EAOR vs. EAOA
Compare and contrast key facts about iShares ESG Aware Growth Allocation ETF (EAOR) and iShares ESG Aware Aggressive Allocation ETF (EAOA).
EAOR and EAOA 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. EAOA is a passively managed fund by iShares that tracks the performance of the BlackRock ESG Aware Aggressive Allocation Index. It was launched on Jun 12, 2020. Both EAOR and EAOA 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 EAOA.
Key characteristics
| EAOR | EAOA | |
|---|---|---|
| YTD Return | 11.77% | 15.46% |
| 1Y Return | 18.71% | 23.09% |
| 3Y Return (Ann) | 2.20% | 3.77% |
| Sharpe Ratio | 2.56 | 2.56 |
| Sortino Ratio | 3.72 | 3.61 |
| Omega Ratio | 1.48 | 1.48 |
| Calmar Ratio | 1.98 | 2.67 |
| Martin Ratio | 16.34 | 16.54 |
| Ulcer Index | 1.28% | 1.55% |
| Daily Std Dev | 8.17% | 10.03% |
| Max Drawdown | -22.91% | -25.06% |
| Current Drawdown | -0.90% | -0.98% |
Correlation
The correlation between EAOR and EAOA is 0.98, 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. EAOA - Performance Comparison
In the year-to-date period, EAOR achieves a 11.77% return, which is significantly lower than EAOA's 15.46% return. 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. EAOA - Expense Ratio Comparison
Both EAOR and EAOA have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
EAOR vs. EAOA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware Growth Allocation ETF (EAOR) and iShares ESG Aware Aggressive Allocation ETF (EAOA). 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. EAOA - Dividend Comparison
EAOR's dividend yield for the trailing twelve months is around 2.39%, more than EAOA's 2.01% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
EAOR iShares ESG Aware Growth Allocation ETF | 2.39% | 2.39% | 1.99% | 1.39% | 1.07% |
EAOA iShares ESG Aware Aggressive Allocation ETF | 2.01% | 2.21% | 1.93% | 1.48% | 1.12% |
Drawdowns
EAOR vs. EAOA - Drawdown Comparison
The maximum EAOR drawdown since its inception was -22.91%, smaller than the maximum EAOA drawdown of -25.06%. Use the drawdown chart below to compare losses from any high point for EAOR and EAOA. For additional features, visit the drawdowns tool.
Volatility
EAOR vs. EAOA - Volatility Comparison
The current volatility for iShares ESG Aware Growth Allocation ETF (EAOR) is 2.17%, while iShares ESG Aware Aggressive Allocation ETF (EAOA) has a volatility of 2.67%. This indicates that EAOR experiences smaller price fluctuations and is considered to be less risky than EAOA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.