MSMR vs. EAOA
MSMR (McElhenny Sheffield Managed Risk ETF) and EAOA (iShares ESG Aware Aggressive Allocation ETF) are both Diversified Portfolio funds. MSMR is actively managed, while EAOA is passively managed. Over the past 3 years, MSMR returned 12.53%/yr vs 15.23%/yr for EAOA. Their 0.65 correlation means they have sometimes moved together and sometimes differently. MSMR charges 0.97%/yr vs 0.18%/yr for EAOA.
Performance
MSMR vs. EAOA - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MSMR achieves a 0.14% return, which is significantly lower than EAOA's 9.37% return.
MSMR
- 1D
- -1.57%
- 1M
- -2.13%
- 6M
- -1.62%
- YTD
- 0.14%
- 1Y
- 11.18%
- 3Y*
- 12.53%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 8.59%
EAOA
- 1D
- 0.37%
- 1M
- -0.07%
- 6M
- 6.89%
- YTD
- 9.37%
- 1Y
- 19.83%
- 3Y*
- 15.23%
- 5Y*
- 8.17%
- 10Y*
- —
- ALL TIME*
- 11.69%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $23.58K | $40.91K | $70.98K | |
| $432.07K | $432.95K | $679.96K |
MSMR vs. EAOA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
MSMR McElhenny Sheffield Managed Risk ETF | 0.14% | 17.06% | 21.58% | 18.77% | -11.88% | -1.25% |
EAOA iShares ESG Aware Aggressive Allocation ETF | 9.37% | 18.41% | 13.79% | 18.27% | -17.76% | -0.57% |
Correlation
The correlation between MSMR and EAOA is 0.73, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.73 |
Correlation (3Y) Balances recent behavior with more history. | 0.74 |
Correlation (All Time) Calculated using the full available price history since Nov 17, 2021 | 0.65 |
The correlation between MSMR and EAOA has been stable across timeframes, ranging from 0.65 to 0.74 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MSMR vs. EAOA — Risk / Return Rank
MSMR
EAOA
MSMR vs. EAOA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for McElhenny Sheffield Managed Risk ETF (MSMR) and iShares ESG Aware Aggressive Allocation ETF (EAOA). 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.
| MSMR | EAOA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.86 | ||
| Sortino ratioReturn per unit of downside risk | -1.17 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.29 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.13 | 2.30 | -1.17 |
| Martin ratioReturn relative to average drawdown | 3.14 | 9.67 | -6.53 |
Loading charts...
Drawdowns
MSMR vs. EAOA - Drawdown Comparison
The maximum MSMR drawdown since its inception was -14.86%, smaller than the maximum EAOA drawdown of -25.06%. Use the drawdown chart below to compare losses from any high point for MSMR and EAOA.
Loading charts...
Drawdown Indicators
| MSMR | EAOA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.86% | -25.06% | +10.20% |
Max Drawdown (1Y)Largest decline over 1 year | -8.43% | -8.17% | -0.26% |
Max Drawdown (3Y)Largest decline over 3 years | -8.84% | -13.84% | +5.00% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.06% | — |
Current DrawdownCurrent decline from peak | -7.76% | -1.22% | -6.54% |
Average DrawdownAverage peak-to-trough decline | -5.15% | -5.21% | +0.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 1.94% | +1.10% |
Volatility
MSMR vs. EAOA - Volatility Comparison
McElhenny Sheffield Managed Risk ETF (MSMR) has a higher volatility of 3.91% compared to iShares ESG Aware Aggressive Allocation ETF (EAOA) at 3.36%. This indicates that MSMR's price experiences larger fluctuations and is considered to be riskier than EAOA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| MSMR | EAOA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.91% | 3.36% | +0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 9.50% | 9.76% | -0.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.86% | 11.73% | +1.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.36% | 13.39% | -3.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.36% | 13.16% | -2.80% |
MSMR vs. EAOA - Expense Ratio Comparison
MSMR has a 0.97% expense ratio, which is higher than EAOA's 0.18% expense ratio.
Dividends
MSMR vs. EAOA - Dividend Comparison
MSMR's dividend yield for the trailing twelve months is around 1.86%, less than EAOA's 1.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
EAOA iShares ESG Aware Aggressive Allocation ETF | 1.99% | 2.10% | 2.09% | 2.21% | 1.93% | 1.48% | 1.12% |
MSMR McElhenny Sheffield Managed Risk ETF | 1.86% | 1.51% | 2.26% | 0.81% | 0.65% | 0.07% | 0.00% |
Frequently Asked Questions
MSMR and EAOA have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSMR has higher volatility (3.91%) compared to EAOA (3.36%). In terms of maximum drawdown, MSMR dropped -14.86% vs EAOA's -25.06%.
On 3-year performance, EAOA leads with 15.23% vs 12.53% for MSMR. On fees, EAOA is cheaper at 0.18% per year. On volatility, EAOA has been the lower-risk option at 3.36%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, EAOA has performed better with a 15.23% return vs 12.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EAOA is cheaper with a 0.18% expense ratio, compared with 0.97% for MSMR.
EAOA has the higher dividend yield at 1.99%, compared with 1.86% for MSMR.
They also come from different issuers: McElhenny Sheffield and iShares. Their fees differ too: 0.97% for MSMR and 0.18% for EAOA.
EAOA currently has the higher Sharpe Ratio (1.60 vs 0.74), 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.
Find the right allocation for MSMR and EAOA
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer