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OCIO vs. AOA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OCIO vs. AOA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ClearShares OCIO ETF (OCIO) and iShares Core 80/20 Aggressive Allocation ETF (AOA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with OCIO having a 10.00% return and AOA slightly lower at 9.88%.


OCIO

1D
0.07%
1M
2.52%
YTD
10.00%
6M
9.92%
1Y
22.19%
3Y*
14.00%
5Y*
7.67%
10Y*

AOA

1D
-0.12%
1M
1.38%
YTD
9.88%
6M
9.74%
1Y
24.31%
3Y*
17.27%
5Y*
9.26%
10Y*
10.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OCIO vs. AOA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OCIO
ClearShares OCIO ETF
10.00%12.68%12.76%12.03%-12.49%13.20%11.54%18.56%-10.35%8.91%
AOA
iShares Core 80/20 Aggressive Allocation ETF
9.88%19.59%13.55%18.27%-16.23%15.42%12.82%22.60%-7.86%8.71%

Correlation

The correlation between OCIO and AOA is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.94

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (All Time)
Calculated using the full available price history since Jun 27, 2017

0.88

The correlation between OCIO and AOA has been stable across timeframes, ranging from 0.88 to 0.95 - a consistent structural relationship.

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Return for Risk

OCIO vs. AOA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

OCIO
OCIO Risk / Return Rank: 6969
Overall Rank
OCIO Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
OCIO Sortino Ratio Rank: 6868
Sortino Ratio Rank
OCIO Omega Ratio Rank: 7070
Omega Ratio Rank
OCIO Calmar Ratio Rank: 6666
Calmar Ratio Rank
OCIO Martin Ratio Rank: 7575
Martin Ratio Rank

AOA
AOA Risk / Return Rank: 6969
Overall Rank
AOA Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
AOA Sortino Ratio Rank: 7070
Sortino Ratio Rank
AOA Omega Ratio Rank: 7272
Omega Ratio Rank
AOA Calmar Ratio Rank: 6262
Calmar Ratio Rank
AOA Martin Ratio Rank: 7272
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

OCIO vs. AOA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ClearShares OCIO ETF (OCIO) and iShares Core 80/20 Aggressive Allocation ETF (AOA). 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.


OCIOAOADifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

-0.07

Omega ratioGain probability vs. loss probability

1.40

1.41

-0.01

Calmar ratioReturn relative to maximum drawdown

3.19

2.98

+0.21

Martin ratioReturn relative to average drawdown

13.68

12.96

+0.72

OCIO vs. AOA - Sharpe Ratio Comparison

The current OCIO Sharpe Ratio is 2.13, which is comparable to the AOA Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of OCIO and AOA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

OCIO vs. AOA - Drawdown Comparison

The maximum OCIO drawdown since its inception was -24.21%, smaller than the maximum AOA drawdown of -28.38%. Use the drawdown chart below to compare losses from any high point for OCIO and AOA.


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Drawdown Indicators


OCIOAOADifference

Max Drawdown

Largest peak-to-trough decline

-24.21%

-28.38%

+4.17%

Max Drawdown (1Y)

Largest decline over 1 year

-6.98%

-8.20%

+1.22%

Max Drawdown (3Y)

Largest decline over 3 years

-13.32%

-12.94%

-0.38%

Max Drawdown (5Y)

Largest decline over 5 years

-18.75%

-23.62%

+4.87%

Max Drawdown (10Y)

Largest decline over 10 years

-28.38%

Current Drawdown

Current decline from peak

0.00%

-0.55%

+0.55%

Average Drawdown

Average peak-to-trough decline

-4.42%

-4.04%

-0.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

1.88%

-0.25%

Volatility

OCIO vs. AOA - Volatility Comparison

ClearShares OCIO ETF (OCIO) has a higher volatility of 4.69% compared to iShares Core 80/20 Aggressive Allocation ETF (AOA) at 4.13%. This indicates that OCIO's price experiences larger fluctuations and is considered to be riskier than AOA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OCIOAOADifference

Volatility (1M)

Calculated over the trailing 1-month period

4.69%

4.13%

+0.56%

Volatility (6M)

Calculated over the trailing 6-month period

8.71%

9.22%

-0.51%

Volatility (1Y)

Calculated over the trailing 1-year period

10.51%

11.15%

-0.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.76%

13.07%

-2.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.41%

13.58%

-2.17%

OCIO vs. AOA - Expense Ratio Comparison

OCIO has a 0.61% expense ratio, which is higher than AOA's 0.15% expense ratio.


Dividends

OCIO vs. AOA - Dividend Comparison

OCIO's dividend yield for the trailing twelve months is around 9.42%, more than AOA's 2.05% yield.


PositionTTM20252024202320222021202020192018201720162015
AOA
iShares Core 80/20 Aggressive Allocation ETF
2.05%2.18%2.30%2.22%2.10%1.67%1.71%2.50%2.37%5.09%2.26%2.15%
OCIO
ClearShares OCIO ETF
9.42%10.27%1.87%2.32%3.21%2.83%2.90%2.22%0.01%1.68%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.94, OCIO and AOA move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

OCIO has higher volatility (4.69%) compared to AOA (4.13%). In terms of maximum drawdown, OCIO dropped -24.21% vs AOA's -28.38%.

On 5-year performance, AOA leads with 9.26% vs 7.67% for OCIO. On fees, AOA is cheaper at 0.15% per year. On volatility, AOA has been the lower-risk option at 4.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, AOA has performed better with a 9.26% return vs 7.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AOA is cheaper with a 0.15% expense ratio, compared with 0.61% for OCIO.

OCIO has the higher dividend yield at 9.42%, compared with 2.05% for AOA.

They also come from different issuers: ClearShares LLC and iShares. Their fees differ too: 0.61% for OCIO and 0.15% for AOA.

AOA currently has the higher Sharpe Ratio (2.19 vs 2.12), 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.

Portfolio Optimizer

Find the right allocation for OCIO and AOA

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