IAI vs. GS
Compare and contrast key facts about iShares U.S. Broker-Dealers & Securities Exchanges ETF (IAI) and The Goldman Sachs Group, Inc. (GS).
IAI is a passively managed fund by iShares that tracks the performance of the DJ US Select / Investment Services. It was launched on May 1, 2006.
Performance
IAI vs. GS - Performance Comparison
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IAI vs. GS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF | -8.08% | 25.80% | 34.37% | 15.27% | -10.87% | 40.48% | 18.61% | 24.26% | -9.47% | 28.86% |
GS The Goldman Sachs Group, Inc. | -3.25% | 56.64% | 52.03% | 15.91% | -7.87% | 47.61% | 17.45% | 40.48% | -33.53% | 7.73% |
Returns By Period
In the year-to-date period, IAI achieves a -8.08% return, which is significantly lower than GS's -3.25% return. Over the past 10 years, IAI has underperformed GS with an annualized return of 17.67%, while GS has yielded a comparatively higher 20.59% annualized 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%
GS
- 1D
- 4.75%
- 1M
- -1.06%
- YTD
- -3.25%
- 6M
- 7.32%
- 1Y
- 58.07%
- 3Y*
- 40.67%
- 5Y*
- 23.83%
- 10Y*
- 20.59%
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Return for Risk
IAI vs. GS — Risk / Return Rank
IAI
GS
IAI vs. GS - 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 The Goldman Sachs Group, Inc. (GS). 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.
| IAI | GS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 1.82 | -1.05 |
Sortino ratioReturn per unit of downside risk | 1.17 | 2.35 | -1.17 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.33 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.16 | 3.04 | -1.88 |
Martin ratioReturn relative to average drawdown | 3.55 | 9.70 | -6.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IAI | GS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 1.82 | -1.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.87 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.70 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.31 | -0.05 |
Correlation
The correlation between IAI and GS is 0.82, 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. GS - Dividend Comparison
IAI's dividend yield for the trailing twelve months is around 1.18%, less than GS's 1.83% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
GS The Goldman Sachs Group, Inc. | 1.83% | 1.59% | 2.01% | 2.72% | 2.62% | 1.70% | 1.90% | 1.80% | 1.89% | 1.14% | 1.09% | 1.41% |
Drawdowns
IAI vs. GS - Drawdown Comparison
The maximum IAI drawdown since its inception was -75.46%, roughly equal to the maximum GS drawdown of -78.84%. Use the drawdown chart below to compare losses from any high point for IAI and GS.
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Drawdown Indicators
| IAI | GS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.46% | -78.84% | +3.38% |
Max Drawdown (1Y)Largest decline over 1 year | -16.52% | -19.42% | +2.90% |
Max Drawdown (5Y)Largest decline over 5 years | -28.84% | -32.84% | +4.00% |
Max Drawdown (10Y)Largest decline over 10 years | -40.38% | -48.75% | +8.37% |
Current DrawdownCurrent decline from peak | -13.40% | -12.85% | -0.55% |
Average DrawdownAverage peak-to-trough decline | -22.80% | -22.75% | -0.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.39% | 6.08% | -0.69% |
Volatility
IAI vs. GS - Volatility Comparison
The current volatility for iShares U.S. Broker-Dealers & Securities Exchanges ETF (IAI) is 6.11%, while The Goldman Sachs Group, Inc. (GS) has a volatility of 9.44%. This indicates that IAI experiences smaller price fluctuations and is considered to be less risky than GS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IAI | GS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.11% | 9.44% | -3.33% |
Volatility (6M)Calculated over the trailing 6-month period | 15.26% | 21.70% | -6.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.14% | 32.11% | -7.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.39% | 27.68% | -6.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.91% | 29.71% | -6.80% |