EAOR vs. MDAA

Last updated Jun 4, 2026

EAOR (iShares ESG Aware Growth Allocation ETF) and MDAA (Myriad Dynamic Asset Allocation ETF) are both Diversified Portfolio funds. EAOR is passively managed, while MDAA is actively managed. Their correlation of 0.91 suggests significant overlap in exposure. EAOR charges 0.18%/yr vs 0.97%/yr for MDAA.

Performance

EAOR vs. MDAA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Aware Growth Allocation ETF (EAOR) and Myriad Dynamic Asset Allocation ETF (MDAA). 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 MDAA's 22.13% return.

EAOR

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

MDAA

• 1D: -1.11%
• 1M: 8.24%
• YTD: 22.13%
• 6M: 22.52%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

EAOR vs. MDAA - Yearly Performance Comparison

	2026 (YTD)	2025
EAOR iShares ESG Aware Growth Allocation ETF	7.50%	1.60%
MDAA Myriad Dynamic Asset Allocation ETF	22.13%	-0.27%

Correlation

The correlation between EAOR and MDAA is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 6, 2025	0.91

Return for Risk

EAOR vs. MDAA — 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

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. MDAA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware Growth Allocation ETF (EAOR) and Myriad Dynamic Asset Allocation ETF (MDAA). 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	MDAA	Difference
Sharpe ratio: Return per unit of total volatility	2.30	—	—
Sortino ratio: Return per unit of downside risk	3.30	—	—
Omega ratio: Gain probability vs. loss probability	1.43	—	—
Calmar ratio: Return relative to maximum drawdown	2.97	—	—
Martin ratio: Return relative to average drawdown	13.04	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	EAOR	MDAA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.30	—	—
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	1.47	-0.59

Drawdowns

EAOR vs. MDAA - Drawdown Comparison

The maximum EAOR drawdown since its inception was -22.91%, which is greater than MDAA's maximum drawdown of -14.59%. Use the drawdown chart below to compare losses from any high point for EAOR and MDAA.

Drawdown Indicators

	EAOR	MDAA	Difference
Max Drawdown Largest peak-to-trough decline	-22.91%	-14.59%	-8.32%
Max Drawdown (1Y) Largest decline over 1 year	-6.62%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-10.28%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-22.91%	—	—
Current Drawdown Current decline from peak	-0.65%	-1.11%	+0.46%
Average Drawdown Average peak-to-trough decline	-5.05%	-2.93%	-2.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.50%	—	—

Volatility

Volatility by Period

	EAOR	MDAA	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.79%	—	—
Volatility (6M) Calculated over the trailing 6-month period	6.90%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	8.55%	23.89%	-15.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.52%	23.89%	-13.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.39%	23.89%	-13.50%

EAOR vs. MDAA - Expense Ratio Comparison

EAOR has a 0.18% expense ratio, which is lower than MDAA's 0.97% expense ratio.

Dividends

EAOR vs. MDAA - Dividend Comparison

EAOR's dividend yield for the trailing twelve months is around 2.34%, more than MDAA's 0.38% yield.

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%
MDAA Myriad Dynamic Asset Allocation ETF	0.38%	0.46%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both EAOR and MDAA in my portfolio?

With a correlation of 0.91, EAOR and MDAA 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 ETF is better, EAOR or MDAA?

On fees, EAOR is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, EAOR or MDAA?

EAOR is cheaper with a 0.18% expense ratio, compared with 0.97% for MDAA.

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

EAOR has the higher dividend yield at 2.34%, compared with 0.38% for MDAA.

What is the main difference between EAOR and MDAA?

They also come from different issuers: iShares and Myriad. Their fees differ too: 0.18% for EAOR and 0.97% for MDAA.