IAK vs. TRUF
IAK (iShares U.S. Insurance ETF) and TRUF (VanEck Financials TruSector ETF) are both Financials Equities funds. IAK is passively managed, while TRUF is actively managed. Their 0.52 correlation means they have sometimes moved together and sometimes differently. IAK charges 0.38%/yr vs 0.10%/yr for TRUF.
Performance
IAK vs. TRUF - Performance Comparison
Loading charts...
Returns By Period
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%
TRUF
- 1D
- 0.66%
- 1M
- 3.20%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $15.27M | $20.59M | $12.29M | |
| $21.67K | $19.26K | $11.60K |
IAK vs. TRUF - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
IAK iShares U.S. Insurance ETF | 15.70% |
TRUF VanEck Financials TruSector ETF | 17.36% |
Correlation
The correlation between IAK and TRUF is 0.52, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Apr 2, 2026 | 0.52 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IAK vs. TRUF — Risk / Return Rank
IAK
TRUF
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IAK vs. TRUF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Insurance ETF (IAK) 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.
| IAK | TRUF | Difference | |
|---|---|---|---|
| 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 | — | — |
Loading charts...
Drawdowns
IAK vs. TRUF - Drawdown Comparison
The maximum IAK drawdown since its inception was -77.38%, which is greater than TRUF's maximum drawdown of -3.24%. Use the drawdown chart below to compare losses from any high point for IAK and TRUF.
Loading charts...
Drawdown Indicators
| IAK | TRUF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.38% | -3.24% | -74.14% |
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 DrawdownCurrent decline from peak | -3.20% | -0.39% | -2.81% |
Average DrawdownAverage peak-to-trough decline | -16.01% | -1.04% | -14.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | — | — |
Volatility
IAK vs. TRUF - Volatility Comparison
Loading charts...
Volatility by Period
| IAK | TRUF | Difference | |
|---|---|---|---|
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% | 13.48% | +2.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.13% | 13.48% | +4.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.92% | 13.48% | +7.44% |
IAK vs. TRUF - Expense Ratio Comparison
IAK has a 0.38% expense ratio, which is higher than TRUF's 0.10% expense ratio.
Dividends
IAK vs. TRUF - Dividend Comparison
IAK's dividend yield for the trailing twelve months is around 2.42%, more than TRUF's 0.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TRUF VanEck Financials TruSector ETF | 0.35% | 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
IAK and TRUF have a correlation of 0.52, 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 IAK.
IAK has the higher dividend yield at 2.42%, compared with 0.35% for TRUF.
They also come from different issuers: iShares and VanEck. Their fees differ too: 0.38% for IAK and 0.10% for TRUF.
Find the right allocation for IAK 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.
Open Portfolio Optimizer