ISHARES ESG AWARE 30/70 CONSERVATIVE ALLOCATION ETF
Symbol: EAOK
Exchange: BATS
Sector: Technology
Category: Global Conservative Allocation
Inception date: 12/06/2020
Latest date: 16/07/2026
Current price: $28.08
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
-0.51%
Ann. -25.24% (Sharpe / Sortino numerator)
Volatility
9.54%
Sharpe ratio
-3.028
VaR 95%
-0.97%
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
1.70%
Ann. -3.77% (Sharpe / Sortino numerator)
Volatility
6.74%
Sharpe ratio
-1.097
VaR 95%
-0.81%
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
2.74%
Ann. 0.69% (Sharpe / Sortino numerator)
Volatility
5.66%
Sharpe ratio
-0.520
VaR 95%
-0.65%
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
9.95%
Ann. 8.62% (Sharpe / Sortino numerator)
Volatility
6.50%
Sharpe ratio
0.768
VaR 95%
-0.66%
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
16.20%
Ann. 7.63% (Sharpe / Sortino numerator)
Volatility
6.12%
Sharpe ratio
0.654
VaR 95%
-0.62%
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
26.43%
Ann. 7.29% (Sharpe / Sortino numerator)
Volatility
6.25%
Sharpe ratio
0.586
VaR 95%
-0.64%
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: 16/07/2025 - 16/07/2026.
Average daily return
0.038%
Best day
1.129%
Worst day
-1.268%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $28.08 | $28.08 | $28.08 | $28.08 | 100 |
| 15/07/2026 | $28.16 | $28.16 | $28.16 | $28.16 | 100 |
| 14/07/2026 | $28.11 | $28.11 | $28.10 | $28.10 | 600 |
| 13/07/2026 | $28.16 | $28.16 | $27.98 | $27.98 | 600 |
| 10/07/2026 | $28.14 | $28.17 | $28.14 | $28.17 | 600 |
| 09/07/2026 | $28.15 | $28.15 | $28.15 | $28.15 | 100 |
| 08/07/2026 | $28.05 | $28.05 | $28.05 | $28.05 | 100 |
| 07/07/2026 | $28.12 | $28.12 | $28.11 | $28.11 | 300 |
| 06/07/2026 | $28.27 | $28.27 | $28.27 | $28.27 | 100 |
| 02/07/2026 | $28.22 | $28.22 | $28.16 | $28.16 | 5,400 |