Summary
EAOM
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 14.66% Volatility 8.03% Sharpe 0.80
Official loaded data — not a live quote.

ISHARES ESG AWARE MODERATE ALLOCATION ETF

Symbol: EAOM

Exchange: BATS

Sector: Technology

Category: Global Moderately Conservative Allocation

Inception date: 12/06/2020

Latest date: 03/06/2026

Current price: $31.36

Expense ratio: 0.18%

Assets under management
$8.4M
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

2.36%

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

3.69%

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

5.24%

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

14.66%

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

23.12%

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

34.22%

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.055%

Best day

1.408%

08/04/2026
Worst day

-1.316%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $31.36 $31.36 $31.36 $31.36 100
02/06/2026 $31.50 $31.50 $31.50 $31.50 100
01/06/2026 $31.44 $31.44 $31.44 $31.44 100
29/05/2026 $31.41 $31.41 $31.39 $31.39 200
28/05/2026 $31.34 $31.35 $31.34 $31.35 400
27/05/2026 $31.30 $31.30 $31.25 $31.25 3,300
26/05/2026 $31.24 $31.25 $31.24 $31.25 400
22/05/2026 $31.04 $31.04 $31.04 $31.04 100
21/05/2026 $31.01 $31.01 $31.01 $31.01 300
20/05/2026 $30.90 $30.93 $30.90 $30.93 5,200