ISHARES ESG AWARE AGGRESSIVE ALLOCATION ETF
Symbol: EAOA
Exchange: BATS
Sector: Technology
Category: Global Aggressive Allocation
Inception date: 12/06/2020
Latest date: 03/06/2026
Current price: $45.34
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
4.36%
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
8.46%
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
10.44%
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
24.37%
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
38.23%
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
60.87%
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: 03/06/2025 - 03/06/2026.
Average daily return
0.089%
Best day
2.562%
Worst day
-2.087%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 03/06/2026 | $45.41 | $45.41 | $45.29 | $45.34 | 500 |
| 02/06/2026 | $45.60 | $45.66 | $45.58 | $45.66 | 9,200 |
| 01/06/2026 | $45.49 | $45.49 | $45.49 | $45.49 | 100 |
| 29/05/2026 | $45.40 | $45.40 | $45.34 | $45.34 | 500 |
| 28/05/2026 | $45.16 | $45.25 | $45.16 | $45.25 | 400 |
| 27/05/2026 | $45.03 | $45.06 | $45.03 | $45.06 | 400 |
| 26/05/2026 | $45.05 | $45.10 | $45.02 | $45.10 | 1,000 |
| 22/05/2026 | $44.74 | $44.74 | $44.64 | $44.64 | 500 |
| 21/05/2026 | $44.33 | $44.52 | $44.33 | $44.52 | 400 |
| 20/05/2026 | $44.25 | $44.39 | $44.25 | $44.39 | 500 |