Summary
EAOR
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 14.14% Volatility 11.08% Sharpe 0.88
Official loaded data — not a live quote.

ISHARES ESG AWARE 60/40 BALANCED ALLOCATION ETF

Symbol: EAOR

Exchange: BATS

Sector: Technology

Category: Global Moderate Allocation

Inception date: 12/06/2020

Latest date: 20/07/2026

Current price: $37.13

Expense ratio: 0.18%

Assets under management
$33.2M
-0.47% 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

-1.26%

Ann. -35.34% (Sharpe / Sortino numerator)

Volatility

14.20%

Sharpe ratio

-2.745

VaR 95%

-1.30%

CVaR 95%: -1.44%
Max drawdown: -5.22%
Sortino ratio: -5.038
Calmar ratio: -6.77

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

2.12%

Ann. -6.66% (Sharpe / Sortino numerator)

Volatility

10.64%

Sharpe ratio

-0.967

VaR 95%

-1.24%

CVaR 95%: -1.35%
Max drawdown: -7.05%
Sortino ratio: -1.446
Calmar ratio: -0.94

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

6.02%

Ann. 0.58% (Sharpe / Sortino numerator)

Volatility

9.34%

Sharpe ratio

-0.327

VaR 95%

-1.03%

CVaR 95%: -1.33%
Max drawdown: -7.05%
Sortino ratio: -0.462
Calmar ratio: 0.08

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

14.14%

Ann. 13.40% (Sharpe / Sortino numerator)

Volatility

11.08%

Sharpe ratio

0.882

VaR 95%

-1.01%

CVaR 95%: -1.61%
Max drawdown: -7.05%
Sortino ratio: 1.128
Calmar ratio: 1.90

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

25.81%

Ann. 10.42% (Sharpe / Sortino numerator)

Volatility

9.85%

Sharpe ratio

0.689

VaR 95%

-0.97%

CVaR 95%: -1.41%
Max drawdown: -10.28%
Sortino ratio: 0.924
Calmar ratio: 1.01

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

41.54%

Ann. 11.20% (Sharpe / Sortino numerator)

Volatility

9.32%

Sharpe ratio

0.812

VaR 95%

-0.88%

CVaR 95%: -1.30%
Max drawdown: -10.28%
Sortino ratio: 1.149
Calmar ratio: 1.09

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

0.055%

Best day

1.985%

08/04/2026
Worst day

-2.06%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $37.31 $37.31 $37.13 $37.13 5,100
17/07/2026 $36.98 $37.26 $36.98 $37.26 4,800
16/07/2026 $37.46 $37.46 $37.42 $37.42 1,400
15/07/2026 $37.65 $37.65 $37.58 $37.61 2,600
14/07/2026 $37.52 $37.52 $37.52 $37.52 100
13/07/2026 $37.47 $37.47 $37.34 $37.34 200
10/07/2026 $37.64 $37.65 $37.64 $37.65 700
09/07/2026 $37.47 $37.57 $37.47 $37.57 1,100
08/07/2026 $37.26 $37.37 $37.13 $37.37 1,600
07/07/2026 $37.58 $37.58 $37.45 $37.49 2,400