iShares Core Aggressive Allocation ETF

10-Year Study

AOA.US · · US · ETF

Executive Summary: iShares Core Aggressive Allocation ETF has compounded at 10.1% annually over the last 10 years, with a maximum drawdown of 23.0% and an annualized volatility of 9.9%.

1Y CAGR
+20.9%
3Y CAGR
+16.8%
5Y CAGR
+8.3%
10Y CAGR
+10.1%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
23.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.53
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.71
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
12.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +22.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -16.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.61.6-5.56.0————————4.4%
20252.40.1-2.60.54.64.00.92.43.11.70.40.719.6%
20240.13.32.9-3.34.01.52.02.12.0-2.33.3-2.513.6%
20236.6-3.02.91.2-1.14.62.9-2.3-4.0-2.57.84.818.3%
2022-3.9-2.61.1-7.00.6-6.96.0-3.9-8.35.17.3-3.5-16.2%
2021-0.31.92.73.41.50.80.82.0-3.44.1-1.93.215.4%
2020-1.1-6.2-11.98.74.12.64.14.8-2.5-1.99.73.812.8%
20196.52.01.52.9-4.65.3-0.1-1.01.72.11.92.822.6%
20184.2-3.8-1.00.20.4-0.52.50.7-0.0-6.31.5-5.6-7.9%
20172.02.41.21.61.80.52.10.51.61.71.61.320.1%
2016———0.70.7-0.03.60.30.6-1.60.51.76.4%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 9.9%. The dominant macroeconomic risk driver is VTI.US, accounting for 46.4% of variance. Idiosyncratic stock-specific factors contribute 0.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110072.6085459666
2016-05-0110138.895943741782
2016-06-0110134.465496125475
2016-07-0110494.46052950904
2016-08-0110521.212531676289
2016-09-0110583.633870066542
2016-10-0110411.297923615697
2016-11-0110462.713691494106
2016-12-0110637.561165574576
2017-01-0110853.834735838089
2017-02-0111117.404039890958
2017-03-0111250.317468380148
2017-04-0111425.813988926702
2017-05-0111633.593516307998
2017-06-0111696.833217633746
2017-07-0111946.405693548479
2017-08-0112003.296027271239
2017-09-0112194.482540650062
2017-10-0112403.729477432937
2017-11-0112606.909240728512
2017-12-0112770.581827827727
2018-01-0113303.872267655473
2018-02-0112803.76785583267
2018-03-0112680.505466100023
2018-04-0112709.317485311798
2018-05-0112761.608054948838
2018-06-0112692.696251897758
2018-07-0113015.159467894775
2018-08-0113106.308167262097
2018-09-0113103.909517278747
2018-10-0112278.068437716938
2018-11-0112463.328874666306
2018-12-0111766.168311858362
2019-01-0112531.98670301327
2019-02-0112784.042487146058
2019-03-0112970.657455850731
2019-04-0113346.90687029794
2019-05-0112736.577436887286
2019-06-0113410.11835221212
2019-07-0113391.719295869241
2019-08-0113256.661192100823
2019-09-0113487.495978733852
2019-10-0113769.0128285445
2019-11-0114030.21170202559
2019-12-0114425.28346398921
2020-01-0114271.064379765554
2020-02-0113393.130266447686
2020-03-0111803.84122630275
2020-04-0112831.451098581694
2020-05-0113353.086921431517
2020-06-0113697.533059040654
2020-07-0114256.785357511726
2020-08-0114947.652991539822
2020-09-0114570.810969449665
2020-10-0114290.789748452165
2020-11-0115673.766670617384
2020-12-0116274.783698210327
2021-01-0116224.045196209569
2021-02-0116528.363330567834
2021-03-0116972.113577487682
2021-04-0117544.149269399433
2021-05-0117805.77143405406
2021-06-0117945.485740731336
2021-07-0118096.657128505558
2021-08-0118461.872753029354
2021-09-0117828.516279778534
2021-10-0118550.876777117443
2021-11-0118205.358301868688
2021-12-0118784.364188437943
2022-01-0118059.52038288098
2022-02-0117590.034032610354
2022-03-0117783.506318326254
2022-04-0116544.166201046377
