EAOR vs. AOR
Compare and contrast key facts about iShares ESG Aware Growth Allocation ETF (EAOR) and iShares Core Growth Allocation ETF (AOR).
EAOR and AOR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EAOR is a passively managed fund by iShares that tracks the performance of the BlackRock ESG Aware Growth Allocation Index. It was launched on Jun 12, 2020. AOR is a passively managed fund by iShares that tracks the performance of the S&P Target Risk Growth Index. It was launched on Nov 4, 2008. Both EAOR and AOR are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EAOR or AOR.
Key characteristics
| EAOR | AOR | |
|---|---|---|
| YTD Return | 11.77% | 11.66% |
| 1Y Return | 18.71% | 18.40% |
| 3Y Return (Ann) | 2.20% | 2.92% |
| Sharpe Ratio | 2.56 | 2.58 |
| Sortino Ratio | 3.72 | 3.74 |
| Omega Ratio | 1.48 | 1.48 |
| Calmar Ratio | 1.98 | 2.45 |
| Martin Ratio | 16.34 | 17.13 |
| Ulcer Index | 1.28% | 1.20% |
| Daily Std Dev | 8.17% | 7.97% |
| Max Drawdown | -22.91% | -24.44% |
| Current Drawdown | -0.90% | -1.05% |
Correlation
The correlation between EAOR and AOR is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
EAOR vs. AOR - Performance Comparison
The year-to-date returns for both stocks are quite close, with EAOR having a 11.77% return and AOR slightly lower at 11.66%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EAOR vs. AOR - Expense Ratio Comparison
EAOR has a 0.18% expense ratio, which is lower than AOR'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%.
Risk-Adjusted Performance
EAOR vs. AOR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware Growth Allocation ETF (EAOR) and iShares Core Growth Allocation ETF (AOR). 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.
Dividends
EAOR vs. AOR - Dividend Comparison
EAOR's dividend yield for the trailing twelve months is around 2.39%, less than AOR's 2.46% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EAOR iShares ESG Aware Growth Allocation ETF | 2.39% | 2.39% | 1.99% | 1.39% | 1.07% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AOR iShares Core Growth Allocation ETF | 2.46% | 2.50% | 2.12% | 1.64% | 1.89% | 2.56% | 2.49% | 4.51% | 2.16% | 2.12% | 2.11% | 1.92% |
Drawdowns
EAOR vs. AOR - Drawdown Comparison
The maximum EAOR drawdown since its inception was -22.91%, smaller than the maximum AOR drawdown of -24.44%. Use the drawdown chart below to compare losses from any high point for EAOR and AOR. For additional features, visit the drawdowns tool.
Volatility
EAOR vs. AOR - Volatility Comparison
iShares ESG Aware Growth Allocation ETF (EAOR) and iShares Core Growth Allocation ETF (AOR) have volatilities of 2.17% and 2.20%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.