iShares Core Moderate Allocation ETF

10-Year Study

AOM.US · · US · ETF

Executive Summary: iShares Core Moderate Allocation ETF has compounded at 6.0% annually over the last 10 years, with a maximum drawdown of 18.7% and an annualized volatility of 7.0%.

1Y CAGR
+12.5%
3Y CAGR
+10.5%
5Y CAGR
+4.4%
10Y CAGR
+6.0%

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 →
18.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.24
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.34
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
7.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +15.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -14.5%
% 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.
20261.51.5-4.23.4————————1.9%
20251.50.9-1.30.62.12.80.31.72.11.20.50.313.3%
20240.01.11.9-2.72.71.22.21.81.7-2.22.1-1.87.9%
20235.1-2.82.70.9-1.22.21.6-1.4-3.2-1.86.04.112.4%
2022-2.9-1.9-0.8-5.40.5-4.44.2-3.4-6.12.15.5-2.4-14.5%
2021-0.40.21.12.20.70.81.10.9-2.21.9-0.81.46.9%
20200.2-2.4-6.34.62.71.63.02.1-1.4-1.15.22.310.0%
20193.71.21.71.5-1.63.20.40.50.60.91.01.515.6%
20181.8-2.3-0.1-0.40.5-0.41.40.5-0.2-3.61.1-2.2-3.9%
20171.01.80.41.21.50.21.40.60.60.90.90.711.6%
2016———0.70.40.72.40.10.4-1.6-0.81.13.4%

