GAL vs. EAOK
GAL (SPDR SSgA Global Allocation ETF) and EAOK (iShares ESG Aware Conservative Allocation ETF) are both Diversified Portfolio funds. GAL is actively managed, while EAOK is passively managed. Over the past 5 years, GAL returned 6.60%/yr vs 3.10%/yr for EAOK. Their correlation of 0.86 suggests significant overlap in exposure. GAL charges 0.35%/yr vs 0.18%/yr for EAOK.
Performance
GAL vs. EAOK - Performance Comparison
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Returns By Period
In the year-to-date period, GAL achieves a 6.93% return, which is significantly higher than EAOK's 3.70% return.
GAL
- 1D
- -0.16%
- 1M
- -0.67%
- YTD
- 6.93%
- 6M
- 6.22%
- 1Y
- 16.21%
- 3Y*
- 13.21%
- 5Y*
- 6.60%
- 10Y*
- 8.24%
EAOK
- 1D
- 0.26%
- 1M
- 0.76%
- YTD
- 3.70%
- 6M
- 3.32%
- 1Y
- 10.31%
- 3Y*
- 8.64%
- 5Y*
- 3.10%
- 10Y*
- —
GAL vs. EAOK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
GAL SPDR SSgA Global Allocation ETF | 6.93% | 15.95% | 9.85% | 13.32% | -13.41% | 12.23% | 16.84% |
EAOK iShares ESG Aware Conservative Allocation ETF | 3.70% | 11.47% | 5.81% | 10.13% | -14.92% | 4.32% | 8.01% |
Correlation
The correlation between GAL and EAOK is 0.89, 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 | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2020 | 0.86 |
The correlation between GAL and EAOK has been stable across timeframes, ranging from 0.84 to 0.89 - a consistent structural relationship.
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Return for Risk
GAL vs. EAOK — Risk / Return Rank
GAL
EAOK
GAL vs. EAOK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR SSgA Global Allocation ETF (GAL) and iShares ESG Aware Conservative Allocation ETF (EAOK). 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.
| GAL | EAOK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.34 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.60 | 2.34 | +0.26 |
| Martin ratioReturn relative to average drawdown | 10.72 | 10.04 | +0.68 |
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Drawdowns
GAL vs. EAOK - Drawdown Comparison
The maximum GAL drawdown since its inception was -28.31%, which is greater than EAOK's maximum drawdown of -19.91%. Use the drawdown chart below to compare losses from any high point for GAL and EAOK.
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Drawdown Indicators
| GAL | EAOK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.31% | -19.91% | -8.40% |
Max Drawdown (1Y)Largest decline over 1 year | -6.27% | -4.43% | -1.84% |
Max Drawdown (3Y)Largest decline over 3 years | -9.12% | -7.08% | -2.04% |
Max Drawdown (5Y)Largest decline over 5 years | -21.14% | -19.91% | -1.23% |
Max Drawdown (10Y)Largest decline over 10 years | -28.31% | — | — |
Current DrawdownCurrent decline from peak | -2.20% | -0.53% | -1.67% |
Average DrawdownAverage peak-to-trough decline | -3.73% | -4.98% | +1.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.52% | 1.03% | +0.49% |
Volatility
GAL vs. EAOK - Volatility Comparison
SPDR SSgA Global Allocation ETF (GAL) has a higher volatility of 3.74% compared to iShares ESG Aware Conservative Allocation ETF (EAOK) at 2.32%. This indicates that GAL's price experiences larger fluctuations and is considered to be riskier than EAOK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GAL | EAOK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.74% | 2.32% | +1.42% |
Volatility (6M)Calculated over the trailing 6-month period | 7.70% | 4.86% | +2.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.31% | 5.79% | +3.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.52% | 7.10% | +3.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.39% | 6.85% | +4.54% |
GAL vs. EAOK - Expense Ratio Comparison
GAL has a 0.35% expense ratio, which is higher than EAOK's 0.18% expense ratio.
Dividends
GAL vs. EAOK - Dividend Comparison
GAL's dividend yield for the trailing twelve months is around 3.18%, which matches EAOK's 3.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EAOK iShares ESG Aware Conservative Allocation ETF | 3.18% | 3.18% | 3.15% | 2.80% | 2.27% | 1.19% | 1.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GAL SPDR SSgA Global Allocation ETF | 3.18% | 3.47% | 2.99% | 2.56% | 6.19% | 4.05% | 2.14% | 2.96% | 2.43% | 2.26% | 2.43% | 3.10% |
Frequently Asked Questions
GAL and EAOK have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GAL has higher volatility (3.74%) compared to EAOK (2.32%). In terms of maximum drawdown, GAL dropped -28.31% vs EAOK's -19.91%.
On 5-year performance, GAL leads with 6.60% vs 3.10% for EAOK. On fees, EAOK is cheaper at 0.18% per year. On volatility, EAOK has been the lower-risk option at 2.32%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, GAL has performed better with a 6.60% return vs 3.10%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EAOK is cheaper with a 0.18% expense ratio, compared with 0.35% for GAL.
GAL and EAOK have nearly identical dividend yields, around 3.18%.
They also come from different issuers: State Street and iShares. Their fees differ too: 0.35% for GAL and 0.18% for EAOK.
EAOK currently has the higher Sharpe Ratio (1.80 vs 1.75), 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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