Correlation
The correlation between GBAL.TO and EAOR is 0.68, 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.
GBAL.TO vs. EAOR
Compare and contrast key facts about iShares ESG Balanced ETF Portfolio (GBAL.TO) and iShares ESG Aware Growth Allocation ETF (EAOR).
GBAL.TO and EAOR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GBAL.TO is an actively managed fund by iShares. It was launched on Sep 2, 2020. EAOR is a passively managed fund by iShares that tracks the performance of the BlackRock ESG Aware Growth Allocation Index. It was launched on Jun 12, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GBAL.TO or EAOR.
Performance
GBAL.TO vs. EAOR - Performance Comparison
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Key characteristics
GBAL.TO:
1.02
EAOR:
0.75
GBAL.TO:
1.46
EAOR:
1.01
GBAL.TO:
1.20
EAOR:
1.14
GBAL.TO:
1.06
EAOR:
0.72
GBAL.TO:
4.02
EAOR:
3.15
GBAL.TO:
2.71%
EAOR:
2.36%
GBAL.TO:
10.78%
EAOR:
11.24%
GBAL.TO:
-18.92%
EAOR:
-22.91%
GBAL.TO:
-2.11%
EAOR:
-1.34%
Returns By Period
In the year-to-date period, GBAL.TO achieves a 1.73% return, which is significantly lower than EAOR's 2.34% return.
GBAL.TO
1.73%
3.60%
0.56%
10.71%
11.65%
N/A
N/A
EAOR
2.34%
2.84%
1.10%
7.82%
7.99%
N/A
N/A
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GBAL.TO vs. EAOR - Expense Ratio Comparison
GBAL.TO has a 0.25% expense ratio, which is higher than EAOR's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
GBAL.TO vs. EAOR — Risk-Adjusted Performance Rank
GBAL.TO
EAOR
GBAL.TO vs. EAOR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Balanced ETF Portfolio (GBAL.TO) 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.
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Dividends
GBAL.TO vs. EAOR - Dividend Comparison
GBAL.TO's dividend yield for the trailing twelve months is around 1.86%, less than EAOR's 2.48% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|
GBAL.TO iShares ESG Balanced ETF Portfolio | 1.86% | 1.83% | 2.39% | 1.87% | 1.44% | 0.96% |
EAOR iShares ESG Aware Growth Allocation ETF | 2.48% | 2.52% | 2.39% | 1.99% | 1.39% | 1.07% |
Drawdowns
GBAL.TO vs. EAOR - Drawdown Comparison
The maximum GBAL.TO drawdown since its inception was -18.92%, smaller than the maximum EAOR drawdown of -22.91%. Use the drawdown chart below to compare losses from any high point for GBAL.TO and EAOR.
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Volatility
GBAL.TO vs. EAOR - Volatility Comparison
iShares ESG Balanced ETF Portfolio (GBAL.TO) and iShares ESG Aware Growth Allocation ETF (EAOR) have volatilities of 2.33% and 2.22%, 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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