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BLOX vs. IAK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BLOX vs. IAK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nicholas Crypto Income ETF (BLOX) and iShares U.S. Insurance ETF (IAK). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BLOX achieves a -1.70% return, which is significantly lower than IAK's 10.11% return.


BLOX

1D
3.66%
1M
-0.32%
6M
-1.27%
YTD
-1.70%
1Y
-6.15%
3Y*
5Y*
10Y*
ALL TIME*
5.59%

IAK

1D
0.03%
1M
-0.03%
6M
12.56%
YTD
10.11%
1Y
19.67%
3Y*
19.67%
5Y*
15.99%
10Y*
13.18%
ALL TIME*
7.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$4.89M$4.95M$6.25M
$15.27M$20.59M$12.29M

BLOX vs. IAK - Yearly Performance Comparison


2026 (YTD)2025
BLOX
Nicholas Crypto Income ETF
-1.70%8.17%
IAK
iShares U.S. Insurance ETF
10.11%3.64%

Correlation

The correlation between BLOX and IAK is -0.18, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.18

Correlation (All Time)
Calculated using the full available price history since Jun 17, 2025

-0.16

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Return for Risk

BLOX vs. IAK — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BLOX
BLOX Risk / Return Rank: 1111
Overall Rank
BLOX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
BLOX Sortino Ratio Rank: 1313
Sortino Ratio Rank
BLOX Omega Ratio Rank: 1212
Omega Ratio Rank
BLOX Calmar Ratio Rank: 99
Calmar Ratio Rank
BLOX Martin Ratio Rank: 99
Martin Ratio Rank

IAK
IAK Risk / Return Rank: 5454
Overall Rank
IAK Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
IAK Sortino Ratio Rank: 4949
Sortino Ratio Rank
IAK Omega Ratio Rank: 4747
Omega Ratio Rank
IAK Calmar Ratio Rank: 7272
Calmar Ratio Rank
IAK Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BLOX vs. IAK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nicholas Crypto Income ETF (BLOX) and iShares U.S. Insurance ETF (IAK). 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.


BLOXIAKDifference
Sharpe ratioReturn per unit of total volatility

-1.35

Sortino ratioReturn per unit of downside risk

-1.56

Omega ratioGain probability vs. loss probability

1.03

1.22

-0.19

Calmar ratioReturn relative to maximum drawdown

-0.13

2.59

-2.72

Martin ratioReturn relative to average drawdown

-0.24

6.29

-6.54

BLOX vs. IAK - Sharpe Ratio Comparison

The current BLOX Sharpe Ratio is -0.11, which is lower than the IAK Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of BLOX and IAK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BLOX vs. IAK - Drawdown Comparison

The maximum BLOX drawdown since its inception was -47.09%, smaller than the maximum IAK drawdown of -77.38%. Use the drawdown chart below to compare losses from any high point for BLOX and IAK.


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Drawdown Indicators


BLOXIAKDifference

Max Drawdown

Largest peak-to-trough decline

-47.09%

-77.38%

+30.29%

Max Drawdown (1Y)

Largest decline over 1 year

-47.09%

-7.62%

-39.47%

Max Drawdown (3Y)

Largest decline over 3 years

-11.58%

Max Drawdown (5Y)

Largest decline over 5 years

-14.76%

Max Drawdown (10Y)

Largest decline over 10 years

-44.95%

Current Drawdown

Current decline from peak

-32.04%

-3.20%

-28.84%

Average Drawdown

Average peak-to-trough decline

-19.87%

-16.01%

-3.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.62%

3.13%

+22.49%

Volatility

BLOX vs. IAK - Volatility Comparison

Nicholas Crypto Income ETF (BLOX) has a higher volatility of 20.56% compared to iShares U.S. Insurance ETF (IAK) at 6.56%. This indicates that BLOX's price experiences larger fluctuations and is considered to be riskier than IAK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BLOXIAKDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.56%

6.56%

+14.00%

Volatility (6M)

Calculated over the trailing 6-month period

43.37%

12.42%

+30.95%

Volatility (1Y)

Calculated over the trailing 1-year period

56.97%

15.99%

+40.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.14%

18.13%

+37.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

55.14%

20.92%

+34.22%

BLOX vs. IAK - Expense Ratio Comparison

BLOX has a 1.03% expense ratio, which is higher than IAK's 0.38% expense ratio.


Dividends

BLOX vs. IAK - Dividend Comparison

BLOX's dividend yield for the trailing twelve months is around 47.94%, more than IAK's 2.42% yield.


PositionTTM20252024202320222021202020192018201720162015
BLOX
Nicholas Crypto Income ETF
47.94%22.69%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IAK
iShares U.S. Insurance ETF
2.42%1.69%1.49%1.44%1.69%2.26%2.07%1.84%2.33%1.62%1.68%1.62%

Frequently Asked Questions


BLOX and IAK have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BLOX has higher volatility (20.56%) compared to IAK (6.56%). In terms of maximum drawdown, BLOX dropped -47.09% vs IAK's -77.38%.

On 1-year performance, IAK leads with 19.67% vs -6.15% for BLOX. On fees, IAK is cheaper at 0.38% per year. On volatility, IAK has been the lower-risk option at 6.56%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IAK has performed better with a 19.67% return vs -6.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IAK is cheaper with a 0.38% expense ratio, compared with 1.03% for BLOX.

BLOX has the higher dividend yield at 47.94%, compared with 2.42% for IAK.

BLOX is categorized as Cryptocurrency, while IAK is Financials Equities. They also come from different issuers: Nicholas and iShares. Their fees differ too: 1.03% for BLOX and 0.38% for IAK.

IAK currently has the higher Sharpe Ratio (1.24 vs -0.11), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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