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IAK vs. PBEU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IAK vs. PBEU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Insurance ETF (IAK) and Portfolio Building Block European Banks Index ETF (PBEU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IAK achieves a 10.11% return, which is significantly lower than PBEU's 23.70% return.


IAK

1D
0.03%
1M
-0.03%
6M
12.56%
YTD
10.11%
1Y
19.67%
3Y*
19.67%
5Y*
15.99%
10Y*
13.18%
ALL TIME*
7.39%

PBEU

1D
1.56%
1M
7.27%
6M
13.44%
YTD
23.70%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$15.27M$20.59M$12.29M
$1.75M$1.59M$5.53M

IAK vs. PBEU - Yearly Performance Comparison


Correlation

The correlation between IAK and PBEU is 0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 25, 2025

0.02

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Return for Risk

IAK vs. PBEU — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IAK
IAK Risk / Return Rank: 5454
Overall Rank
IAK Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
IAK Sortino Ratio Rank: 4949
Sortino Ratio Rank
IAK Omega Ratio Rank: 4747
Omega Ratio Rank
IAK Calmar Ratio Rank: 7272
Calmar Ratio Rank
IAK Martin Ratio Rank: 5252
Martin Ratio Rank

PBEU

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

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IAK vs. PBEU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Insurance ETF (IAK) and Portfolio Building Block European Banks Index ETF (PBEU). 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.


IAKPBEUDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.22

Calmar ratioReturn relative to maximum drawdown

2.59

Martin ratioReturn relative to average drawdown

6.29

IAK vs. PBEU - Sharpe Ratio Comparison


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Drawdowns

IAK vs. PBEU - Drawdown Comparison

The maximum IAK drawdown since its inception was -77.38%, which is greater than PBEU's maximum drawdown of -17.26%. Use the drawdown chart below to compare losses from any high point for IAK and PBEU.


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Drawdown Indicators


IAKPBEUDifference

Max Drawdown

Largest peak-to-trough decline

-77.38%

-17.26%

-60.12%

Max Drawdown (1Y)

Largest decline over 1 year

-7.62%

Max Drawdown (3Y)

Largest decline over 3 years

-11.58%

Max Drawdown (5Y)

Largest decline over 5 years

-14.76%

Max Drawdown (10Y)

Largest decline over 10 years

-44.95%

Current Drawdown

Current decline from peak

-3.20%

0.00%

-3.20%

Average Drawdown

Average peak-to-trough decline

-16.01%

-3.52%

-12.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

Volatility

IAK vs. PBEU - Volatility Comparison


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Volatility by Period


IAKPBEUDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.56%

Volatility (6M)

Calculated over the trailing 6-month period

12.42%

Volatility (1Y)

Calculated over the trailing 1-year period

15.99%

27.31%

-11.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.13%

27.31%

-9.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.92%

27.31%

-6.39%

IAK vs. PBEU - Expense Ratio Comparison

IAK has a 0.38% expense ratio, which is higher than PBEU's 0.13% expense ratio.


Dividends

IAK vs. PBEU - Dividend Comparison

IAK's dividend yield for the trailing twelve months is around 2.42%, more than PBEU's 0.01% yield.


PositionTTM20252024202320222021202020192018201720162015
IAK
iShares U.S. Insurance ETF
2.42%1.69%1.49%1.44%1.69%2.26%2.07%1.84%2.33%1.62%1.68%1.62%
PBEU
Portfolio Building Block European Banks Index ETF
0.01%0.01%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IAK and PBEU have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PBEU is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PBEU is cheaper with a 0.13% expense ratio, compared with 0.38% for IAK.

IAK has the higher dividend yield at 2.42%, compared with 0.01% for PBEU.

IAK tracks Dow Jones U.S. Select Insurance Index, while PBEU tracks BITA European Banks Index. They also come from different issuers: iShares and Portfolio Building Block. Their fees differ too: 0.38% for IAK and 0.13% for PBEU.

Portfolio Optimizer

Find the right allocation for IAK and PBEU

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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