EAOM vs. RULE

Last updated Jun 4, 2026

EAOM (iShares ESG Aware Moderate Allocation ETF) and RULE (Adaptive Core ETF) are both Diversified Portfolio funds. EAOM is passively managed, while RULE is actively managed. Over the past 3 years, EAOM returned 10.47%/yr vs 20.38%/yr for RULE. A 0.67 correlation means they provide meaningful diversification when combined. EAOM charges 0.18%/yr vs 1.10%/yr for RULE.

Performance

EAOM vs. RULE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Aware Moderate Allocation ETF (EAOM) and Adaptive Core ETF (RULE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EAOM achieves a 5.08% return, which is significantly lower than RULE's 45.39% return.

EAOM

• 1D: -0.45%
• 1M: 2.36%
• YTD: 5.08%
• 6M: 5.24%
• 1Y: 14.66%
• 3Y*: 10.47%
• 5Y*: 4.28%
• 10Y*: —

RULE

• 1D: 0.66%
• 1M: 21.60%
• YTD: 45.39%
• 6M: 45.86%
• 1Y: 52.19%
• 3Y*: 20.38%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

EAOM vs. RULE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
EAOM iShares ESG Aware Moderate Allocation ETF	5.08%	12.90%	7.29%	11.83%	-15.48%	-0.14%
RULE Adaptive Core ETF	45.39%	4.60%	7.59%	6.29%	-22.87%	1.03%

Correlation

The correlation between EAOM and RULE is 0.75, 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	0.75
Correlation (3Y) Calculated over the trailing 3-year period	0.75
Correlation (All Time) Calculated using the full available price history since Nov 4, 2021	0.67

The correlation between EAOM and RULE has been stable across timeframes, ranging from 0.67 to 0.75 - a consistent structural relationship.

EAOM vs. RULE - Sectors Allocation Comparison

Sectors	EAOM	RULE
Technology	30.2%	54.4%
Financial Services	16.6%	5.7%
Industrials	11.0%	13.2%
Consumer Cyclical	9.5%	3.2%
Healthcare	8.6%	6.4%
Communication Services	8.3%	5.0%
Consumer Defensive	4.4%	0.8%
Energy	3.8%	2.4%
Basic Materials	2.8%	9.0%
Utilities	2.5%	0.0%
Real Estate	2.3%	0.0%

Return for Risk

EAOM vs. RULE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EAOM

EAOM Risk / Return Rank: 68
EAOM Sharpe Ratio Rank: 69
EAOM Sortino Ratio Rank: 73
EAOM Omega Ratio Rank: 72
EAOM Calmar Ratio Rank: 58
EAOM Martin Ratio Rank: 67

RULE

RULE Risk / Return Rank: 79
RULE Sharpe Ratio Rank: 80
RULE Sortino Ratio Rank: 77
RULE Omega Ratio Rank: 76
RULE Calmar Ratio Rank: 80
RULE Martin Ratio Rank: 83

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EAOM vs. RULE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware Moderate Allocation ETF (EAOM) and Adaptive Core ETF (RULE). 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	RULE	Difference
Sharpe ratio Return per unit of total volatility	2.29	2.59	-0.30
Sortino ratio Return per unit of downside risk	3.31	3.47	-0.16
Omega ratio Gain probability vs. loss probability	1.43	1.46	-0.02
Calmar ratio Return relative to maximum drawdown	2.85	4.15	-1.30
Martin ratio Return relative to average drawdown	12.53	16.93	-4.39
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EAOM vs. RULE - Sharpe Ratio Comparison

The current EAOM Sharpe Ratio is 2.29, which is comparable to the RULE Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of EAOM and RULE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	EAOM	RULE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.29	2.59	-0.30
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	0.47	+0.29

Drawdowns

EAOM vs. RULE - Drawdown Comparison

The maximum EAOM drawdown since its inception was -20.73%, smaller than the maximum RULE drawdown of -30.48%. Use the drawdown chart below to compare losses from any high point for EAOM and RULE.

Drawdown Indicators

	EAOM	RULE	Difference
Max Drawdown Largest peak-to-trough decline	-20.73%	-30.48%	+9.75%
Max Drawdown (1Y) Largest decline over 1 year	-5.17%	-12.65%	+7.48%
Max Drawdown (3Y) Largest decline over 3 years	-7.63%	-20.21%	+12.58%
Max Drawdown (5Y) Largest decline over 5 years	-20.73%	—	—
Current Drawdown Current decline from peak	-0.45%	0.00%	-0.45%
Average Drawdown Average peak-to-trough decline	-4.97%	-14.98%	+10.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.17%	3.09%	-1.92%

Volatility

EAOM vs. RULE - Volatility Comparison

The current volatility for iShares ESG Aware Moderate Allocation ETF (EAOM) is 2.31%, while Adaptive Core ETF (RULE) has a volatility of 9.59%. This indicates that EAOM experiences smaller price fluctuations and is considered to be less risky than RULE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EAOM	RULE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.31%	9.59%	-7.28%
Volatility (6M) Calculated over the trailing 6-month period	5.24%	17.54%	-12.30%
Volatility (1Y) Calculated over the trailing 1-year period	6.44%	20.25%	-13.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.07%	14.83%	-6.76%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.91%	14.83%	-6.92%

EAOM vs. RULE - Expense Ratio Comparison

EAOM has a 0.18% expense ratio, which is lower than RULE's 1.10% expense ratio.

Dividends

EAOM vs. RULE - Dividend Comparison

EAOM's dividend yield for the trailing twelve months is around 2.78%, while RULE 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%
RULE Adaptive Core ETF	0.00%	0.00%	0.00%	2.01%	0.01%	0.00%	0.00%

Frequently Asked Questions

Can I hold both EAOM and RULE in my portfolio?

EAOM and RULE have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EAOM or RULE?

RULE has higher volatility (9.59%) compared to EAOM (2.31%). In terms of maximum drawdown, EAOM dropped -20.73% vs RULE's -30.48%.

Which ETF is better, EAOM or RULE?

On 3-year performance, RULE leads with 20.38% vs 10.47% for EAOM. 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.

Which ETF has performed better, EAOM or RULE?

Over the 3-year period, RULE has performed better with a 20.38% return vs 10.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EAOM or RULE?

EAOM is cheaper with a 0.18% expense ratio, compared with 1.10% for RULE.

Which ETF pays a higher dividend yield, EAOM or RULE?

EAOM has the higher dividend yield at 2.78%, compared with 0.00% for RULE.

What is the main difference between EAOM and RULE?

They also come from different issuers: iShares and Mohr Funds. Their fees differ too: 0.18% for EAOM and 1.10% for RULE.

Which has better risk-adjusted returns?

RULE currently has the higher Sharpe Ratio (2.59 vs 2.29), 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.