EAOR vs. TUGN

Last updated Jun 24, 2026

EAOR (iShares ESG Aware Growth Allocation ETF) and TUGN (STF Tactical Growth & Income ETF) are both Diversified Portfolio funds. EAOR is passively managed, while TUGN is actively managed. Over the past 3 years, EAOR returned 13.31%/yr vs 20.91%/yr for TUGN. A 0.77 correlation means they provide meaningful diversification when combined. EAOR charges 0.18%/yr vs 0.65%/yr for TUGN.

Performance

EAOR vs. TUGN - Performance Comparison

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

Returns By Period

In the year-to-date period, EAOR achieves a 6.45% return, which is significantly lower than TUGN's 15.79% return.

EAOR

• 1D: -1.13%
• 1M: 0.30%
• YTD: 6.45%
• 6M: 6.03%
• 1Y: 17.34%
• 3Y*: 13.31%
• 5Y*: 6.12%
• 10Y*: —

TUGN

• 1D: -1.93%
• 1M: 0.55%
• YTD: 15.79%
• 6M: 14.77%
• 1Y: 31.29%
• 3Y*: 20.91%
• 5Y*: —
• 10Y*: —

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

EAOR vs. TUGN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
EAOR iShares ESG Aware Growth Allocation ETF	6.45%	15.59%	10.69%	14.96%	-2.35%
TUGN STF Tactical Growth & Income ETF	15.79%	19.11%	18.44%	34.84%	-18.78%

Correlation

The correlation between EAOR and TUGN is 0.85, 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	0.86
Correlation (3Y) Calculated over the trailing 3-year period	0.81
Correlation (All Time) Calculated using the full available price history since May 19, 2022	0.77

The correlation between EAOR and TUGN has been stable across timeframes, ranging from 0.77 to 0.85 - a consistent structural relationship.

Return for Risk

EAOR vs. TUGN — Risk / Return Rank

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

EAOR

EAOR Risk / Return Rank: 63
EAOR Sharpe Ratio Rank: 62
EAOR Sortino Ratio Rank: 63
EAOR Omega Ratio Rank: 63
EAOR Calmar Ratio Rank: 57
EAOR Martin Ratio Rank: 66

TUGN

TUGN Risk / Return Rank: 55
TUGN Sharpe Ratio Rank: 59
TUGN Sortino Ratio Rank: 55
TUGN Omega Ratio Rank: 59
TUGN Calmar Ratio Rank: 52
TUGN Martin Ratio Rank: 51

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. TUGN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware Growth Allocation ETF (EAOR) and STF Tactical Growth & Income ETF (TUGN). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	EAOR	TUGN	Difference
Sharpe ratio: Return per unit of total volatility	1.92	1.87	+0.04
Sortino ratio: Return per unit of downside risk	2.73	2.48	+0.25
Omega ratio: Gain probability vs. loss probability	1.36	1.34	+0.02
Calmar ratio: Return relative to maximum drawdown	2.63	2.43	+0.21
Martin ratio: Return relative to average drawdown	11.27	8.24	+3.03

EAOR vs. TUGN - Sharpe Ratio Comparison

The current EAOR Sharpe Ratio is 1.92, which is comparable to the TUGN Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of EAOR and TUGN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

EAOR vs. TUGN - Drawdown Comparison

The maximum EAOR drawdown since its inception was -22.91%, roughly equal to the maximum TUGN drawdown of -23.45%. Use the drawdown chart below to compare losses from any high point for EAOR and TUGN.

Drawdown Indicators

	EAOR	TUGN	Difference
Max Drawdown Largest peak-to-trough decline	-22.91%	-23.45%	+0.54%
Max Drawdown (1Y) Largest decline over 1 year	-6.62%	-12.96%	+6.34%
Max Drawdown (3Y) Largest decline over 3 years	-10.28%	-21.60%	+11.32%
Max Drawdown (5Y) Largest decline over 5 years	-22.91%	—	—
Current Drawdown Current decline from peak	-1.62%	-3.27%	+1.65%
Average Drawdown Average peak-to-trough decline	-5.02%	-6.38%	+1.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.54%	3.80%	-2.26%

Volatility

EAOR vs. TUGN - Volatility Comparison

The current volatility for iShares ESG Aware Growth Allocation ETF (EAOR) is 3.74%, while STF Tactical Growth & Income ETF (TUGN) has a volatility of 8.01%. This indicates that EAOR experiences smaller price fluctuations and is considered to be less risky than TUGN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EAOR	TUGN	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.74%	8.01%	-4.27%
Volatility (6M) Calculated over the trailing 6-month period	7.59%	13.65%	-6.06%
Volatility (1Y) Calculated over the trailing 1-year period	9.11%	16.81%	-7.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.62%	17.32%	-6.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.44%	17.32%	-6.88%

EAOR vs. TUGN - Expense Ratio Comparison

EAOR has a 0.18% expense ratio, which is lower than TUGN's 0.65% expense ratio.

Dividends

EAOR vs. TUGN - Dividend Comparison

EAOR's dividend yield for the trailing twelve months is around 2.36%, less than TUGN's 10.82% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
EAOR iShares ESG Aware Growth Allocation ETF	2.36%	2.45%	2.52%	2.39%	1.99%	1.39%	1.07%
TUGN STF Tactical Growth & Income ETF	10.82%	11.50%	11.84%	10.83%	7.58%	0.00%	0.00%

Frequently Asked Questions

Can I hold both EAOR and TUGN in my portfolio?

EAOR and TUGN have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EAOR or TUGN?

TUGN has higher volatility (8.01%) compared to EAOR (3.74%). In terms of maximum drawdown, EAOR dropped -22.91% vs TUGN's -23.45%.

Which ETF is better, EAOR or TUGN?

On 3-year performance, TUGN leads with 20.91% vs 13.31% for EAOR. On fees, EAOR is cheaper at 0.18% per year. On volatility, EAOR has been the lower-risk option at 3.74%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EAOR or TUGN?

Over the 3-year period, TUGN has performed better with a 20.91% return vs 13.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EAOR or TUGN?

EAOR is cheaper with a 0.18% expense ratio, compared with 0.65% for TUGN.

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

TUGN has the higher dividend yield at 10.82%, compared with 2.36% for EAOR.

What is the main difference between EAOR and TUGN?

They also come from different issuers: iShares and STF. Their fees differ too: 0.18% for EAOR and 0.65% for TUGN.

Which has better risk-adjusted returns?

EAOR currently has the higher Sharpe Ratio (1.92 vs 1.87), 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.