EAOR vs. IVV

Last updated Jun 4, 2026

EAOR (iShares ESG Aware Growth Allocation ETF) and IVV (iShares Core S&P 500 ETF) are both exchange-traded funds - EAOR is a Diversified Portfolio fund tracking the BlackRock ESG Aware Growth Allocation Index, while IVV is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, EAOR returned 6.41%/yr vs 13.88%/yr for IVV. Their correlation of 0.93 suggests significant overlap in exposure. EAOR charges 0.18%/yr vs 0.03%/yr for IVV.

Performance

EAOR vs. IVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Aware Growth Allocation ETF (EAOR) and iShares Core S&P 500 ETF (IVV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EAOR achieves a 7.50% return, which is significantly lower than IVV's 10.85% return.

EAOR

• 1D: -0.65%
• 1M: 3.41%
• YTD: 7.50%
• 6M: 7.84%
• 1Y: 19.56%
• 3Y*: 13.83%
• 5Y*: 6.41%
• 10Y*: —

IVV

• 1D: -0.76%
• 1M: 4.97%
• YTD: 10.85%
• 6M: 10.87%
• 1Y: 28.00%
• 3Y*: 22.43%
• 5Y*: 13.88%
• 10Y*: 15.54%

*Multi-year figures are annualized to reflect compound growth (CAGR)

EAOR vs. IVV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
EAOR iShares ESG Aware Growth Allocation ETF	7.50%	15.59%	10.69%	14.96%	-16.66%	10.51%	15.00%
IVV iShares Core S&P 500 ETF	10.85%	17.85%	24.93%	26.31%	-18.16%	28.76%	21.54%

Correlation

The correlation between EAOR and IVV is 0.94, 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	0.94
Correlation (3Y) Calculated over the trailing 3-year period	0.92
Correlation (5Y) Calculated over the trailing 5-year period	0.93
Correlation (All Time) Calculated using the full available price history since Jun 19, 2020	0.93

The correlation between EAOR and IVV has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.

EAOR vs. IVV - Sectors Allocation Comparison

Sectors	EAOR	IVV
Technology	22.3%	35.6%
Financial Services	10.3%	11.8%
Industrials	6.8%	8.3%
Consumer Cyclical	5.8%	10.1%
Communication Services	5.6%	11.2%
Healthcare	5.2%	8.5%
Consumer Defensive	2.8%	4.9%
Energy	2.3%	3.5%
Basic Materials	1.8%	1.8%
Utilities	1.7%	2.4%
Real Estate	1.2%	1.9%

Return for Risk

EAOR vs. IVV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EAOR

EAOR Risk / Return Rank: 69
EAOR Sharpe Ratio Rank: 69
EAOR Sortino Ratio Rank: 72
EAOR Omega Ratio Rank: 71
EAOR Calmar Ratio Rank: 60
EAOR Martin Ratio Rank: 70

IVV

IVV Risk / Return Rank: 70
IVV Sharpe Ratio Rank: 71
IVV Sortino Ratio Rank: 70
IVV Omega Ratio Rank: 70
IVV Calmar Ratio Rank: 62
IVV Martin Ratio Rank: 75

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EAOR vs. IVV - 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 S&P 500 ETF (IVV). 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	IVV	Difference
Sharpe ratio: Return per unit of total volatility	2.30	2.39	-0.09
Sortino ratio: Return per unit of downside risk	3.30	3.25	+0.05
Omega ratio: Gain probability vs. loss probability	1.43	1.43	-0.01
Calmar ratio: Return relative to maximum drawdown	2.97	3.17	-0.20
Martin ratio: Return relative to average drawdown	13.04	14.71	-1.67
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EAOR vs. IVV - Sharpe Ratio Comparison

The current EAOR Sharpe Ratio is 2.30, which is comparable to the IVV Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of EAOR and IVV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	EAOR	IVV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.30	2.39	-0.09
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.61	0.83	-0.21
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.86	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.87	0.45	+0.42

Drawdowns

EAOR vs. IVV - Drawdown Comparison

The maximum EAOR drawdown since its inception was -22.91%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for EAOR and IVV.

Drawdown Indicators

	EAOR	IVV	Difference
Max Drawdown Largest peak-to-trough decline	-22.91%	-55.25%	+32.34%
Max Drawdown (1Y) Largest decline over 1 year	-6.62%	-8.89%	+2.27%
Max Drawdown (3Y) Largest decline over 3 years	-10.28%	-18.75%	+8.47%
Max Drawdown (5Y) Largest decline over 5 years	-22.91%	-24.53%	+1.62%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.90%	—
Current Drawdown Current decline from peak	-0.65%	-0.76%	+0.11%
Average Drawdown Average peak-to-trough decline	-5.05%	-10.78%	+5.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.50%	1.91%	-0.41%

Volatility

EAOR vs. IVV - Volatility Comparison

iShares ESG Aware Growth Allocation ETF (EAOR) and iShares Core S&P 500 ETF (IVV) have volatilities of 2.79% and 2.87%, 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.

Volatility by Period

	EAOR	IVV	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.79%	2.87%	-0.08%
Volatility (6M) Calculated over the trailing 6-month period	6.90%	8.90%	-2.00%
Volatility (1Y) Calculated over the trailing 1-year period	8.55%	11.80%	-3.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.52%	16.88%	-6.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.39%	18.05%	-7.66%

EAOR vs. IVV - Expense Ratio Comparison

EAOR has a 0.18% expense ratio, which is higher than IVV's 0.03% 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. IVV - Dividend Comparison

EAOR's dividend yield for the trailing twelve months is around 2.34%, more than IVV's 1.06% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EAOR iShares ESG Aware Growth Allocation ETF	2.34%	2.45%	2.52%	2.39%	1.99%	1.39%	1.07%	0.00%	0.00%	0.00%	0.00%	0.00%
IVV iShares Core S&P 500 ETF	1.06%	1.17%	1.30%	1.44%	1.66%	1.20%	1.57%	1.85%	2.21%	1.75%	2.01%	2.27%

Frequently Asked Questions

Can I hold both EAOR and IVV in my portfolio?

With a correlation of 0.94, EAOR and IVV 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.

Which is riskier, EAOR or IVV?

IVV has higher volatility (2.87%) compared to EAOR (2.79%). In terms of maximum drawdown, EAOR dropped -22.91% vs IVV's -55.25%.

Which ETF is better, EAOR or IVV?

On 5-year performance, IVV leads with 13.88% vs 6.41% for EAOR. On fees, IVV is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EAOR or IVV?

Over the 5-year period, IVV has performed better with a 13.88% return vs 6.41%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EAOR or IVV?

IVV is cheaper with a 0.03% expense ratio, compared with 0.18% for EAOR.

Which ETF pays a higher dividend yield, EAOR or IVV?

EAOR has the higher dividend yield at 2.34%, compared with 1.06% for IVV.

What is the main difference between EAOR and IVV?

EAOR is categorized as Diversified Portfolio, while IVV is S&P 500. EAOR tracks BlackRock ESG Aware Growth Allocation Index, while IVV tracks S&P 500 Index. Their fees differ too: 0.18% for EAOR and 0.03% for IVV.

Which has better risk-adjusted returns?

IVV currently has the higher Sharpe Ratio (2.39 vs 2.30), 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.