ISHARES ESG AWARE 80/20 AGGRESSIVE ALLOCATION ETF
Symbol: EAOA
Exchange: BATS
Sector: Technology
Category: Global Aggressive Allocation
Inception date: 12/06/2020
Latest date: 20/07/2026
Current price: $44.43
Expense ratio: 0.18%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-1.54%
Ann. -39.22% (Sharpe / Sortino numerator)
Volatility
17.77%
Sharpe ratio
-2.411
VaR 95%
-1.66%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
3.14%
Ann. -7.90% (Sharpe / Sortino numerator)
Volatility
13.56%
Sharpe ratio
-0.850
VaR 95%
-1.54%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
8.03%
Ann. 0.72% (Sharpe / Sortino numerator)
Volatility
11.92%
Sharpe ratio
-0.245
VaR 95%
-1.28%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
17.70%
Ann. 16.63% (Sharpe / Sortino numerator)
Volatility
14.06%
Sharpe ratio
0.925
VaR 95%
-1.20%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
32.00%
Ann. 12.26% (Sharpe / Sortino numerator)
Volatility
12.54%
Sharpe ratio
0.688
VaR 95%
-1.20%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
52.40%
Ann. 13.83% (Sharpe / Sortino numerator)
Volatility
11.66%
Sharpe ratio
0.875
VaR 95%
-1.17%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.
Average daily return
0.068%
Best day
2.562%
Worst day
-2.564%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $44.43 | $44.43 | $44.43 | $44.43 | 100 |
| 17/07/2026 | $44.74 | $44.74 | $44.59 | $44.59 | 300 |
| 16/07/2026 | $44.93 | $44.93 | $44.86 | $44.86 | 500 |
| 15/07/2026 | $45.06 | $45.15 | $45.06 | $45.15 | 2,800 |
| 14/07/2026 | $44.84 | $45.04 | $44.84 | $45.04 | 2,300 |
| 13/07/2026 | $44.94 | $44.94 | $44.78 | $44.78 | 700 |
| 10/07/2026 | $45.23 | $45.23 | $45.23 | $45.23 | 100 |
| 09/07/2026 | $45.09 | $45.09 | $45.09 | $45.09 | 200 |
| 08/07/2026 | $44.48 | $44.80 | $44.48 | $44.80 | 1,000 |
| 07/07/2026 | $44.99 | $44.99 | $44.91 | $44.91 | 1,000 |