EAOR vs. AAAA
EAOR (iShares ESG Aware Growth Allocation ETF) and AAAA (Amplius Aggressive Asset Allocation ETF) are both Diversified Portfolio funds. EAOR is passively managed, while AAAA is actively managed. Over the past year, EAOR returned 16.51% vs 23.49% for AAAA. Their 0.96 correlation means they have historically moved very closely together. EAOR charges 0.18%/yr vs 0.49%/yr for AAAA.
Performance
EAOR vs. AAAA - Performance Comparison
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Returns By Period
In the year-to-date period, EAOR achieves a 8.99% return, which is significantly lower than AAAA's 13.54% return.
EAOR
- 1D
- 1.29%
- 1M
- 1.63%
- 6M
- 7.19%
- YTD
- 8.99%
- 1Y
- 16.51%
- 3Y*
- 13.62%
- 5Y*
- 6.30%
- 10Y*
- —
- ALL TIME*
- 9.01%
AAAA
- 1D
- 1.79%
- 1M
- 2.26%
- 6M
- 11.46%
- YTD
- 13.54%
- 1Y
- 23.49%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 23.66%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $369.85K | $290.25K | $192.74K | |
| $101.16K | $92.75K | $68.31K |
EAOR vs. AAAA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
EAOR iShares ESG Aware Growth Allocation ETF | 8.99% | 8.30% |
AAAA Amplius Aggressive Asset Allocation ETF | 13.54% | 10.11% |
Correlation
The correlation between EAOR and AAAA is 0.96 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.96 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2025 | 0.96 |
The correlation between EAOR and AAAA has been stable across timeframes, ranging from 0.96 to 0.96 - a consistent structural relationship.
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Return for Risk
EAOR vs. AAAA — Risk / Return Rank
EAOR
AAAA
EAOR vs. AAAA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware Growth Allocation ETF (EAOR) and Amplius Aggressive Asset Allocation ETF (AAAA). 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.
| EAOR | AAAA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.20 | ||
| Sortino ratioReturn per unit of downside risk | -0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.36 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.51 | 3.01 | -0.51 |
| Martin ratioReturn relative to average drawdown | 10.38 | 12.50 | -2.12 |
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Drawdowns
EAOR vs. AAAA - Drawdown Comparison
The maximum EAOR drawdown since its inception was -22.91%, which is greater than AAAA's maximum drawdown of -7.83%. Use the drawdown chart below to compare losses from any high point for EAOR and AAAA.
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Drawdown Indicators
| EAOR | AAAA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.91% | -7.83% | -15.08% |
Max Drawdown (1Y)Largest decline over 1 year | -6.62% | -7.83% | +1.21% |
Max Drawdown (3Y)Largest decline over 3 years | -10.28% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -22.91% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -4.94% | -1.14% | -3.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.59% | 1.88% | -0.29% |
Volatility
EAOR vs. AAAA - Volatility Comparison
The current volatility for iShares ESG Aware Growth Allocation ETF (EAOR) is 2.97%, while Amplius Aggressive Asset Allocation ETF (AAAA) has a volatility of 3.79%. This indicates that EAOR experiences smaller price fluctuations and is considered to be less risky than AAAA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EAOR | AAAA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.97% | 3.79% | -0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 7.89% | 9.99% | -2.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.38% | 12.03% | -2.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.66% | 11.87% | -1.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.42% | 11.87% | -1.45% |
EAOR vs. AAAA - Expense Ratio Comparison
EAOR has a 0.18% expense ratio, which is lower than AAAA's 0.49% expense ratio.
Dividends
EAOR vs. AAAA - Dividend Comparison
EAOR's dividend yield for the trailing twelve months is around 2.34%, more than AAAA's 1.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
AAAA Amplius Aggressive Asset Allocation ETF | 1.26% | 0.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EAOR iShares ESG Aware Growth Allocation ETF | 2.34% | 2.45% | 2.52% | 2.39% | 1.99% | 1.39% | 1.07% |
Frequently Asked Questions
With a correlation of 0.96, EAOR and AAAA move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
AAAA has higher volatility (3.79%) compared to EAOR (2.97%). In terms of maximum drawdown, EAOR dropped -22.91% vs AAAA's -7.83%.
On 1-year performance, AAAA leads with 23.49% vs 16.51% for EAOR. On fees, EAOR is cheaper at 0.18% per year. On volatility, EAOR has been the lower-risk option at 2.97%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, AAAA has performed better with a 23.49% return vs 16.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EAOR is cheaper with a 0.18% expense ratio, compared with 0.49% for AAAA.
EAOR has the higher dividend yield at 2.34%, compared with 1.26% for AAAA.
They also come from different issuers: iShares and Amplius. Their fees differ too: 0.18% for EAOR and 0.49% for AAAA.
AAAA currently has the higher Sharpe Ratio (1.97 vs 1.77), 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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