EAOM vs. MPRO
EAOM (iShares ESG Aware Moderate Allocation ETF) and MPRO (Monarch ProCap ETF) are both Diversified Portfolio funds - EAOM tracks the BlackRock ESG Aware Moderate Allocation Index while MPRO tracks the Monarch ProCap Index. Both are passively managed. Over the past 5 years, EAOM returned 4.15%/yr vs 5.64%/yr for MPRO. Their correlation of 0.83 suggests significant overlap in exposure. EAOM charges 0.18%/yr vs 1.17%/yr for MPRO.
Performance
EAOM vs. MPRO - Performance Comparison
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Returns By Period
In the year-to-date period, EAOM achieves a 4.87% return, which is significantly lower than MPRO's 6.23% return.
EAOM
- 1D
- 0.21%
- 1M
- 0.16%
- YTD
- 4.87%
- 6M
- 4.40%
- 1Y
- 12.65%
- 3Y*
- 10.27%
- 5Y*
- 4.15%
- 10Y*
- —
MPRO
- 1D
- -0.32%
- 1M
- -0.12%
- YTD
- 6.23%
- 6M
- 5.82%
- 1Y
- 11.96%
- 3Y*
- 9.73%
- 5Y*
- 5.64%
- 10Y*
- —
EAOM vs. MPRO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
EAOM iShares ESG Aware Moderate Allocation ETF | 4.87% | 12.90% | 7.29% | 11.83% | -15.48% | 6.49% |
MPRO Monarch ProCap ETF | 6.23% | 9.33% | 8.37% | 10.55% | -9.38% | 10.74% |
Correlation
The correlation between EAOM and MPRO is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Mar 24, 2021 | 0.83 |
The correlation between EAOM and MPRO shifts across timeframes, from 0.71 (1 year) to 0.83 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EAOM vs. MPRO — Risk / Return Rank
EAOM
MPRO
EAOM vs. MPRO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware Moderate Allocation ETF (EAOM) and Monarch ProCap ETF (MPRO). 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 | MPRO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.32 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.46 | 2.12 | +0.34 |
| Martin ratioReturn relative to average drawdown | 10.59 | 8.32 | +2.27 |
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Drawdowns
EAOM vs. MPRO - Drawdown Comparison
The maximum EAOM drawdown since its inception was -20.73%, which is greater than MPRO's maximum drawdown of -14.51%. Use the drawdown chart below to compare losses from any high point for EAOM and MPRO.
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Drawdown Indicators
| EAOM | MPRO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.73% | -14.51% | -6.22% |
Max Drawdown (1Y)Largest decline over 1 year | -5.17% | -5.67% | +0.50% |
Max Drawdown (3Y)Largest decline over 3 years | -7.63% | -9.64% | +2.01% |
Max Drawdown (5Y)Largest decline over 5 years | -20.73% | -14.51% | -6.22% |
Current DrawdownCurrent decline from peak | -0.65% | -0.97% | +0.32% |
Average DrawdownAverage peak-to-trough decline | -4.92% | -3.43% | -1.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.20% | 1.44% | -0.24% |
Volatility
EAOM vs. MPRO - Volatility Comparison
iShares ESG Aware Moderate Allocation ETF (EAOM) has a higher volatility of 2.69% compared to Monarch ProCap ETF (MPRO) at 2.06%. This indicates that EAOM's price experiences larger fluctuations and is considered to be riskier than MPRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EAOM | MPRO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.69% | 2.06% | +0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 5.72% | 5.16% | +0.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.79% | 6.74% | +0.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.14% | 9.28% | -1.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.93% | 9.22% | -1.29% |
EAOM vs. MPRO - Expense Ratio Comparison
EAOM has a 0.18% expense ratio, which is lower than MPRO's 1.17% expense ratio.
Dividends
EAOM vs. MPRO - Dividend Comparison
EAOM's dividend yield for the trailing twelve months is around 2.79%, more than MPRO's 1.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
EAOM iShares ESG Aware Moderate Allocation ETF | 2.79% | 2.89% | 2.89% | 2.70% | 1.93% | 1.32% | 1.02% |
MPRO Monarch ProCap ETF | 1.87% | 1.93% | 1.64% | 1.40% | 1.09% | 0.95% | 0.00% |
Frequently Asked Questions
EAOM and MPRO have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EAOM has higher volatility (2.69%) compared to MPRO (2.06%). In terms of maximum drawdown, EAOM dropped -20.73% vs MPRO's -14.51%.
On 5-year performance, MPRO leads with 5.64% vs 4.15% for EAOM. On fees, EAOM is cheaper at 0.18% per year. On volatility, MPRO has been the lower-risk option at 2.06%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, MPRO has performed better with a 5.64% return vs 4.15%. 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 1.17% for MPRO.
EAOM has the higher dividend yield at 2.79%, compared with 1.87% for MPRO.
EAOM tracks BlackRock ESG Aware Moderate Allocation Index, while MPRO tracks Monarch ProCap Index. They also come from different issuers: iShares and Monarch. Their fees differ too: 0.18% for EAOM and 1.17% for MPRO.
EAOM currently has the higher Sharpe Ratio (1.87 vs 1.79), 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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