RPHS vs. EAOM
RPHS (Regents Park Hedged Market Strategy ETF) and EAOM (iShares ESG Aware Moderate Allocation ETF) are both Diversified Portfolio funds. RPHS is actively managed, while EAOM is passively managed. Over the past 3 years, RPHS returned 13.58%/yr vs 10.14%/yr for EAOM. A 0.67 correlation means they provide meaningful diversification when combined. RPHS charges 0.75%/yr vs 0.18%/yr for EAOM.
Performance
RPHS vs. EAOM - Performance Comparison
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Returns By Period
In the year-to-date period, RPHS achieves a 3.99% return, which is significantly lower than EAOM's 4.48% return.
RPHS
- 1D
- -0.87%
- 1M
- -1.07%
- YTD
- 3.99%
- 6M
- 3.78%
- 1Y
- 15.90%
- 3Y*
- 13.58%
- 5Y*
- —
- 10Y*
- —
EAOM
- 1D
- -0.69%
- 1M
- 0.47%
- YTD
- 4.48%
- 6M
- 4.28%
- 1Y
- 13.00%
- 3Y*
- 10.14%
- 5Y*
- 4.08%
- 10Y*
- —
RPHS vs. EAOM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
RPHS Regents Park Hedged Market Strategy ETF | 3.99% | 11.74% | 17.84% | 11.36% | -15.25% |
EAOM iShares ESG Aware Moderate Allocation ETF | 4.48% | 12.90% | 7.29% | 11.83% | -10.59% |
Correlation
The correlation between RPHS and EAOM is 0.84, 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 | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2022 | 0.67 |
The correlation between RPHS and EAOM shifts across timeframes, from 0.67 (all time) to 0.84 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
RPHS vs. EAOM — Risk / Return Rank
RPHS
EAOM
RPHS vs. EAOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Regents Park Hedged Market Strategy ETF (RPHS) 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.
| RPHS | EAOM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.45 | ||
| Sortino ratioReturn per unit of downside risk | -0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.36 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.04 | 2.52 | -0.48 |
| Martin ratioReturn relative to average drawdown | 7.95 | 10.90 | -2.95 |
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Drawdowns
RPHS vs. EAOM - Drawdown Comparison
The maximum RPHS drawdown since its inception was -16.51%, smaller than the maximum EAOM drawdown of -20.73%. Use the drawdown chart below to compare losses from any high point for RPHS and EAOM.
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Drawdown Indicators
| RPHS | EAOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.51% | -20.73% | +4.22% |
Max Drawdown (1Y)Largest decline over 1 year | -7.81% | -5.17% | -2.64% |
Max Drawdown (3Y)Largest decline over 3 years | -10.84% | -7.63% | -3.21% |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.73% | — |
Current DrawdownCurrent decline from peak | -3.06% | -1.01% | -2.05% |
Average DrawdownAverage peak-to-trough decline | -6.27% | -4.93% | -1.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 1.20% | +0.80% |
Volatility
RPHS vs. EAOM - Volatility Comparison
Regents Park Hedged Market Strategy ETF (RPHS) has a higher volatility of 3.89% compared to iShares ESG Aware Moderate Allocation ETF (EAOM) at 2.76%. This indicates that RPHS's price experiences larger fluctuations and is considered to be riskier than EAOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RPHS | EAOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.89% | 2.76% | +1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 7.84% | 5.72% | +2.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.93% | 6.84% | +4.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.45% | 8.14% | +3.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.45% | 7.94% | +3.51% |
RPHS vs. EAOM - Expense Ratio Comparison
RPHS has a 0.75% expense ratio, which is higher than EAOM's 0.18% expense ratio.
Dividends
RPHS vs. EAOM - Dividend Comparison
RPHS's dividend yield for the trailing twelve months is around 10.70%, more than EAOM's 2.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
EAOM iShares ESG Aware Moderate Allocation ETF | 2.80% | 2.89% | 2.89% | 2.70% | 1.93% | 1.32% | 1.02% |
RPHS Regents Park Hedged Market Strategy ETF | 10.70% | 11.13% | 3.68% | 5.23% | 1.29% | 0.00% | 0.00% |
Frequently Asked Questions
RPHS and EAOM have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RPHS has higher volatility (3.89%) compared to EAOM (2.76%). In terms of maximum drawdown, RPHS dropped -16.51% vs EAOM's -20.73%.
On 3-year performance, RPHS leads with 13.58% vs 10.14% for EAOM. On fees, EAOM is cheaper at 0.18% per year. On volatility, EAOM has been the lower-risk option at 2.76%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, RPHS has performed better with a 13.58% return vs 10.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EAOM is cheaper with a 0.18% expense ratio, compared with 0.75% for RPHS.
RPHS has the higher dividend yield at 10.70%, compared with 2.80% for EAOM.
They also come from different issuers: Regents Park and iShares. Their fees differ too: 0.75% for RPHS and 0.18% for EAOM.
EAOM currently has the higher Sharpe Ratio (1.91 vs 1.46), 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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