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IAI vs. TRUF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IAI vs. TRUF - 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 VanEck Financials TruSector ETF (TRUF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


IAI

1D
0.11%
1M
2.67%
6M
1.34%
YTD
5.93%
1Y
11.50%
3Y*
28.34%
5Y*
15.12%
10Y*
19.17%

TRUF

1D
0.61%
1M
5.40%
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IAI vs. TRUF - Yearly Performance Comparison


Correlation

The correlation between IAI and TRUF is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Apr 2, 2026

0.75

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Return for Risk

IAI vs. TRUF — Risk / Return Rank

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

IAI
IAI Risk / Return Rank: 2020
Overall Rank
IAI Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
IAI Sortino Ratio Rank: 2020
Sortino Ratio Rank
IAI Omega Ratio Rank: 1919
Omega Ratio Rank
IAI Calmar Ratio Rank: 2020
Calmar Ratio Rank
IAI Martin Ratio Rank: 2121
Martin Ratio Rank

TRUF

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. TRUF - 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 VanEck Financials TruSector ETF (TRUF). 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.


IAITRUFDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.11

Calmar ratioReturn relative to maximum drawdown

0.70

Martin ratioReturn relative to average drawdown

1.96

IAI vs. TRUF - Sharpe Ratio Comparison


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Drawdowns

IAI vs. TRUF - Drawdown Comparison

The maximum IAI drawdown since its inception was -75.46%, which is greater than TRUF's maximum drawdown of -3.24%. Use the drawdown chart below to compare losses from any high point for IAI and TRUF.


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Drawdown Indicators


IAITRUFDifference

Max Drawdown

Largest peak-to-trough decline

-75.46%

-3.24%

-72.22%

Max Drawdown (1Y)

Largest decline over 1 year

-16.52%

Max Drawdown (3Y)

Largest decline over 3 years

-23.14%

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

-0.32%

-0.15%

-0.17%

Average Drawdown

Average peak-to-trough decline

-22.56%

-1.12%

-21.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.88%

Volatility

IAI vs. TRUF - Volatility Comparison


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Volatility by Period


IAITRUFDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.63%

Volatility (6M)

Calculated over the trailing 6-month period

15.77%

Volatility (1Y)

Calculated over the trailing 1-year period

19.86%

13.94%

+5.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.48%

13.94%

+7.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.71%

13.94%

+8.77%

IAI vs. TRUF - Expense Ratio Comparison

IAI has a 0.38% expense ratio, which is higher than TRUF's 0.10% expense ratio.


Dividends

IAI vs. TRUF - Dividend Comparison

IAI's dividend yield for the trailing twelve months is around 1.09%, more than TRUF's 0.36% yield.


PositionTTM20252024202320222021202020192018201720162015
IAI
iShares U.S. Broker-Dealers & Securities Exchanges ETF
1.09%0.95%1.05%1.80%2.14%1.31%1.55%1.52%1.58%1.37%1.49%1.31%
TRUF
VanEck Financials TruSector ETF
0.36%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IAI and TRUF have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TRUF is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TRUF is cheaper with a 0.10% expense ratio, compared with 0.38% for IAI.

IAI has the higher dividend yield at 1.09%, compared with 0.36% for TRUF.

They also come from different issuers: iShares and VanEck. Their fees differ too: 0.38% for IAI and 0.10% for TRUF.

Portfolio Optimizer

Find the right allocation for IAI and TRUF

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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