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IAK vs. KIE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IAK and KIE is 0.74, 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: 0.7

Performance

IAK vs. KIE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Insurance ETF (IAK) and SPDR S&P Insurance ETF (KIE). The values are adjusted to include any dividend payments, if applicable.

250.00%300.00%350.00%400.00%NovemberDecember2025FebruaryMarchApril
260.62%
345.83%
IAK
KIE

Key characteristics

Sharpe Ratio

IAK:

0.80

KIE:

0.79

Sortino Ratio

IAK:

1.18

KIE:

1.18

Omega Ratio

IAK:

1.16

KIE:

1.16

Calmar Ratio

IAK:

1.37

KIE:

1.23

Martin Ratio

IAK:

3.73

KIE:

3.47

Ulcer Index

IAK:

4.24%

KIE:

4.49%

Daily Std Dev

IAK:

19.79%

KIE:

19.66%

Max Drawdown

IAK:

-77.38%

KIE:

-75.30%

Current Drawdown

IAK:

-6.48%

KIE:

-7.90%

Returns By Period

In the year-to-date period, IAK achieves a 2.97% return, which is significantly higher than KIE's 0.55% return. Both investments have delivered pretty close results over the past 10 years, with IAK having a 12.25% annualized return and KIE not far behind at 11.64%.


IAK

YTD

2.97%

1M

-5.11%

6M

2.43%

1Y

17.03%

5Y*

23.29%

10Y*

12.25%

KIE

YTD

0.55%

1M

-6.53%

6M

1.24%

1Y

16.64%

5Y*

20.01%

10Y*

11.64%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IAK vs. KIE - Expense Ratio Comparison

IAK has a 0.43% expense ratio, which is higher than KIE's 0.35% expense ratio.


Expense ratio chart for IAK: current value is 0.43%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IAK: 0.43%
Expense ratio chart for KIE: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
KIE: 0.35%

Risk-Adjusted Performance

IAK vs. KIE — Risk-Adjusted Performance Rank

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

IAK
The Risk-Adjusted Performance Rank of IAK is 7777
Overall Rank
The Sharpe Ratio Rank of IAK is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of IAK is 7272
Sortino Ratio Rank
The Omega Ratio Rank of IAK is 7272
Omega Ratio Rank
The Calmar Ratio Rank of IAK is 8888
Calmar Ratio Rank
The Martin Ratio Rank of IAK is 7878
Martin Ratio Rank

KIE
The Risk-Adjusted Performance Rank of KIE is 7676
Overall Rank
The Sharpe Ratio Rank of KIE is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of KIE is 7272
Sortino Ratio Rank
The Omega Ratio Rank of KIE is 7272
Omega Ratio Rank
The Calmar Ratio Rank of KIE is 8686
Calmar Ratio Rank
The Martin Ratio Rank of KIE is 7777
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.

IAK vs. KIE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Insurance ETF (IAK) and SPDR S&P Insurance ETF (KIE). 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 IAK, currently valued at 0.80, compared to the broader market-1.000.001.002.003.004.00
IAK: 0.80
KIE: 0.79
The chart of Sortino ratio for IAK, currently valued at 1.18, compared to the broader market-2.000.002.004.006.008.00
IAK: 1.18
KIE: 1.18
The chart of Omega ratio for IAK, currently valued at 1.16, compared to the broader market0.501.001.502.002.50
IAK: 1.16
KIE: 1.16
The chart of Calmar ratio for IAK, currently valued at 1.37, compared to the broader market0.002.004.006.008.0010.0012.00
IAK: 1.37
KIE: 1.23
The chart of Martin ratio for IAK, currently valued at 3.73, compared to the broader market0.0020.0040.0060.00
IAK: 3.73
KIE: 3.47

The current IAK Sharpe Ratio is 0.80, which is comparable to the KIE Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of IAK and KIE, 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 Ratio0.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.80
0.79
IAK
KIE

Dividends

IAK vs. KIE - Dividend Comparison

IAK's dividend yield for the trailing twelve months is around 1.74%, more than KIE's 1.66% yield.


TTM20242023202220212020201920182017201620152014
IAK
iShares U.S. Insurance ETF
1.74%1.49%1.44%1.69%2.26%2.07%1.84%2.33%1.62%1.68%1.62%1.57%
KIE
SPDR S&P Insurance ETF
1.66%1.48%1.45%1.90%1.95%1.85%1.76%1.83%1.56%1.55%1.65%1.81%

Drawdowns

IAK vs. KIE - Drawdown Comparison

The maximum IAK drawdown since its inception was -77.38%, roughly equal to the maximum KIE drawdown of -75.30%. Use the drawdown chart below to compare losses from any high point for IAK and KIE. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.48%
-7.90%
IAK
KIE

Volatility

IAK vs. KIE - Volatility Comparison

iShares U.S. Insurance ETF (IAK) and SPDR S&P Insurance ETF (KIE) have volatilities of 12.17% and 12.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
12.17%
12.26%
IAK
KIE