2022-05-0116639.83000626471
2022-06-0115486.559094269767
2022-07-0116423.104925416093
2022-08-0115778.912198122845
2022-09-0114461.827601970845
2022-10-0115200.41426096183
2022-11-0116315.334992634736
2022-12-0115736.639519592738
2023-01-0116782.225157041026
2023-02-0116276.561521139163
2023-03-0116747.995010808037
2023-04-0116949.566267644186
2023-05-0116759.395653081843
2023-06-0117522.730736018693
2023-07-0118022.77870901836
2023-08-0117599.600413132186
2023-09-0116897.021723303023
2023-10-0116468.735713922895
2023-11-0117761.438738479428
2023-12-0118611.153440228463
2024-01-0118630.004007156444
2024-02-0119247.24719640146
2024-03-0119799.783274919155
2024-04-0119155.33657292178
2024-05-0119917.57109880745
2024-06-0120212.181755586033
2024-07-0120625.229282718996
2024-08-0121063.5896220292
2024-09-0121485.639141452622
2024-10-0120987.96159902474
2024-11-0121679.19608540323
2024-12-0121133.65842095461
2025-01-0121643.978259765325
2025-02-0121668.8113419459
2025-03-0121103.294334106547
2025-04-0121207.70615691122
2025-05-0122178.736108994657
2025-06-0123072.303776321656
2025-07-0123270.573362004256
2025-08-0123839.19450511618
2025-09-0124566.662715949045
2025-10-0124989.61525654267
2025-11-0125087.4519564518
2025-12-0125273.305001044122
2026-01-0125925.173408284096
2026-02-0126351.286522973423
2026-03-0124893.951451324338
2026-04-0126387.971758012904
Annual Return Matrix
YearAnnual Return
20170.2005178281988227
2018-0.07865056811904203
20190.22599669507114695
20200.1282124014296251
20210.15420054341512301
2022-0.16224795464310282
20230.1826637711982182
20240.13553727278792338
20250.19587931713635243
20260.04410451094238499
Total Factor Risk
0.09872753003451622
VTI.US Exposure
0.46442288170529994
VEA.US Exposure
0.31423920018434215
VWO.US Exposure
0.0865677433626648
QQQ.US Exposure
0.029708218836623248
VTV.US Exposure
0.052881406907629214
IJR.US Exposure
-0.017729304007530547
QUAL.US Exposure
0.018047412043716973
SHV.US Exposure
0.00038259146919591573
TLT.US Exposure
-0.004146096892286088
LQD.US Exposure
0.06202095092086985
HYG.US Exposure
-0.0026444580072928587
GLD.US Exposure
0.00028152113317180514
USO.US Exposure
0.0011813221329236006
VNQ.US Exposure
-0.012400105729203628
BTC-USD.CC Exposure
0.0022906724853948594
CPER.US Exposure
-0.004471031591106685
VIX.INDX Exposure
-0.005635958640300595
UUP.US Exposure
0.005821434853920574
TIP.US Exposure
0.007582862273107272
Idiosyncratic Exposure
0.0015987365588602633
Value Score
43.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
25.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
9.9%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →17.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.09%
Market Cap$138.7B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$78
Avg Yield on Cost
0.78%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$77.890.78%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.8%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+6.3%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.4% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.08
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares Core Aggressive Allocation ETF a high-risk investment?

iShares Core Aggressive Allocation ETF (AOA.US) has an annualized volatility of 9.9% and experienced a maximum drawdown of 23.0% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of AOA.US?

Over the past 10 years, AOA.US has generated a Compound Annual Growth Rate (CAGR) of 10.1%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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