IAI vs. MA
Compare and contrast key facts about iShares U.S. Broker-Dealers & Securities Exchanges ETF (IAI) and Mastercard Inc (MA).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IAI or MA.
Key characteristics
| IAI | MA | |
|---|---|---|
| YTD Return | 35.69% | 23.75% |
| 1Y Return | 60.45% | 36.04% |
| 3Y Return (Ann) | 11.03% | 15.77% |
| 5Y Return (Ann) | 19.43% | 14.47% |
| 10Y Return (Ann) | 15.47% | 20.81% |
| Sharpe Ratio | 3.69 | 2.26 |
| Sortino Ratio | 5.07 | 2.96 |
| Omega Ratio | 1.68 | 1.41 |
| Calmar Ratio | 3.49 | 3.00 |
| Martin Ratio | 28.33 | 7.47 |
| Ulcer Index | 2.12% | 4.74% |
| Daily Std Dev | 16.27% | 15.71% |
| Max Drawdown | -75.33% | -62.67% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between IAI and MA is 0.55, 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
IAI vs. MA - Performance Comparison
In the year-to-date period, IAI achieves a 35.69% return, which is significantly higher than MA's 23.75% return. Over the past 10 years, IAI has underperformed MA with an annualized return of 15.47%, while MA has yielded a comparatively higher 20.81% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
IAI vs. MA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Broker-Dealers & Securities Exchanges ETF (IAI) and Mastercard Inc (MA). 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.
Dividends
IAI vs. MA - Dividend Comparison
IAI's dividend yield for the trailing twelve months is around 1.04%, more than MA's 0.50% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF | 1.04% | 1.80% | 2.14% | 1.31% | 1.55% | 1.52% | 1.58% | 1.37% | 1.48% | 1.31% | 1.13% | 1.13% |
MA Mastercard Inc | 0.50% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% | 0.51% | 0.25% |
Drawdowns
IAI vs. MA - Drawdown Comparison
The maximum IAI drawdown since its inception was -75.33%, which is greater than MA's maximum drawdown of -62.67%. Use the drawdown chart below to compare losses from any high point for IAI and MA. For additional features, visit the drawdowns tool.
Volatility
IAI vs. MA - Volatility Comparison
iShares U.S. Broker-Dealers & Securities Exchanges ETF (IAI) has a higher volatility of 8.62% compared to Mastercard Inc (MA) at 5.39%. This indicates that IAI's price experiences larger fluctuations and is considered to be riskier than MA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.