IAK vs. USD=X
IAK (iShares U.S. Insurance ETF) is Financials Equities fund tracking the Dow Jones U.S. Select Insurance Index, while USD=X (USD Cash) is a currency. Over the past 10 years, IAK returned 12.67%/yr vs 0.00%/yr for USD=X.
Performance
IAK vs. USD=X - Performance Comparison
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Returns By Period
IAK
- 1D
- 0.68%
- 1M
- 2.70%
- YTD
- 1.11%
- 6M
- 0.88%
- 1Y
- 5.16%
- 3Y*
- 18.27%
- 5Y*
- 13.37%
- 10Y*
- 12.67%
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
IAK vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IAK iShares U.S. Insurance ETF | 1.11% | 9.50% | 28.25% | 11.28% | 11.33% | 26.84% | -2.86% | 25.94% | -11.48% | 14.18% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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Return for Risk
IAK vs. USD=X — Risk / Return Rank
IAK
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IAK vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Insurance ETF (IAK) and USD Cash (USD=X). 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 | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.06 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.57 | — | — |
| Martin ratioReturn relative to average drawdown | 1.27 | — | — |
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Drawdowns
IAK vs. USD=X - Drawdown Comparison
The maximum IAK drawdown since its inception was -77.38%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for IAK and USD=X.
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Drawdown Indicators
| IAK | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.38% | 0.00% | -77.38% |
Max Drawdown (1Y)Largest decline over 1 year | -7.62% | 0.00% | -7.62% |
Max Drawdown (3Y)Largest decline over 3 years | -11.58% | 0.00% | -11.58% |
Max Drawdown (5Y)Largest decline over 5 years | -14.76% | 0.00% | -14.76% |
Max Drawdown (10Y)Largest decline over 10 years | -44.95% | 0.00% | -44.95% |
Current DrawdownCurrent decline from peak | -0.23% | 0.00% | -0.23% |
Average DrawdownAverage peak-to-trough decline | -16.11% | 0.00% | -16.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.41% | 0.00% | +3.41% |
Volatility
IAK vs. USD=X - Volatility Comparison
iShares U.S. Insurance ETF (IAK) has a higher volatility of 5.49% compared to USD Cash (USD=X) at 0.00%. This indicates that IAK's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IAK | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.49% | 0.00% | +5.49% |
Volatility (6M)Calculated over the trailing 6-month period | 10.75% | 0.00% | +10.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.10% | 0.00% | +15.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.14% | 0.00% | +18.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.92% | 0.00% | +20.92% |
Frequently Asked Questions
IAK has higher volatility (5.49%) compared to USD=X (0.00%). In terms of maximum drawdown, IAK dropped -77.38% vs USD=X's 0.00%.
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