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GBAL.TO vs. EAOR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GBAL.TO vs. EAOR - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares ESG Balanced ETF Portfolio (GBAL.TO) and iShares ESG Aware Growth Allocation ETF (EAOR). The values are adjusted to include any dividend payments, if applicable.

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GBAL.TO vs. EAOR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
GBAL.TO
iShares ESG Balanced ETF Portfolio
-0.84%11.77%17.38%14.48%-11.94%11.32%6.10%
EAOR
iShares ESG Aware Growth Allocation ETF
0.31%10.29%20.20%12.43%-10.73%9.51%5.90%
Different Trading Currencies

GBAL.TO is traded in CAD, while EAOR is traded in USD. To make them comparable, the EAOR values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, GBAL.TO achieves a -0.84% return, which is significantly lower than EAOR's 0.31% return.


GBAL.TO

1D
0.60%
1M
-2.88%
YTD
-0.84%
6M
-1.33%
1Y
11.13%
3Y*
12.34%
5Y*
7.34%
10Y*

EAOR

1D
0.43%
1M
-1.90%
YTD
0.31%
6M
0.63%
1Y
11.07%
3Y*
12.35%
5Y*
7.60%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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%.


Return for Risk

GBAL.TO vs. EAOR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GBAL.TO
GBAL.TO Risk / Return Rank: 5858
Overall Rank
GBAL.TO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
GBAL.TO Sortino Ratio Rank: 5656
Sortino Ratio Rank
GBAL.TO Omega Ratio Rank: 5454
Omega Ratio Rank
GBAL.TO Calmar Ratio Rank: 6363
Calmar Ratio Rank
GBAL.TO Martin Ratio Rank: 5858
Martin Ratio Rank

EAOR
EAOR Risk / Return Rank: 7171
Overall Rank
EAOR Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
EAOR Sortino Ratio Rank: 7272
Sortino Ratio Rank
EAOR Omega Ratio Rank: 7070
Omega Ratio Rank
EAOR Calmar Ratio Rank: 6868
Calmar Ratio Rank
EAOR Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GBAL.TO vs. EAOR - Risk-Adjusted Trends 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.


GBAL.TOEAORDifference

Sharpe ratio

Return per unit of total volatility

1.09

1.00

+0.08

Sortino ratio

Return per unit of downside risk

1.53

1.40

+0.13

Omega ratio

Gain probability vs. loss probability

1.21

1.21

0.00

Calmar ratio

Return relative to maximum drawdown

1.70

1.39

+0.32

Martin ratio

Return relative to average drawdown

5.99

4.98

+1.01

GBAL.TO vs. EAOR - Sharpe Ratio Comparison

The current GBAL.TO Sharpe Ratio is 1.09, which is comparable to the EAOR Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of GBAL.TO and EAOR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GBAL.TOEAORDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

1.00

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.87

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.87

0.95

-0.08

Correlation

The correlation between GBAL.TO and EAOR is 0.59, 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

GBAL.TO vs. EAOR - Dividend Comparison

GBAL.TO's dividend yield for the trailing twelve months is around 1.89%, less than EAOR's 2.47% yield.


TTM202520242023202220212020
GBAL.TO
iShares ESG Balanced ETF Portfolio
1.89%1.83%1.84%2.40%1.87%1.43%0.96%
EAOR
iShares ESG Aware Growth Allocation ETF
2.47%2.45%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%, which is greater than EAOR's maximum drawdown of -17.61%. Use the drawdown chart below to compare losses from any high point for GBAL.TO and EAOR.


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Drawdown Indicators


GBAL.TOEAORDifference

Max Drawdown

Largest peak-to-trough decline

-18.92%

-22.91%

+3.99%

Max Drawdown (1Y)

Largest decline over 1 year

-6.50%

-7.80%

+1.30%

Max Drawdown (5Y)

Largest decline over 5 years

-18.92%

-22.91%

+3.99%

Current Drawdown

Current decline from peak

-3.77%

-4.26%

+0.49%

Average Drawdown

Average peak-to-trough decline

-4.42%

-5.18%

+0.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.85%

1.77%

+0.08%

Volatility

GBAL.TO vs. EAOR - Volatility Comparison

iShares ESG Balanced ETF Portfolio (GBAL.TO) has a higher volatility of 4.73% compared to iShares ESG Aware Growth Allocation ETF (EAOR) at 4.15%. This indicates that GBAL.TO's price experiences larger fluctuations and is considered to be riskier than EAOR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GBAL.TOEAORDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.73%

4.15%

+0.58%

Volatility (6M)

Calculated over the trailing 6-month period

7.68%

6.87%

+0.81%

Volatility (1Y)

Calculated over the trailing 1-year period

10.28%

11.07%

-0.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.56%

8.78%

+0.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.49%

8.68%

+0.81%