Hey Samuel,
That is an intelligent question with a complicated answer! :)
Yep, you are right. The more assets you trade, the lower drawdown you will achieve.
But I really can’t say something super smart about it as a solution. It depends on so many different things. Especially when there is a war going on and the markets are unpredictable.
One of the solutions to lower the drawdown is to decrease the trading size of the EAs. Of course, this way, you will reduce your chances of profits, but I guess it depends on how risky the type of trader you are.