GYLD vs. EAOR
Compare and contrast key facts about Arrow Dow Jones Global Yield ETF (GYLD) and iShares ESG Aware Growth Allocation ETF (EAOR).
GYLD and EAOR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GYLD is a passively managed fund by Arrow Funds that tracks the performance of the DJ Brookfield Global Infrastructure Composite Yield. It was launched on May 8, 2012. 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. Both GYLD and EAOR are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
GYLD vs. EAOR - Performance Comparison
Loading graphics...
GYLD vs. EAOR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
GYLD Arrow Dow Jones Global Yield ETF | 3.35% | 19.85% | 3.83% | 10.36% | -7.73% | 18.03% | 13.70% |
EAOR iShares ESG Aware Growth Allocation ETF | -1.51% | 15.59% | 10.69% | 14.96% | -16.66% | 10.51% | 15.00% |
Returns By Period
In the year-to-date period, GYLD achieves a 3.35% return, which is significantly higher than EAOR's -1.51% return.
GYLD
- 1D
- 1.29%
- 1M
- -2.12%
- YTD
- 3.35%
- 6M
- 6.86%
- 1Y
- 15.35%
- 3Y*
- 12.02%
- 5Y*
- 6.98%
- 10Y*
- 4.92%
EAOR
- 1D
- 1.89%
- 1M
- -4.45%
- YTD
- -1.51%
- 6M
- 0.75%
- 1Y
- 13.98%
- 3Y*
- 11.11%
- 5Y*
- 5.30%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
GYLD vs. EAOR - Expense Ratio Comparison
GYLD has a 0.75% expense ratio, which is higher than EAOR's 0.18% expense ratio.
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.
| GYLD | EAOR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.19 | 1.27 | -0.08 |
Sortino ratioReturn per unit of downside risk | 1.61 | 1.85 | -0.24 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.27 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.87 | 1.81 | +0.06 |
Martin ratioReturn relative to average drawdown | 7.27 | 8.06 | -0.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| GYLD | EAOR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 1.27 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.51 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.74 | -0.55 |
Correlation
The correlation between GYLD and EAOR is 0.42, 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
GYLD vs. EAOR - Dividend Comparison
GYLD's dividend yield for the trailing twelve months is around 7.78%, more than EAOR's 2.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GYLD Arrow Dow Jones Global Yield ETF | 7.78% | 8.43% | 12.90% | 7.13% | 4.64% | 5.50% | 7.42% | 5.83% | 8.17% | 6.78% | 7.29% | 10.35% |
EAOR iShares ESG Aware Growth Allocation ETF | 2.48% | 2.45% | 2.52% | 2.39% | 1.99% | 1.39% | 1.07% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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.
Loading graphics...
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 | -8.10% | -7.80% | -0.30% |
Max Drawdown (5Y)Largest decline over 5 years | -20.24% | -22.91% | +2.67% |
Max Drawdown (10Y)Largest decline over 10 years | -47.89% | — | — |
Current DrawdownCurrent decline from peak | -2.19% | -4.80% | +2.61% |
Average DrawdownAverage peak-to-trough decline | -14.58% | -5.18% | -9.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.09% | 1.75% | +0.34% |
Volatility
GYLD vs. EAOR - Volatility Comparison
Arrow Dow Jones Global Yield ETF (GYLD) and iShares ESG Aware Growth Allocation ETF (EAOR) have volatilities of 4.07% and 4.28%, 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.
Loading graphics...
Volatility by Period
| GYLD | EAOR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.07% | 4.28% | -0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 8.26% | 6.59% | +1.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.97% | 11.09% | +1.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.57% | 10.46% | +3.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.59% | 10.41% | +6.18% |