EAOM vs ASGM
Comparison between ISHARES ESG AWARE 40/60 MODERATE ALLOCATION ETF (EAOM, ETF) and Virtus ETF Trust II AlphaSimplex Global Macro (ASGM, ETF).
EAOM vs ASGM - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
EAOM
$8.60M
ASGM
$8.60M
Expense Ratio
Winner
EAOM
0.18%
ASGM
0.86%
Max Drawdown
EAOM
22.10%
Winner
ASGM
6.62%
Sharpe Ratio
EAOM
1.05
Winner
ASGM
1.57
5Y Beta
Winner
EAOM
0.39
ASGM
1.12
5Y Dividends CAGR
EAOM
19.83%
ASGM
N/A
EAOM vs ASGM - Historical Returns
Returns include dividend reinvestment.
1M
Winner
EAOM
-0.56%
ASGM
-2.67%
3M
EAOM
+2.14%
Winner
ASGM
+4.63%
6M
EAOM
+3.80%
Winner
ASGM
+13.34%
1Y
EAOM
+11.01%
Winner
ASGM
+31.46%
5Y(CAGR)
EAOM
+3.97%
ASGM
N/A
Max(CAGR)
EAOM
+5.75%
Winner
ASGM
+33.04%
EAOM vs ASGM - Annual Returns (2020 - 2026)
Returns include dividend reinvestment.
| Year | EAOM | ASGM |
|---|---|---|
| 2026 | +4.42% | +17.10% |
| 2025 | +12.96% | +11.52% |
| 2024 | +8.15% | N/A |
| 2023 | +11.58% | N/A |
| 2022 | -15.31% | N/A |
| 2021 | +6.75% | N/A |
| 2020 | +10.30% | N/A |
EAOM vs ASGM Drawdown Comparison
The maximum drawdown for EAOM was -20.74%, occurring on Oct 14, 2022. Recovery took 694 trading sessions.
The maximum drawdown for ASGM was -6.62%, occurring on Mar 30, 2026. Recovery took 28 trading sessions.
The current EAOM drawdown is -0.88%. The current ASGM drawdown is -4.30%.
| Rank | EAOM | ASGM |
|---|---|---|
| #1 | -20.74% Nov 9, 2021 - Aug 15, 2024 | -6.62% Feb 27, 2026 - Apr 9, 2026 |
| #2 | -7.06% Dec 6, 2024 - May 16, 2025 | -6.40% Jun 2, 2026 - Jun 10, 2026 |
| #3 | -5.17% Feb 25, 2026 - Apr 17, 2026 | -5.86% Oct 27, 2025 - Dec 24, 2025 |
| #4 | -3.86% Sep 2, 2020 - Nov 11, 2020 | -5.17% Jan 29, 2026 - Feb 11, 2026 |
| #5 | -3.16% Feb 12, 2021 - Apr 13, 2021 | -3.68% Oct 8, 2025 - Oct 20, 2025 |
| #6 | -2.65% Sep 2, 2021 - Nov 4, 2021 | -2.61% Jan 12, 2026 - Jan 22, 2026 |
| #7 | -2.60% Sep 27, 2024 - Dec 4, 2024 | -2.36% May 14, 2026 - May 26, 2026 |
| #8 | -2.49% Oct 28, 2025 - Dec 24, 2025 | -2.29% Feb 11, 2026 - Feb 20, 2026 |
| #9 | -2.17% Jun 2, 2026 - Jun 10, 2026 | -1.53% Sep 22, 2025 - Sep 30, 2025 |
| #10 | -2.07% May 7, 2021 - Jun 1, 2021 | -1.38% Dec 26, 2025 - Jan 5, 2026 |
| #11 | -1.65% Jan 25, 2021 - Feb 8, 2021 | -1.32% Aug 28, 2025 - Sep 8, 2025 |
| #12 | -1.56% May 6, 2026 - May 26, 2026 | -1.32% Oct 20, 2025 - Oct 27, 2025 |
| #13 | -1.27% Jun 23, 2020 - Jul 1, 2020 | -1.31% Aug 13, 2025 - Aug 22, 2025 |
| #14 | -1.22% Aug 23, 2024 - Sep 12, 2024 | -1.01% Apr 30, 2026 - May 6, 2026 |
| #15 | -1.14% Oct 8, 2025 - Oct 17, 2025 | -0.85% Jan 6, 2026 - Jan 9, 2026 |
Correlation
Correlation between EAOM and ASGM is 0.96 which considered as a very strong positive correlation - the stocks move almost identically together.
0.96
-101
Dividend Comparison (2020 - 2026)
EAOM vs ASGM dividend yield comparison.
| Year | EAOM | ASGM |
|---|---|---|
| 2026 | 1.37% | 0.00% |
| 2025 | 2.89% | 4.52% |
| 2024 | 2.89% | 0.00% |
| 2023 | 2.70% | 0.00% |
| 2022 | 1.93% | 0.00% |
| 2021 | 1.32% | 0.00% |
| 2020 | 1.02% | 0.00% |
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