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IAI vs. GABF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IAI vs. GABF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Broker-Dealers & Securities Exchanges ETF (IAI) and Gabelli Financial Services Opportunities ETF (GABF). The values are adjusted to include any dividend payments, if applicable.

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IAI vs. GABF - Yearly Performance Comparison


2026 (YTD)2025202420232022
IAI
iShares U.S. Broker-Dealers & Securities Exchanges ETF
-8.08%25.80%34.37%15.27%13.31%
GABF
Gabelli Financial Services Opportunities ETF
-9.92%3.60%44.38%38.92%0.40%

Returns By Period

In the year-to-date period, IAI achieves a -8.08% return, which is significantly higher than GABF's -9.92% return.


IAI

1D
2.83%
1M
-3.40%
YTD
-8.08%
6M
-6.55%
1Y
18.54%
3Y*
23.20%
5Y*
13.70%
10Y*
17.67%

GABF

1D
2.41%
1M
-3.92%
YTD
-9.92%
6M
-12.00%
1Y
-3.40%
3Y*
20.11%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IAI vs. GABF - Expense Ratio Comparison

IAI has a 0.41% expense ratio, which is higher than GABF's 0.10% expense ratio.


Return for Risk

IAI vs. GABF — Risk / Return Rank

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

IAI
IAI Risk / Return Rank: 4545
Overall Rank
IAI Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
IAI Sortino Ratio Rank: 4545
Sortino Ratio Rank
IAI Omega Ratio Rank: 4444
Omega Ratio Rank
IAI Calmar Ratio Rank: 5050
Calmar Ratio Rank
IAI Martin Ratio Rank: 4040
Martin Ratio Rank

GABF
GABF Risk / Return Rank: 99
Overall Rank
GABF Sharpe Ratio Rank: 99
Sharpe Ratio Rank
GABF Sortino Ratio Rank: 99
Sortino Ratio Rank
GABF Omega Ratio Rank: 99
Omega Ratio Rank
GABF Calmar Ratio Rank: 99
Calmar Ratio Rank
GABF Martin Ratio Rank: 99
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IAI vs. GABF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Broker-Dealers & Securities Exchanges ETF (IAI) and Gabelli Financial Services Opportunities ETF (GABF). 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.


IAIGABFDifference

Sharpe ratio

Return per unit of total volatility

0.77

-0.15

+0.92

Sortino ratio

Return per unit of downside risk

1.17

-0.05

+1.23

Omega ratio

Gain probability vs. loss probability

1.16

0.99

+0.17

Calmar ratio

Return relative to maximum drawdown

1.16

-0.18

+1.34

Martin ratio

Return relative to average drawdown

3.55

-0.47

+4.02

IAI vs. GABF - Sharpe Ratio Comparison

The current IAI Sharpe Ratio is 0.77, which is higher than the GABF Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of IAI and GABF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IAIGABFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

-0.15

+0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.86

-0.59

Correlation

The correlation between IAI and GABF is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IAI vs. GABF - Dividend Comparison

IAI's dividend yield for the trailing twelve months is around 1.18%, less than GABF's 2.18% yield.


TTM20252024202320222021202020192018201720162015
IAI
iShares U.S. Broker-Dealers & Securities Exchanges ETF
1.18%0.95%1.05%1.80%2.14%1.31%1.55%1.52%1.58%1.37%1.49%1.31%
GABF
Gabelli Financial Services Opportunities ETF
2.18%1.96%4.19%4.95%1.31%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IAI vs. GABF - Drawdown Comparison

The maximum IAI drawdown since its inception was -75.46%, which is greater than GABF's maximum drawdown of -20.86%. Use the drawdown chart below to compare losses from any high point for IAI and GABF.


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Drawdown Indicators


IAIGABFDifference

Max Drawdown

Largest peak-to-trough decline

-75.46%

-20.86%

-54.60%

Max Drawdown (1Y)

Largest decline over 1 year

-16.52%

-17.16%

+0.64%

Max Drawdown (5Y)

Largest decline over 5 years

-28.84%

Max Drawdown (10Y)

Largest decline over 10 years

-40.38%

Current Drawdown

Current decline from peak

-13.40%

-14.35%

+0.95%

Average Drawdown

Average peak-to-trough decline

-22.80%

-4.63%

-18.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.39%

6.43%

-1.04%

Volatility

IAI vs. GABF - Volatility Comparison

iShares U.S. Broker-Dealers & Securities Exchanges ETF (IAI) has a higher volatility of 6.11% compared to Gabelli Financial Services Opportunities ETF (GABF) at 5.73%. This indicates that IAI's price experiences larger fluctuations and is considered to be riskier than GABF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IAIGABFDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.11%

5.73%

+0.38%

Volatility (6M)

Calculated over the trailing 6-month period

15.26%

13.63%

+1.63%

Volatility (1Y)

Calculated over the trailing 1-year period

24.14%

22.80%

+1.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.39%

20.70%

+0.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.91%

20.70%

+2.21%