EAOM vs. IBIT
EAOM (iShares ESG Aware Moderate Allocation ETF) and IBIT (iShares Bitcoin Trust ETF) are both exchange-traded funds - EAOM is a Diversified Portfolio fund tracking the BlackRock ESG Aware Moderate Allocation Index, while IBIT is a Cryptocurrency fund tracking the CME CF Bitcoin Reference Rate - New York Variant. Both are passively managed. Over the past year, EAOM returned 14.66% vs -38.74% for IBIT. At a 0.37 correlation, their price movements are largely independent. EAOM charges 0.18%/yr vs 0.25%/yr for IBIT.
Performance
EAOM vs. IBIT - Performance Comparison
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Returns By Period
In the year-to-date period, EAOM achieves a 5.08% return, which is significantly higher than IBIT's -25.48% return.
EAOM
- 1D
- -0.45%
- 1M
- 2.36%
- YTD
- 5.08%
- 6M
- 5.24%
- 1Y
- 14.66%
- 3Y*
- 10.47%
- 5Y*
- 4.28%
- 10Y*
- —
IBIT
- 1D
- -2.76%
- 1M
- -18.50%
- YTD
- -25.48%
- 6M
- -29.84%
- 1Y
- -38.74%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EAOM vs. IBIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EAOM iShares ESG Aware Moderate Allocation ETF | 5.08% | 12.90% | 7.82% |
IBIT iShares Bitcoin Trust ETF | -25.48% | -6.41% | 99.21% |
Correlation
The correlation between EAOM and IBIT is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Jan 12, 2024 | 0.37 |
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Return for Risk
EAOM vs. IBIT — Risk / Return Rank
EAOM
IBIT
EAOM vs. IBIT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware Moderate Allocation ETF (EAOM) and iShares Bitcoin Trust ETF (IBIT). 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.
| EAOM | IBIT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.18 | ||
| Sortino ratioReturn per unit of downside risk | +4.53 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 0.86 | +0.57 |
| Calmar ratioReturn relative to maximum drawdown | 2.85 | -0.79 | +3.63 |
| Martin ratioReturn relative to average drawdown | 12.53 | -1.36 | +13.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EAOM | IBIT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.29 | -0.89 | +3.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.30 | +0.46 |
Drawdowns
EAOM vs. IBIT - Drawdown Comparison
The maximum EAOM drawdown since its inception was -20.73%, smaller than the maximum IBIT drawdown of -49.36%. Use the drawdown chart below to compare losses from any high point for EAOM and IBIT.
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Drawdown Indicators
| EAOM | IBIT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.73% | -49.36% | +28.63% |
Max Drawdown (1Y)Largest decline over 1 year | -5.17% | -49.36% | +44.19% |
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 | -0.45% | -48.10% | +47.65% |
Average DrawdownAverage peak-to-trough decline | -4.97% | -16.02% | +11.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.17% | 28.44% | -27.27% |
Volatility
EAOM vs. IBIT - Volatility Comparison
The current volatility for iShares ESG Aware Moderate Allocation ETF (EAOM) is 2.31%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 9.50%. This indicates that EAOM experiences smaller price fluctuations and is considered to be less risky than IBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EAOM | IBIT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.31% | 9.50% | -7.19% |
Volatility (6M)Calculated over the trailing 6-month period | 5.24% | 34.44% | -29.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.44% | 43.73% | -37.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.07% | 50.19% | -42.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.91% | 50.19% | -42.28% |
EAOM vs. IBIT - Expense Ratio Comparison
EAOM has a 0.18% expense ratio, which is lower than IBIT'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. IBIT - Dividend Comparison
EAOM's dividend yield for the trailing twelve months is around 2.78%, while IBIT has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
EAOM iShares ESG Aware Moderate Allocation ETF | 2.78% | 2.89% | 2.89% | 2.70% | 1.93% | 1.32% | 1.02% |
IBIT iShares Bitcoin Trust ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EAOM and IBIT have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBIT has higher volatility (9.50%) compared to EAOM (2.31%). In terms of maximum drawdown, EAOM dropped -20.73% vs IBIT's -49.36%.
On 1-year performance, EAOM leads with 14.66% vs -38.74% for IBIT. On fees, EAOM is cheaper at 0.18% per year. On volatility, EAOM has been the lower-risk option at 2.31%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, EAOM has performed better with a 14.66% return vs -38.74%. 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 IBIT.
EAOM has the higher dividend yield at 2.78%, compared with 0.00% for IBIT.
EAOM is categorized as Diversified Portfolio, while IBIT is Cryptocurrency. EAOM tracks BlackRock ESG Aware Moderate Allocation Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. Their fees differ too: 0.18% for EAOM and 0.25% for IBIT.
EAOM currently has the higher Sharpe Ratio (2.29 vs -0.89), 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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