GAA vs. EAOM
GAA (Cambria Global Asset Allocation ETF) and EAOM (iShares ESG Aware Moderate Allocation ETF) are both Diversified Portfolio funds. GAA is actively managed, while EAOM is passively managed. Over the past 5 years, GAA returned 6.27%/yr vs 3.84%/yr for EAOM. Their 0.57 correlation means they have sometimes moved together and sometimes differently. GAA charges 0.40%/yr vs 0.18%/yr for EAOM.
Performance
GAA vs. EAOM - Performance Comparison
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Returns By Period
In the year-to-date period, GAA achieves a 8.59% return, which is significantly higher than EAOM's 4.35% return.
GAA
- 1D
- -0.13%
- 1M
- 1.23%
- 6M
- 3.76%
- YTD
- 8.59%
- 1Y
- 18.83%
- 3Y*
- 12.44%
- 5Y*
- 6.27%
- 10Y*
- 7.35%
- ALL TIME*
- 6.60%
EAOM
- 1D
- 0.05%
- 1M
- -0.65%
- 6M
- 3.03%
- YTD
- 4.35%
- 1Y
- 10.68%
- 3Y*
- 9.51%
- 5Y*
- 3.84%
- 10Y*
- —
- ALL TIME*
- 5.68%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $28.79K | $99.12K | $53.82K | |
| $220.71K | $181.13K | $218.77K |
GAA vs. EAOM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
GAA Cambria Global Asset Allocation ETF | 8.59% | 18.76% | 6.67% | 7.65% | -8.47% | 11.17% | 15.24% |
EAOM iShares ESG Aware Moderate Allocation ETF | 4.35% | 12.90% | 7.29% | 11.83% | -15.48% | 6.39% | 10.30% |
Correlation
The correlation between GAA and EAOM is 0.63, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.63 |
Correlation (3Y) Balances recent behavior with more history. | 0.60 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.59 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2020 | 0.57 |
The correlation between GAA and EAOM has been stable across timeframes, ranging from 0.57 to 0.63 - a consistent structural relationship.
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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.
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.
| GAA | EAOM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.45 | ||
| Sortino ratioReturn per unit of downside risk | +0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.28 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.23 | 2.06 | +1.17 |
| Martin ratioReturn relative to average drawdown | 11.51 | 8.64 | +2.86 |
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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 | -5.78% | -5.17% | -0.61% |
Max Drawdown (3Y)Largest decline over 3 years | -7.18% | -7.06% | -0.12% |
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 | -1.39% | -1.14% | -0.25% |
Average DrawdownAverage peak-to-trough decline | -3.82% | -4.86% | +1.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.62% | 1.23% | +0.39% |
Volatility
GAA vs. EAOM - Volatility Comparison
The current volatility for Cambria Global Asset Allocation ETF (GAA) is 1.83%, while iShares ESG Aware Moderate Allocation ETF (EAOM) has a volatility of 1.98%. This indicates that GAA experiences smaller price fluctuations and is considered to be less risky 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 | 1.83% | 1.98% | -0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 7.80% | 5.87% | +1.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.42% | 6.95% | +2.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.31% | 8.17% | +3.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.09% | 7.91% | +3.18% |
GAA vs. EAOM - Expense Ratio Comparison
GAA has a 0.40% expense ratio, which is higher than EAOM's 0.18% expense ratio.
Dividends
GAA vs. EAOM - Dividend Comparison
GAA's dividend yield for the trailing twelve months is around 3.50%, more than EAOM's 2.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EAOM iShares ESG Aware Moderate Allocation ETF | 2.89% | 2.89% | 2.89% | 2.70% | 1.93% | 1.32% | 1.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GAA Cambria Global Asset Allocation ETF | 3.50% | 4.24% | 3.88% | 3.73% | 6.05% | 4.21% | 2.73% | 3.32% | 3.01% | 2.36% | 2.82% | 2.49% |
Frequently Asked Questions
GAA and EAOM have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EAOM has higher volatility (1.98%) compared to GAA (1.83%). In terms of maximum drawdown, GAA dropped -26.57% vs EAOM's -20.73%.
On 5-year performance, GAA leads with 6.27% vs 3.84% for EAOM. On fees, EAOM is cheaper at 0.18% per year. On volatility, GAA has been the lower-risk option at 1.83%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, GAA has performed better with a 6.27% return vs 3.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EAOM is cheaper with a 0.18% expense ratio, compared with 0.40% for GAA.
GAA has the higher dividend yield at 3.50%, compared with 2.89% for EAOM.
They also come from different issuers: Cambria and iShares. Their fees differ too: 0.40% for GAA and 0.18% for EAOM.
GAA currently has the higher Sharpe Ratio (1.99 vs 1.54), 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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