GYLD vs. EAOR
GYLD (Arrow Dow Jones Global Yield ETF) and EAOR (iShares ESG Aware Growth Allocation ETF) are both Diversified Portfolio funds - GYLD tracks the DJ Brookfield Global Infrastructure Composite Yield while EAOR tracks the BlackRock ESG Aware Growth Allocation Index. Both are passively managed. Over the past 5 years, GYLD returned 6.08%/yr vs 6.12%/yr for EAOR. At a 0.42 correlation, their price movements are largely independent. GYLD charges 0.75%/yr vs 0.18%/yr for EAOR.
Performance
GYLD vs. EAOR - Performance Comparison
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Returns By Period
In the year-to-date period, GYLD achieves a 7.29% return, which is significantly higher than EAOR's 6.45% return.
GYLD
- 1D
- -0.70%
- 1M
- -1.41%
- YTD
- 7.29%
- 6M
- 7.99%
- 1Y
- 16.25%
- 3Y*
- 15.08%
- 5Y*
- 6.08%
- 10Y*
- 4.72%
EAOR
- 1D
- -1.13%
- 1M
- 0.30%
- YTD
- 6.45%
- 6M
- 6.03%
- 1Y
- 17.34%
- 3Y*
- 13.31%
- 5Y*
- 6.12%
- 10Y*
- —
GYLD vs. EAOR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
GYLD Arrow Dow Jones Global Yield ETF | 7.29% | 19.85% | 3.83% | 10.36% | -7.73% | 18.03% | 13.23% |
EAOR iShares ESG Aware Growth Allocation ETF | 6.45% | 15.59% | 10.69% | 14.96% | -16.66% | 10.51% | 14.92% |
Correlation
The correlation between GYLD and EAOR is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2020 | 0.42 |
The correlation between GYLD and EAOR shifts across timeframes, from 0.24 (1 year) to 0.42 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
GYLD vs. EAOR — Risk / Return Rank
GYLD
EAOR
GYLD vs. EAOR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Arrow Dow Jones Global Yield ETF (GYLD) 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.
| GYLD | EAOR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.59 | ||
| Sortino ratioReturn per unit of downside risk | -0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.36 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.36 | 2.63 | +0.72 |
| Martin ratioReturn relative to average drawdown | 9.53 | 11.27 | -1.75 |
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Drawdowns
GYLD vs. EAOR - Drawdown Comparison
The maximum GYLD drawdown since its inception was -55.03%, which is greater than EAOR's maximum drawdown of -22.91%. Use the drawdown chart below to compare losses from any high point for GYLD and EAOR.
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Drawdown Indicators
| GYLD | EAOR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.03% | -22.91% | -32.12% |
Max Drawdown (1Y)Largest decline over 1 year | -4.86% | -6.62% | +1.76% |
Max Drawdown (3Y)Largest decline over 3 years | -8.37% | -10.28% | +1.91% |
Max Drawdown (5Y)Largest decline over 5 years | -19.37% | -22.91% | +3.54% |
Max Drawdown (10Y)Largest decline over 10 years | -47.89% | — | — |
Current DrawdownCurrent decline from peak | -2.28% | -1.62% | -0.66% |
Average DrawdownAverage peak-to-trough decline | -14.36% | -5.02% | -9.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.71% | 1.54% | +0.17% |
Volatility
GYLD vs. EAOR - Volatility Comparison
The current volatility for Arrow Dow Jones Global Yield ETF (GYLD) is 3.27%, while iShares ESG Aware Growth Allocation ETF (EAOR) has a volatility of 3.74%. This indicates that GYLD experiences smaller price fluctuations and is considered to be less risky 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
| GYLD | EAOR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.27% | 3.74% | -0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 9.40% | 7.59% | +1.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.33% | 9.11% | +3.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.80% | 10.62% | +3.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.51% | 10.44% | +6.07% |
GYLD vs. EAOR - Expense Ratio Comparison
GYLD has a 0.75% expense ratio, which is higher than EAOR's 0.18% expense ratio.
Dividends
GYLD vs. EAOR - Dividend Comparison
GYLD's dividend yield for the trailing twelve months is around 7.55%, more than EAOR's 2.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EAOR iShares ESG Aware Growth Allocation ETF | 2.36% | 2.45% | 2.52% | 2.39% | 1.99% | 1.39% | 1.07% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GYLD Arrow Dow Jones Global Yield ETF | 7.55% | 8.43% | 12.90% | 7.13% | 4.64% | 5.50% | 7.42% | 5.83% | 8.17% | 6.78% | 7.29% | 10.35% |
Frequently Asked Questions
GYLD and EAOR have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EAOR has higher volatility (3.74%) compared to GYLD (3.27%). In terms of maximum drawdown, GYLD dropped -55.03% vs EAOR's -22.91%.
On 5-year performance, EAOR leads with 6.12% vs 6.08% for GYLD. On fees, EAOR is cheaper at 0.18% per year. On volatility, GYLD has been the lower-risk option at 3.27%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, EAOR has performed better with a 6.12% return vs 6.08%. 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 0.75% for GYLD.
GYLD has the higher dividend yield at 7.55%, compared with 2.36% for EAOR.
GYLD tracks DJ Brookfield Global Infrastructure Composite Yield, while EAOR tracks BlackRock ESG Aware Growth Allocation Index. They also come from different issuers: Arrow Funds and iShares. Their fees differ too: 0.75% for GYLD and 0.18% for EAOR.
EAOR currently has the higher Sharpe Ratio (1.92 vs 1.32), 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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