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GXG vs. IAK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GXG and IAK is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

GXG vs. IAK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X MSCI Colombia ETF (GXG) and iShares U.S. Insurance ETF (IAK). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%December2025FebruaryMarchAprilMay
56.21%
815.59%
GXG
IAK

Key characteristics

Sharpe Ratio

GXG:

0.64

IAK:

1.05

Sortino Ratio

GXG:

1.00

IAK:

1.49

Omega Ratio

GXG:

1.13

IAK:

1.21

Calmar Ratio

GXG:

0.22

IAK:

1.81

Martin Ratio

GXG:

1.32

IAK:

4.87

Ulcer Index

GXG:

10.35%

IAK:

4.30%

Daily Std Dev

GXG:

21.47%

IAK:

19.92%

Max Drawdown

GXG:

-78.88%

IAK:

-77.38%

Current Drawdown

GXG:

-51.20%

IAK:

-3.11%

Returns By Period

In the year-to-date period, GXG achieves a 21.40% return, which is significantly higher than IAK's 6.68% return. Over the past 10 years, GXG has underperformed IAK with an annualized return of -1.82%, while IAK has yielded a comparatively higher 12.53% annualized return.


GXG

YTD

21.40%

1M

4.97%

6M

25.58%

1Y

11.54%

5Y*

11.20%

10Y*

-1.82%

IAK

YTD

6.68%

1M

7.05%

6M

7.64%

1Y

18.55%

5Y*

24.38%

10Y*

12.53%

*Annualized

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GXG vs. IAK - Expense Ratio Comparison

GXG has a 0.62% expense ratio, which is higher than IAK's 0.43% expense ratio.


Risk-Adjusted Performance

GXG vs. IAK — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GXG
The Risk-Adjusted Performance Rank of GXG is 5151
Overall Rank
The Sharpe Ratio Rank of GXG is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of GXG is 6060
Sortino Ratio Rank
The Omega Ratio Rank of GXG is 5656
Omega Ratio Rank
The Calmar Ratio Rank of GXG is 3535
Calmar Ratio Rank
The Martin Ratio Rank of GXG is 4343
Martin Ratio Rank

IAK
The Risk-Adjusted Performance Rank of IAK is 8282
Overall Rank
The Sharpe Ratio Rank of IAK is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of IAK is 7878
Sortino Ratio Rank
The Omega Ratio Rank of IAK is 7979
Omega Ratio Rank
The Calmar Ratio Rank of IAK is 9191
Calmar Ratio Rank
The Martin Ratio Rank of IAK is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GXG vs. IAK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X MSCI Colombia ETF (GXG) 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.


The current GXG Sharpe Ratio is 0.64, which is lower than the IAK Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of GXG and IAK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00December2025FebruaryMarchAprilMay
0.64
1.05
GXG
IAK

Dividends

GXG vs. IAK - Dividend Comparison

GXG's dividend yield for the trailing twelve months is around 5.01%, more than IAK's 1.68% yield.


TTM20242023202220212020201920182017201620152014
GXG
Global X MSCI Colombia ETF
5.01%6.08%7.00%12.55%2.32%3.23%3.04%3.03%1.83%1.48%1.58%3.20%
IAK
iShares U.S. Insurance ETF
1.68%1.49%1.44%1.69%2.26%2.07%1.84%2.33%1.62%1.68%1.62%1.57%

Drawdowns

GXG vs. IAK - Drawdown Comparison

The maximum GXG drawdown since its inception was -78.88%, roughly equal to the maximum IAK drawdown of -77.38%. Use the drawdown chart below to compare losses from any high point for GXG and IAK. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-51.20%
-3.11%
GXG
IAK

Volatility

GXG vs. IAK - Volatility Comparison

Global X MSCI Colombia ETF (GXG) has a higher volatility of 11.09% compared to iShares U.S. Insurance ETF (IAK) at 8.69%. This indicates that GXG'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.


4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
11.09%
8.69%
GXG
IAK