EAOR vs. IBIT
EAOR (iShares ESG Aware Growth Allocation ETF) and IBIT (iShares Bitcoin Trust ETF) are both exchange-traded funds - EAOR is a Diversified Portfolio fund tracking the BlackRock ESG Aware Growth Allocation Index, while IBIT is a Cryptocurrency fund tracking the CME CF Bitcoin Reference Rate - New York Variant. Both are passively managed. Over the past year, EAOR returned 19.56% vs -38.74% for IBIT. At a 0.40 correlation, their price movements are largely independent. EAOR charges 0.18%/yr vs 0.25%/yr for IBIT.
Performance
EAOR vs. IBIT - Performance Comparison
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Returns By Period
In the year-to-date period, EAOR achieves a 7.50% return, which is significantly higher than IBIT's -25.48% return.
EAOR
- 1D
- -0.65%
- 1M
- 3.41%
- YTD
- 7.50%
- 6M
- 7.84%
- 1Y
- 19.56%
- 3Y*
- 13.83%
- 5Y*
- 6.41%
- 10Y*
- —
IBIT
- 1D
- -2.76%
- 1M
- -18.50%
- YTD
- -25.48%
- 6M
- -29.84%
- 1Y
- -38.74%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EAOR vs. IBIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EAOR iShares ESG Aware Growth Allocation ETF | 7.50% | 15.59% | 11.27% |
IBIT iShares Bitcoin Trust ETF | -25.48% | -6.41% | 99.21% |
Correlation
The correlation between EAOR and IBIT is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Jan 12, 2024 | 0.40 |
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Return for Risk
EAOR vs. IBIT — Risk / Return Rank
EAOR
IBIT
EAOR vs. IBIT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware Growth Allocation ETF (EAOR) and iShares Bitcoin Trust ETF (IBIT). 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.
| EAOR | IBIT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.19 | ||
| Sortino ratioReturn per unit of downside risk | +4.52 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 0.86 | +0.56 |
| Calmar ratioReturn relative to maximum drawdown | 2.97 | -0.79 | +3.76 |
| Martin ratioReturn relative to average drawdown | 13.04 | -1.36 | +14.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EAOR | IBIT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.30 | -0.89 | +3.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 0.30 | +0.58 |
Drawdowns
EAOR vs. IBIT - Drawdown Comparison
The maximum EAOR drawdown since its inception was -22.91%, smaller than the maximum IBIT drawdown of -49.36%. Use the drawdown chart below to compare losses from any high point for EAOR and IBIT.
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Drawdown Indicators
| EAOR | IBIT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.91% | -49.36% | +26.45% |
Max Drawdown (1Y)Largest decline over 1 year | -6.62% | -49.36% | +42.74% |
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 | -0.65% | -48.10% | +47.45% |
Average DrawdownAverage peak-to-trough decline | -5.05% | -16.02% | +10.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.50% | 28.44% | -26.94% |
Volatility
EAOR vs. IBIT - Volatility Comparison
The current volatility for iShares ESG Aware Growth Allocation ETF (EAOR) is 2.79%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 9.50%. This indicates that EAOR experiences smaller price fluctuations and is considered to be less risky than IBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EAOR | IBIT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.79% | 9.50% | -6.71% |
Volatility (6M)Calculated over the trailing 6-month period | 6.90% | 34.44% | -27.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.55% | 43.73% | -35.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.52% | 50.19% | -39.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.39% | 50.19% | -39.80% |
EAOR vs. IBIT - Expense Ratio Comparison
EAOR has a 0.18% expense ratio, which is lower than IBIT'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%.
Dividends
EAOR vs. IBIT - Dividend Comparison
EAOR's dividend yield for the trailing twelve months is around 2.34%, while IBIT has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
EAOR iShares ESG Aware Growth Allocation ETF | 2.34% | 2.45% | 2.52% | 2.39% | 1.99% | 1.39% | 1.07% |
IBIT iShares Bitcoin Trust ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EAOR and IBIT have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBIT has higher volatility (9.50%) compared to EAOR (2.79%). In terms of maximum drawdown, EAOR dropped -22.91% vs IBIT's -49.36%.
On 1-year performance, EAOR leads with 19.56% vs -38.74% for IBIT. On fees, EAOR is cheaper at 0.18% per year. On volatility, EAOR has been the lower-risk option at 2.79%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, EAOR has performed better with a 19.56% return vs -38.74%. 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 0.25% for IBIT.
EAOR has the higher dividend yield at 2.34%, compared with 0.00% for IBIT.
EAOR is categorized as Diversified Portfolio, while IBIT is Cryptocurrency. EAOR tracks BlackRock ESG Aware Growth Allocation Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. Their fees differ too: 0.18% for EAOR and 0.25% for IBIT.
EAOR currently has the higher Sharpe Ratio (2.30 vs -0.89), 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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