18% expense ratio, which is lower than GAA's 0.40% expense ratio.
Dividends
EAOM vs. GAA - Dividend Comparison
EAOM's dividend yield for the trailing twelve months is around 2.87%, less than GAA's 3.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EAOM iShares ESG Aware Moderate Allocation ETF | 2.87% | 2.89% | 2.89% | 2.70% | 1.93% | 1.32% | 1.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GAA Cambria Global Asset Allocation ETF | 3.50% | 4.24% | 3.88% | 3.73% | 6.05% | 4.21% | 2.73% | 3.32% | 3.01% | 2.36% | 2.82% | 2.49% |
Frequently Asked Questions
EAOM and GAA have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EAOM has higher volatility (2.06%) compared to GAA (1.83%). In terms of maximum drawdown, EAOM dropped -20.73% vs GAA's -26.57%.
On 5-year performance, GAA leads with 6.43% vs 3.87% for EAOM. On fees, EAOM is cheaper at 0.18% per year. On volatility, GAA has been the lower-risk option at 1.83%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, GAA has performed better with a 6.43% return vs 3.87%. 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 0.40% for GAA.
GAA has the higher dividend yield at 3.50%, compared with 2.87% for EAOM.
They also come from different issuers: iShares and Cambria. Their fees differ too: 0.18% for EAOM and 0.40% for GAA.
GAA currently has the higher Sharpe Ratio (2.01 vs 1.63), 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 GAA
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