MDAA vs. EAOM
MDAA (Myriad Dynamic Asset Allocation ETF) and EAOM (iShares ESG Aware Moderate Allocation ETF) are both Diversified Portfolio funds. MDAA is actively managed, while EAOM is passively managed. Their correlation of 0.88 suggests significant overlap in exposure. MDAA charges 0.97%/yr vs 0.18%/yr for EAOM.
Performance
MDAA vs. EAOM - Performance Comparison
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Returns By Period
In the year-to-date period, MDAA achieves a 17.11% return, which is significantly higher than EAOM's 5.25% return.
MDAA
- 1D
- 0.45%
- 1M
- -0.45%
- 6M
- 12.47%
- YTD
- 17.11%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EAOM
- 1D
- 0.13%
- 1M
- 0.50%
- 6M
- 4.05%
- YTD
- 5.25%
- 1Y
- 12.26%
- 3Y*
- 10.31%
- 5Y*
- 4.08%
- 10Y*
- —
MDAA vs. EAOM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MDAA Myriad Dynamic Asset Allocation ETF | 17.11% | -0.25% |
EAOM iShares ESG Aware Moderate Allocation ETF | 5.25% | 1.33% |
Correlation
The correlation between MDAA and EAOM is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 3, 2025 | 0.88 |
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Return for Risk
MDAA vs. EAOM — Risk / Return Rank
MDAA
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
EAOM
MDAA vs. EAOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Myriad Dynamic Asset Allocation ETF (MDAA) and iShares ESG Aware Moderate Allocation ETF (EAOM). 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.
| MDAA | EAOM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.32 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.28 | — |
| Martin ratioReturn relative to average drawdown | — | 9.81 | — |
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Drawdowns
MDAA vs. EAOM - Drawdown Comparison
The maximum MDAA drawdown since its inception was -14.59%, smaller than the maximum EAOM drawdown of -20.73%. Use the drawdown chart below to compare losses from any high point for MDAA and EAOM.
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Drawdown Indicators
| MDAA | EAOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.59% | -20.73% | +6.14% |
Max Drawdown (1Y)Largest decline over 1 year | — | -5.17% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -7.63% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.73% | — |
Current DrawdownCurrent decline from peak | -5.17% | -0.29% | -4.88% |
Average DrawdownAverage peak-to-trough decline | -3.21% | -4.89% | +1.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.20% | — |
Volatility
MDAA vs. EAOM - Volatility Comparison
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Volatility by Period
| MDAA | EAOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.32% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 5.77% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 24.82% | 6.80% | +18.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.82% | 8.14% | +16.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.82% | 7.92% | +16.90% |
MDAA vs. EAOM - Expense Ratio Comparison
MDAA has a 0.97% expense ratio, which is higher than EAOM's 0.18% expense ratio.
Dividends
MDAA vs. EAOM - Dividend Comparison
MDAA's dividend yield for the trailing twelve months is around 0.39%, less than EAOM's 2.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
EAOM iShares ESG Aware Moderate Allocation ETF | 2.86% | 2.89% | 2.89% | 2.70% | 1.93% | 1.32% | 1.02% |
MDAA Myriad Dynamic Asset Allocation ETF | 0.39% | 0.46% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MDAA and EAOM have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EAOM is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EAOM is cheaper with a 0.18% expense ratio, compared with 0.97% for MDAA.
EAOM has the higher dividend yield at 2.86%, compared with 0.39% for MDAA.
They also come from different issuers: Myriad and iShares. Their fees differ too: 0.97% for MDAA and 0.18% for EAOM.
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