AKRE vs. IAI
AKRE (Akre Focus ETF) and IAI (iShares U.S. Broker-Dealers & Securities Exchanges ETF) are both exchange-traded funds - AKRE is a Large Cap Growth Equities fund actively managed by Akre Capital, while IAI is a Financials Equities fund tracking the Dow Jones U.S. Select Investment Services Index. AKRE is actively managed, while IAI is passively managed. A 0.61 correlation means they provide meaningful diversification when combined. AKRE charges 0.98%/yr vs 0.38%/yr for IAI.
Performance
AKRE vs. IAI - Performance Comparison
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Returns By Period
In the year-to-date period, AKRE achieves a -20.09% return, which is significantly lower than IAI's 4.80% return.
AKRE
- 1D
- -1.51%
- 1M
- -3.79%
- YTD
- -20.09%
- 6M
- -20.60%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IAI
- 1D
- 0.32%
- 1M
- 4.05%
- YTD
- 4.80%
- 6M
- 2.83%
- 1Y
- 18.98%
- 3Y*
- 30.15%
- 5Y*
- 15.34%
- 10Y*
- 19.89%
AKRE vs. IAI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
AKRE Akre Focus ETF | -20.09% | -3.06% |
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF | 4.80% | 2.35% |
Correlation
The correlation between AKRE and IAI is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 27, 2025 | 0.61 |
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Return for Risk
AKRE vs. IAI — Risk / Return Rank
AKRE
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IAI
AKRE vs. IAI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Akre Focus ETF (AKRE) and iShares U.S. Broker-Dealers & Securities Exchanges ETF (IAI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AKRE | IAI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.17 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.15 | — |
| Martin ratioReturn relative to average drawdown | — | 3.28 | — |
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Drawdowns
AKRE vs. IAI - Drawdown Comparison
The maximum AKRE drawdown since its inception was -24.18%, smaller than the maximum IAI drawdown of -75.46%. Use the drawdown chart below to compare losses from any high point for AKRE and IAI.
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Drawdown Indicators
| AKRE | IAI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.18% | -75.46% | +51.28% |
Max Drawdown (1Y)Largest decline over 1 year | — | -16.52% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.14% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -28.84% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.38% | — |
Current DrawdownCurrent decline from peak | -22.67% | -1.27% | -21.40% |
Average DrawdownAverage peak-to-trough decline | -13.43% | -22.61% | +9.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 5.80% | — |
Volatility
AKRE vs. IAI - Volatility Comparison
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Volatility by Period
| AKRE | IAI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 5.58% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 15.38% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 20.64% | 19.32% | +1.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.64% | 21.42% | -0.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.64% | 22.85% | -2.21% |
AKRE vs. IAI - Expense Ratio Comparison
AKRE has a 0.98% expense ratio, which is higher than IAI's 0.38% expense ratio.
Dividends
AKRE vs. IAI - Dividend Comparison
AKRE has not paid dividends to shareholders, while IAI's dividend yield for the trailing twelve months is around 1.10%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AKRE Akre Focus ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF | 1.10% | 0.95% | 1.05% | 1.80% | 2.14% | 1.31% | 1.55% | 1.52% | 1.58% | 1.37% | 1.49% | 1.31% |
Frequently Asked Questions
AKRE and IAI have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IAI is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IAI is cheaper with a 0.38% expense ratio, compared with 0.98% for AKRE.
IAI has the higher dividend yield at 1.10%, compared with 0.00% for AKRE.
AKRE is categorized as Large Cap Growth Equities, while IAI is Financials Equities. They also come from different issuers: Akre Capital and iShares. Their fees differ too: 0.98% for AKRE and 0.38% for IAI.
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