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IAI vs. XLF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IAI and XLF is 0.80, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

IAI vs. XLF - 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 Financial Select Sector SPDR Fund (XLF). The values are adjusted to include any dividend payments, if applicable.

200.00%220.00%240.00%260.00%280.00%300.00%320.00%NovemberDecember2025FebruaryMarchApril
262.42%
228.67%
IAI
XLF

Key characteristics

Sharpe Ratio

IAI:

1.00

XLF:

0.92

Sortino Ratio

IAI:

1.49

XLF:

1.37

Omega Ratio

IAI:

1.22

XLF:

1.20

Calmar Ratio

IAI:

1.05

XLF:

1.20

Martin Ratio

IAI:

4.02

XLF:

4.72

Ulcer Index

IAI:

6.04%

XLF:

3.94%

Daily Std Dev

IAI:

24.46%

XLF:

20.15%

Max Drawdown

IAI:

-75.33%

XLF:

-82.43%

Current Drawdown

IAI:

-12.53%

XLF:

-7.66%

Returns By Period

In the year-to-date period, IAI achieves a -3.30% return, which is significantly lower than XLF's -0.28% return. Both investments have delivered pretty close results over the past 10 years, with IAI having a 14.34% annualized return and XLF not far behind at 13.87%.


IAI

YTD

-3.30%

1M

-2.39%

6M

3.84%

1Y

24.39%

5Y*

21.38%

10Y*

14.34%

XLF

YTD

-0.28%

1M

-4.30%

6M

3.80%

1Y

19.47%

5Y*

18.65%

10Y*

13.87%

*Annualized

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IAI vs. XLF - Expense Ratio Comparison

IAI has a 0.41% expense ratio, which is higher than XLF's 0.13% expense ratio.


Expense ratio chart for IAI: current value is 0.41%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IAI: 0.41%
Expense ratio chart for XLF: current value is 0.13%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XLF: 0.13%

Risk-Adjusted Performance

IAI vs. XLF — Risk-Adjusted Performance Rank

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

IAI
The Risk-Adjusted Performance Rank of IAI is 8282
Overall Rank
The Sharpe Ratio Rank of IAI is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of IAI is 8181
Sortino Ratio Rank
The Omega Ratio Rank of IAI is 8383
Omega Ratio Rank
The Calmar Ratio Rank of IAI is 8484
Calmar Ratio Rank
The Martin Ratio Rank of IAI is 8181
Martin Ratio Rank

XLF
The Risk-Adjusted Performance Rank of XLF is 8181
Overall Rank
The Sharpe Ratio Rank of XLF is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of XLF is 7878
Sortino Ratio Rank
The Omega Ratio Rank of XLF is 8080
Omega Ratio Rank
The Calmar Ratio Rank of XLF is 8686
Calmar Ratio Rank
The Martin Ratio Rank of XLF 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.

IAI vs. XLF - 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 Financial Select Sector SPDR Fund (XLF). 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 chart of Sharpe ratio for IAI, currently valued at 1.00, compared to the broader market-1.000.001.002.003.004.00
IAI: 1.00
XLF: 0.92
The chart of Sortino ratio for IAI, currently valued at 1.49, compared to the broader market-2.000.002.004.006.008.00
IAI: 1.49
XLF: 1.37
The chart of Omega ratio for IAI, currently valued at 1.22, compared to the broader market0.501.001.502.00
IAI: 1.22
XLF: 1.20
The chart of Calmar ratio for IAI, currently valued at 1.05, compared to the broader market0.002.004.006.008.0010.0012.00
IAI: 1.05
XLF: 1.20
The chart of Martin ratio for IAI, currently valued at 4.02, compared to the broader market0.0020.0040.0060.00
IAI: 4.02
XLF: 4.72

The current IAI Sharpe Ratio is 1.00, which is comparable to the XLF Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of IAI and XLF, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.00
0.92
IAI
XLF

Dividends

IAI vs. XLF - Dividend Comparison

IAI's dividend yield for the trailing twelve months is around 1.17%, less than XLF's 1.48% yield.


TTM20242023202220212020201920182017201620152014
IAI
iShares U.S. Broker-Dealers & Securities Exchanges ETF
1.17%1.05%1.80%2.14%1.31%1.55%1.52%1.58%1.37%1.48%1.31%1.13%
XLF
Financial Select Sector SPDR Fund
1.48%1.42%1.71%2.04%1.63%2.03%1.86%2.09%1.48%1.63%2.40%1.98%

Drawdowns

IAI vs. XLF - Drawdown Comparison

The maximum IAI drawdown since its inception was -75.33%, smaller than the maximum XLF drawdown of -82.43%. Use the drawdown chart below to compare losses from any high point for IAI and XLF. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.53%
-7.66%
IAI
XLF

Volatility

IAI vs. XLF - Volatility Comparison

iShares U.S. Broker-Dealers & Securities Exchanges ETF (IAI) has a higher volatility of 15.97% compared to Financial Select Sector SPDR Fund (XLF) at 13.51%. This indicates that IAI's price experiences larger fluctuations and is considered to be riskier than XLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
15.97%
13.51%
IAI
XLF