HYIN vs. EAOK
HYIN (WisdomTree Alternative Income Fund) and EAOK (iShares ESG Aware Conservative Allocation ETF) are both Diversified Portfolio funds - HYIN tracks the Gapstow Liquid Alternative Credit Index while EAOK tracks the BlackRock ESG Aware Conservative Allocation Index. Both are passively managed. Over the past 5 years, HYIN returned 0.14%/yr vs 2.94%/yr for EAOK. A 0.64 correlation means they provide meaningful diversification when combined. HYIN charges 3.20%/yr vs 0.18%/yr for EAOK.
Performance
HYIN vs. EAOK - Performance Comparison
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Returns By Period
In the year-to-date period, HYIN achieves a -3.88% return, which is significantly lower than EAOK's 3.44% return.
HYIN
- 1D
- -1.14%
- 1M
- 3.23%
- 6M
- -7.60%
- YTD
- -3.88%
- 1Y
- -7.16%
- 3Y*
- 2.49%
- 5Y*
- 0.14%
- 10Y*
- —
EAOK
- 1D
- -0.19%
- 1M
- -0.16%
- 6M
- 2.54%
- YTD
- 3.44%
- 1Y
- 9.48%
- 3Y*
- 7.95%
- 5Y*
- 2.94%
- 10Y*
- —
HYIN vs. EAOK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
HYIN WisdomTree Alternative Income Fund | -3.88% | -0.46% | 7.39% | 21.84% | -21.14% | 2.73% |
EAOK iShares ESG Aware Conservative Allocation ETF | 3.44% | 11.47% | 5.81% | 10.13% | -14.92% | 2.88% |
Correlation
The correlation between HYIN and EAOK is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since May 6, 2021 | 0.64 |
The correlation between HYIN and EAOK has been stable across timeframes, ranging from 0.60 to 0.65 - a consistent structural relationship.
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Return for Risk
HYIN vs. EAOK — Risk / Return Rank
HYIN
EAOK
HYIN vs. EAOK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Alternative Income Fund (HYIN) and iShares ESG Aware Conservative Allocation ETF (EAOK). 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.
| HYIN | EAOK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.20 | ||
| Sortino ratioReturn per unit of downside risk | -3.06 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.31 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.46 | 2.15 | -2.61 |
| Martin ratioReturn relative to average drawdown | -0.87 | 9.18 | -10.05 |
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Drawdowns
HYIN vs. EAOK - Drawdown Comparison
The maximum HYIN drawdown since its inception was -31.10%, which is greater than EAOK's maximum drawdown of -19.91%. Use the drawdown chart below to compare losses from any high point for HYIN and EAOK.
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Drawdown Indicators
| HYIN | EAOK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.10% | -19.91% | -11.19% |
Max Drawdown (1Y)Largest decline over 1 year | -15.52% | -4.43% | -11.09% |
Max Drawdown (3Y)Largest decline over 3 years | -15.85% | -7.08% | -8.77% |
Max Drawdown (5Y)Largest decline over 5 years | -31.10% | -19.91% | -11.19% |
Current DrawdownCurrent decline from peak | -9.79% | -0.83% | -8.96% |
Average DrawdownAverage peak-to-trough decline | -9.07% | -4.93% | -4.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.22% | 1.03% | +7.19% |
Volatility
HYIN vs. EAOK - Volatility Comparison
WisdomTree Alternative Income Fund (HYIN) has a higher volatility of 3.60% compared to iShares ESG Aware Conservative Allocation ETF (EAOK) at 1.67%. This indicates that HYIN's price experiences larger fluctuations and is considered to be riskier than EAOK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HYIN | EAOK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.60% | 1.67% | +1.93% |
Volatility (6M)Calculated over the trailing 6-month period | 10.35% | 4.97% | +5.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.02% | 5.80% | +7.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.77% | 7.11% | +9.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.70% | 6.83% | +9.87% |
HYIN vs. EAOK - Expense Ratio Comparison
HYIN has a 3.20% expense ratio, which is higher than EAOK's 0.18% expense ratio.
Dividends
HYIN vs. EAOK - Dividend Comparison
HYIN's dividend yield for the trailing twelve months is around 13.14%, more than EAOK's 3.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
EAOK iShares ESG Aware Conservative Allocation ETF | 3.20% | 3.18% | 3.15% | 2.80% | 2.27% | 1.19% | 1.00% |
HYIN WisdomTree Alternative Income Fund | 13.14% | 12.58% | 12.59% | 11.71% | 11.34% | 4.13% | 0.00% |
Frequently Asked Questions
HYIN and EAOK have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HYIN has higher volatility (3.60%) compared to EAOK (1.67%). In terms of maximum drawdown, HYIN dropped -31.10% vs EAOK's -19.91%.
On 5-year performance, EAOK leads with 2.94% vs 0.14% for HYIN. On fees, EAOK is cheaper at 0.18% per year. On volatility, EAOK has been the lower-risk option at 1.67%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, EAOK has performed better with a 2.94% return vs 0.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EAOK is cheaper with a 0.18% expense ratio, compared with 3.20% for HYIN.
HYIN has the higher dividend yield at 13.14%, compared with 3.20% for EAOK.
HYIN tracks Gapstow Liquid Alternative Credit Index, while EAOK tracks BlackRock ESG Aware Conservative Allocation Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 3.20% for HYIN and 0.18% for EAOK.
EAOK currently has the higher Sharpe Ratio (1.64 vs -0.55), 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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