Summary
EAOM
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 10.57% Volatility 8.03% Sharpe 0.80
Official loaded data — not a live quote.

ISHARES ESG AWARE 40/60 MODERATE ALLOCATION ETF

Symbol: EAOM

Exchange: BATS

Sector: Technology

Category: Global Moderately Conservative Allocation

Inception date: 12/06/2020

Latest date: 20/07/2026

Current price: $30.86

Expense ratio: 0.18%

Assets under management
$8.6M
0.00% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
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Performance metrics

Period total return

-0.96%

Ann. -30.61% (Sharpe / Sortino numerator)

Volatility

11.01%

Sharpe ratio

-3.110

VaR 95%

-1.11%

CVaR 95%: -1.22%
Max drawdown: -4.39%
Sortino ratio: -5.690
Calmar ratio: -6.98

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

1.12%

Ann. -5.26% (Sharpe / Sortino numerator)

Volatility

7.96%

Sharpe ratio

-1.116

VaR 95%

-0.93%

CVaR 95%: -1.09%
Max drawdown: -5.75%
Sortino ratio: -1.581
Calmar ratio: -0.91

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

4.07%

Ann. 0.38% (Sharpe / Sortino numerator)

Volatility

6.82%

Sharpe ratio

-0.477

VaR 95%

-0.82%

CVaR 95%: -0.99%
Max drawdown: -5.75%
Sortino ratio: -0.663
Calmar ratio: 0.07

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

10.57%

Ann. 10.09% (Sharpe / Sortino numerator)

Volatility

8.03%

Sharpe ratio

0.805

VaR 95%

-0.82%

CVaR 95%: -1.20%
Max drawdown: -5.75%
Sortino ratio: 1.057
Calmar ratio: 1.76

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

18.85%

Ann. 8.49% (Sharpe / Sortino numerator)

Volatility

7.31%

Sharpe ratio

0.665

VaR 95%

-0.68%

CVaR 95%: -1.06%
Max drawdown: -7.05%
Sortino ratio: 0.916
Calmar ratio: 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

29.13%

Ann. 8.54% (Sharpe / Sortino numerator)

Volatility

7.19%

Sharpe ratio

0.684

VaR 95%

-0.68%

CVaR 95%: -1.02%
Max drawdown: -7.63%
Sortino ratio: 0.992
Calmar ratio: 1.12

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.

Methodology: adjusted prices + daily simple return
Average daily return

0.041%

Best day

1.409%

08/04/2026
Worst day

-1.537%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $30.86 $30.86 $30.86 $30.86 100
17/07/2026 $31.00 $31.00 $30.95 $30.95 21,100
16/07/2026 $31.04 $31.04 $31.04 $31.04 100
15/07/2026 $31.15 $31.15 $31.15 $31.15 100
14/07/2026 $31.08 $31.08 $31.08 $31.08 100
13/07/2026 $31.15 $31.15 $30.96 $30.98 8,400
10/07/2026 $31.17 $31.17 $31.17 $31.17 100
09/07/2026 $31.05 $31.15 $31.05 $31.13 4,900
08/07/2026 $30.97 $31.00 $30.97 $31.00 400
07/07/2026 $31.13 $31.21 $31.07 $31.07 18,500