EAOR vs. AOK
EAOR (iShares ESG Aware Growth Allocation ETF) and AOK (iShares Core 30/70 Conservative Allocation ETF) are both Diversified Portfolio funds from iShares - EAOR tracks the BlackRock ESG Aware Growth Allocation Index while AOK tracks the S&P Target Risk Conservative Index. Both are passively managed. Over the past 5 years, EAOR returned 6.12%/yr vs 3.59%/yr for AOK. Their correlation of 0.90 suggests significant overlap in exposure. EAOR charges 0.18%/yr vs 0.15%/yr for AOK.
Performance
EAOR vs. AOK - Performance Comparison
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Returns By Period
In the year-to-date period, EAOR achieves a 6.45% return, which is significantly higher than AOK's 3.83% return.
EAOR
- 1D
- -1.13%
- 1M
- 0.30%
- YTD
- 6.45%
- 6M
- 6.03%
- 1Y
- 17.34%
- 3Y*
- 13.31%
- 5Y*
- 6.12%
- 10Y*
- —
AOK
- 1D
- -0.58%
- 1M
- 0.30%
- YTD
- 3.83%
- 6M
- 3.39%
- 1Y
- 11.04%
- 3Y*
- 9.03%
- 5Y*
- 3.59%
- 10Y*
- 5.20%
EAOR vs. AOK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EAOR iShares ESG Aware Growth Allocation ETF | 6.45% | 15.59% | 10.69% | 14.96% | -16.66% | 10.51% | 14.92% |
AOK iShares Core 30/70 Conservative Allocation ETF | 3.83% | 11.26% | 6.58% | 10.85% | -14.16% | 4.87% | 8.25% |
Correlation
The correlation between EAOR and AOK is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2020 | 0.90 |
The correlation between EAOR and AOK has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.
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Return for Risk
EAOR vs. AOK — Risk / Return Rank
EAOR
AOK
EAOR vs. AOK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware Growth Allocation ETF (EAOR) and iShares Core 30/70 Conservative Allocation ETF (AOK). 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 | AOK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.35 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.63 | 2.46 | +0.17 |
| Martin ratioReturn relative to average drawdown | 11.27 | 10.37 | +0.90 |
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Drawdowns
EAOR vs. AOK - Drawdown Comparison
The maximum EAOR drawdown since its inception was -22.91%, which is greater than AOK's maximum drawdown of -18.94%. Use the drawdown chart below to compare losses from any high point for EAOR and AOK.
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Drawdown Indicators
| EAOR | AOK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.91% | -18.94% | -3.97% |
Max Drawdown (1Y)Largest decline over 1 year | -6.62% | -4.50% | -2.12% |
Max Drawdown (3Y)Largest decline over 3 years | -10.28% | -6.37% | -3.91% |
Max Drawdown (5Y)Largest decline over 5 years | -22.91% | -18.94% | -3.97% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.94% | — |
Current DrawdownCurrent decline from peak | -1.62% | -0.82% | -0.80% |
Average DrawdownAverage peak-to-trough decline | -5.02% | -2.36% | -2.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.54% | 1.07% | +0.47% |
Volatility
EAOR vs. AOK - Volatility Comparison
iShares ESG Aware Growth Allocation ETF (EAOR) has a higher volatility of 3.74% compared to iShares Core 30/70 Conservative Allocation ETF (AOK) at 2.25%. This indicates that EAOR's price experiences larger fluctuations and is considered to be riskier than AOK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EAOR | AOK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.74% | 2.25% | +1.49% |
Volatility (6M)Calculated over the trailing 6-month period | 7.59% | 4.85% | +2.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.11% | 6.01% | +3.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.62% | 7.15% | +3.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.44% | 6.72% | +3.72% |
EAOR vs. AOK - Expense Ratio Comparison
EAOR has a 0.18% expense ratio, which is higher than AOK's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EAOR vs. AOK - Dividend Comparison
EAOR's dividend yield for the trailing twelve months is around 2.36%, less than AOK's 3.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AOK iShares Core 30/70 Conservative Allocation ETF | 3.29% | 3.28% | 3.23% | 2.93% | 2.25% | 1.55% | 2.10% | 2.71% | 2.68% | 2.91% | 2.14% | 2.02% |
EAOR iShares ESG Aware Growth Allocation ETF | 2.36% | 2.45% | 2.52% | 2.39% | 1.99% | 1.39% | 1.07% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.93, EAOR and AOK 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.
EAOR has higher volatility (3.74%) compared to AOK (2.25%). In terms of maximum drawdown, EAOR dropped -22.91% vs AOK's -18.94%.
On 5-year performance, EAOR leads with 6.12% vs 3.59% for AOK. On fees, AOK is cheaper at 0.15% per year. On volatility, AOK has been the lower-risk option at 2.25%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, EAOR has performed better with a 6.12% return vs 3.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
AOK is cheaper with a 0.15% expense ratio, compared with 0.18% for EAOR.
AOK has the higher dividend yield at 3.29%, compared with 2.36% for EAOR.
EAOR tracks BlackRock ESG Aware Growth Allocation Index, while AOK tracks S&P Target Risk Conservative Index. Their fees differ too: 0.18% for EAOR and 0.15% for AOK.
EAOR currently has the higher Sharpe Ratio (1.92 vs 1.84), 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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