GAA vs. EAOM
Compare and contrast key facts about Cambria Global Asset Allocation ETF (GAA) and iShares ESG Aware Moderate Allocation ETF (EAOM).
GAA and EAOM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GAA is an actively managed fund by Cambria. It was launched on Dec 9, 2014. EAOM is a passively managed fund by iShares that tracks the performance of the BlackRock ESG Aware Moderate Allocation Index. It was launched on Jun 12, 2020.
Performance
GAA vs. EAOM - Performance Comparison
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GAA vs. EAOM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
GAA Cambria Global Asset Allocation ETF | 4.83% | 18.76% | 6.67% | 7.65% | -8.47% | 11.17% | 16.29% |
EAOM iShares ESG Aware Moderate Allocation ETF | -0.60% | 12.90% | 7.29% | 11.83% | -15.48% | 6.39% | 10.30% |
Returns By Period
In the year-to-date period, GAA achieves a 4.83% return, which is significantly higher than EAOM's -0.60% return.
GAA
- 1D
- 0.91%
- 1M
- -2.65%
- YTD
- 4.83%
- 6M
- 8.44%
- 1Y
- 20.85%
- 3Y*
- 12.32%
- 5Y*
- 6.47%
- 10Y*
- 7.46%
EAOM
- 1D
- 0.38%
- 1M
- -2.76%
- YTD
- -0.60%
- 6M
- 0.88%
- 1Y
- 10.92%
- 3Y*
- 8.70%
- 5Y*
- 3.67%
- 10Y*
- —
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GAA vs. EAOM - Expense Ratio Comparison
GAA has a 0.41% expense ratio, which is higher than EAOM's 0.18% expense ratio.
Return for Risk
GAA vs. EAOM — Risk / Return Rank
GAA
EAOM
GAA vs. EAOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Global Asset Allocation ETF (GAA) and iShares ESG Aware Moderate Allocation ETF (EAOM). 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.
| GAA | EAOM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.03 | 1.37 | +0.66 |
Sortino ratioReturn per unit of downside risk | 2.70 | 1.99 | +0.72 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.28 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.87 | 1.99 | +0.88 |
Martin ratioReturn relative to average drawdown | 11.69 | 8.33 | +3.36 |
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
| GAA | EAOM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.03 | 1.37 | +0.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.46 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.65 | -0.04 |
Correlation
The correlation between GAA and EAOM is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
GAA vs. EAOM - Dividend Comparison
GAA's dividend yield for the trailing twelve months is around 3.74%, more than EAOM's 2.91% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GAA Cambria Global Asset Allocation ETF | 3.74% | 4.24% | 3.88% | 3.73% | 6.05% | 4.21% | 2.73% | 3.32% | 3.01% | 2.36% | 2.82% | 2.49% |
EAOM iShares ESG Aware Moderate Allocation ETF | 2.91% | 2.89% | 2.89% | 2.70% | 1.93% | 1.32% | 1.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
GAA vs. EAOM - Drawdown Comparison
The maximum GAA drawdown since its inception was -26.57%, which is greater than EAOM's maximum drawdown of -20.73%. Use the drawdown chart below to compare losses from any high point for GAA and EAOM.
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Drawdown Indicators
| GAA | EAOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.57% | -20.73% | -5.84% |
Max Drawdown (1Y)Largest decline over 1 year | -7.18% | -5.67% | -1.51% |
Max Drawdown (5Y)Largest decline over 5 years | -18.47% | -20.73% | +2.26% |
Max Drawdown (10Y)Largest decline over 10 years | -26.57% | — | — |
Current DrawdownCurrent decline from peak | -3.40% | -3.31% | -0.09% |
Average DrawdownAverage peak-to-trough decline | -3.90% | -5.09% | +1.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.76% | 1.35% | +0.41% |
Volatility
GAA vs. EAOM - Volatility Comparison
Cambria Global Asset Allocation ETF (GAA) has a higher volatility of 3.81% compared to iShares ESG Aware Moderate Allocation ETF (EAOM) at 3.27%. This indicates that GAA's price experiences larger fluctuations and is considered to be riskier than EAOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GAA | EAOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.81% | 3.27% | +0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 7.24% | 4.82% | +2.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.34% | 8.04% | +2.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.27% | 8.01% | +3.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.05% | 7.91% | +3.14% |