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 7.0%. The dominant macroeconomic risk driver is VTI.US, accounting for 29.5% of variance. Idiosyncratic stock-specific factors contribute 0.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110073.893088953912
2016-05-0110114.292928542784
2016-06-0110186.440803837984
2016-07-0110435.635034978537
2016-08-0110447.25741530144
2016-09-0110485.020868299493
2016-10-0110315.660878993569
2016-11-0110231.110847059872
2016-12-0110342.581727984314
2017-01-0110442.39309638035
2017-02-0110627.348611998157
2017-03-0110671.38740772647
2017-04-0110797.079923359128
2017-05-0110959.162000386174
2017-06-0110982.740950881518
2017-07-0111132.27234244805
2017-08-0111197.550759724923
2017-09-0111265.799753442156
2017-10-0111370.661101786802
2017-11-0111468.98718196266
2017-12-0111545.628054123901
2018-01-0111748.964011466423
2018-02-0111475.819507775484
2018-03-0111463.67727657552
2018-04-0111422.943247137106
2018-05-0111483.91432857546
2018-06-0111441.21229224531
2018-07-0111604.22267440997
2018-08-0111662.594501463009
2018-09-0111641.094954475915
2018-10-0111219.792950822108
2018-11-0111346.413771592377
2018-12-0111097.256672657328
2019-01-0111510.909441977215
2019-02-0111644.659646204345
2019-03-0111837.4871893891
2019-04-0112017.169931825269
2019-05-0111829.503765205638
2019-06-0112204.836098444903
2019-07-0112254.741782642921
2019-08-0112321.022769468414
2019-09-0112396.735336492044
2019-10-0112511.845173555927
2019-11-0112638.72591976473
2019-12-0112826.169293151335
2020-01-0112851.75338274392
2020-02-0112538.543229313647
2020-03-0111742.688668736168
2020-04-0112283.259316470361
2020-05-0112614.218664131773
2020-06-0112810.202444784409
2020-07-0113196.67443967502
2020-08-0113468.33365514578
2020-09-0113274.280749179377
2020-10-0113122.521425282575
2020-11-0113801.07534867141
2020-12-0114112.02043756591
2021-01-0114053.203024046816
2021-02-0114076.076462637575
2021-03-0114226.350498314197
2021-04-0114534.844861645402
2021-05-0114639.63194557904
2021-06-0114754.259063971362
2021-07-0114911.402557666315
2021-08-0115042.961961768679
2021-09-0114714.082017615518
2021-10-0114995.61839975047
2021-11-0114880.211505042553
2021-12-0115090.30552378689
2022-01-0114645.610230665261
2022-02-0114370.163530233041
2022-03-0114260.623523994831
2022-04-0113492.878042984243
2022-05-0113566.10275223907
2022-06-0112970.205118303207
2022-07-0113518.127942727286
2022-08-0113062.367252365319
2022-09-0112268.18364103554
2022-10-0112523.244760645804
2022-11-0113213.383932152032
2022-12-0112896.906144637365
2023-01-0113551.732588708837
2023-02-0113175.100628276918
2023-03-0113524.588946485066
2023-04-0113648.053529787454
2023-05-0113484.411900129218
2023-06-0113777.607794792579
2023-07-0114000.99514310752
2023-08-0113808.650318594324
2023-09-0113372.384036122208
2023-10-0113125.900455983483
2023-11-0113916.927829845381
2023-12-0114493.739510151943
2024-01-0114500.720364786786
2024-02-0114657.826726276233
2024-03-0114937.172308286421
2024-04-0114534.25074635733
2024-05-0114923.841846510315
2024-06-0115095.838222407056
2024-07-0115420.522227338213
2024-08-0115696.45164644199
2024-09-0115958.23369524856
2024-10-0115599.350929047781
2024-11-0115926.70845277526
2024-12-0115645.023541818287
2025-01-0115875.54027359009
2025-02-0116016.011407013528
2025-03-0115803.503794911403
2025-04-0115892.806749149673
2025-05-0116218.790381273484
2025-06-0116675.14518692352
2025-07-0116727.872918739882
2025-08-0117016.35302330417
2025-09-0117374.196087750828
2025-10-0117589.822805115335
2025-11-0117670.58535208757
2025-12-0117723.201687287416
2026-01-0117983.127125818763
2026-02-0118246.76578490056
2026-03-0117474.824364667966
2026-04-0118068.531198479064
Annual Return Matrix
YearAnnual Return
20170.1163197311638795
2018-0.038834732884576395
20190.15579639828948855
20200.10025215752462957
20210.06932282238033083
2022-0.14535155538713673
20230.1238152272805797
20240.07943319464655363
20250.13283317470979017
20260.019484600879949632
Total Factor Risk
0.06996430152804653
VTI.US Exposure
0.2946811166466279
VEA.US Exposure
0.22133409508063592
VWO.US Exposure
0.038593536296265545
QQQ.US Exposure
0.014228136317460716
VTV.US Exposure
0.0375084690900651
IJR.US Exposure
-0.012160543064448333
QUAL.US Exposure
-0.027087227985181424
SHV.US Exposure
0.10351747676187484
TLT.US Exposure
0.04012931598302074
LQD.US Exposure
0.2538492610393597
HYG.US Exposure
0.002291017235563166
GLD.US Exposure
0.006452829129197044
USO.US Exposure
0.0063217949645809025
VNQ.US Exposure
-0.005434115814210049
BTC-USD.CC Exposure
0.0004994749230383338
CPER.US Exposure
-0.002707613580647769
VIX.INDX Exposure
-0.0008707491373167483
UUP.US Exposure
-0.0006818196111341474
TIP.US Exposure
0.022232125617894425
Idiosyncratic Exposure
0.007303420107354302
Value Score
43.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
34.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
7.0%

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 →2.89%
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
$115
Avg Yield on Cost
1.15%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$115.111.15%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 →
+1.1%
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 →
+3.3%
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 →
1.0% 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 →
0.80
Market sensitivity coefficient

Frequently Asked Questions & Methodology

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

iShares Core Moderate Allocation ETF (AOM.US) has an annualized volatility of 7.0% and experienced a maximum drawdown of 18.7% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, AOM.US has generated a Compound Annual Growth Rate (CAGR) of 6.0%. 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.

Run a Full Backtest on iShares Core Moderate Allocation ETF

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest