GAL vs. EAOR
GAL (SPDR SSgA Global Allocation ETF) and EAOR (iShares ESG Aware Growth Allocation ETF) are both Diversified Portfolio funds. GAL is actively managed, while EAOR is passively managed. Over the past 5 years, GAL returned 6.65%/yr vs 6.02%/yr for EAOR. Their 0.96 correlation means they have historically moved very closely together. GAL charges 0.35%/yr vs 0.18%/yr for EAOR.
Performance
GAL vs. EAOR - Performance Comparison
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Returns By Period
In the year-to-date period, GAL achieves a 7.66% return, which is significantly higher than EAOR's 6.86% return.
GAL
- 1D
- 0.08%
- 1M
- -0.03%
- 6M
- 4.70%
- YTD
- 7.66%
- 1Y
- 16.16%
- 3Y*
- 12.22%
- 5Y*
- 6.65%
- 10Y*
- 7.85%
- ALL TIME*
- 7.30%
EAOR
- 1D
- 0.21%
- 1M
- -0.37%
- 6M
- 4.97%
- YTD
- 6.86%
- 1Y
- 15.21%
- 3Y*
- 12.38%
- 5Y*
- 6.02%
- 10Y*
- —
- ALL TIME*
- 8.68%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $86.69K | $77.19K | $61.11K | |
| $682.10K | $570.69K | $694.40K |
GAL vs. EAOR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
GAL SPDR SSgA Global Allocation ETF | 7.66% | 15.95% | 9.85% | 13.32% | -13.41% | 12.23% | 16.84% |
EAOR iShares ESG Aware Growth Allocation ETF | 6.86% | 15.59% | 10.69% | 14.96% | -16.66% | 10.51% | 14.92% |
Correlation
The correlation between GAL and EAOR is 0.97 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.97 |
Correlation (3Y) Balances recent behavior with more history. | 0.96 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.96 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2020 | 0.96 |
The correlation between GAL and EAOR has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.
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Return for Risk
GAL vs. EAOR — Risk / Return Rank
GAL
EAOR
GAL vs. EAOR - 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 Growth Allocation ETF (EAOR). 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 | EAOR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.09 | ||
| Sortino ratioReturn per unit of downside risk | +0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.29 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | 2.23 | +0.31 |
| Martin ratioReturn relative to average drawdown | 9.97 | 9.22 | +0.75 |
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Drawdowns
GAL vs. EAOR - Drawdown Comparison
The maximum GAL drawdown since its inception was -28.31%, which is greater than EAOR's maximum drawdown of -22.91%. Use the drawdown chart below to compare losses from any high point for GAL and EAOR.
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Drawdown Indicators
| GAL | EAOR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.31% | -22.91% | -5.40% |
Max Drawdown (1Y)Largest decline over 1 year | -6.27% | -6.62% | +0.35% |
Max Drawdown (3Y)Largest decline over 3 years | -9.12% | -10.28% | +1.16% |
Max Drawdown (5Y)Largest decline over 5 years | -21.14% | -22.91% | +1.77% |
Max Drawdown (10Y)Largest decline over 10 years | -28.31% | — | — |
Current DrawdownCurrent decline from peak | -1.54% | -1.24% | -0.30% |
Average DrawdownAverage peak-to-trough decline | -3.72% | -4.95% | +1.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.59% | 1.59% | 0.00% |
Volatility
GAL vs. EAOR - Volatility Comparison
SPDR SSgA Global Allocation ETF (GAL) and iShares ESG Aware Growth Allocation ETF (EAOR) have volatilities of 2.56% and 2.67%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GAL | EAOR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.56% | 2.67% | -0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 7.79% | 7.78% | +0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.50% | 9.30% | +0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.52% | 10.64% | -0.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.40% | 10.41% | +0.99% |
GAL vs. EAOR - Expense Ratio Comparison
GAL has a 0.35% expense ratio, which is higher than EAOR's 0.18% expense ratio.
Dividends
GAL vs. EAOR - Dividend Comparison
GAL's dividend yield for the trailing twelve months is around 3.22%, more than EAOR's 2.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EAOR iShares ESG Aware Growth Allocation ETF | 2.38% | 2.45% | 2.52% | 2.39% | 1.99% | 1.39% | 1.07% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GAL SPDR SSgA Global Allocation ETF | 3.22% | 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
With a correlation of 0.97, GAL and EAOR 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.
EAOR has higher volatility (2.67%) compared to GAL (2.56%). In terms of maximum drawdown, GAL dropped -28.31% vs EAOR's -22.91%.
On 5-year performance, GAL leads with 6.65% vs 6.02% for EAOR. On fees, EAOR is cheaper at 0.18% per year. On volatility, GAL has been the lower-risk option at 2.56%. 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 6.65% return vs 6.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EAOR is cheaper with a 0.18% expense ratio, compared with 0.35% for GAL.
GAL has the higher dividend yield at 3.22%, compared with 2.38% for EAOR.
They also come from different issuers: State Street and iShares. Their fees differ too: 0.35% for GAL and 0.18% for EAOR.
GAL currently has the higher Sharpe Ratio (1.67 vs 1.58), 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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