IAK vs. WEGZY

Last updated Apr 2, 2026

Compare and contrast key facts about iShares U.S. Insurance ETF (IAK) and WEG SA ADR (WEGZY).

IAK is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Select Insurance Index. It was launched on May 5, 2006.

Performance

IAK vs. WEGZY - Performance Comparison

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

IAK vs. WEGZY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IAK iShares U.S. Insurance ETF	-4.83%	9.50%	28.25%	11.28%	11.33%	26.84%	-2.86%	25.94%	-11.48%	14.18%
WEGZY WEG SA ADR	8.41%	0.76%	23.23%	7.90%	26.59%	-19.95%	63.94%	117.38%	-23.15%	71.26%

Returns By Period

In the year-to-date period, IAK achieves a -4.83% return, which is significantly lower than WEGZY's 8.41% return. Over the past 10 years, IAK has underperformed WEGZY with an annualized return of 11.95%, while WEGZY has yielded a comparatively higher 23.65% annualized return.

IAK

• 1D: -0.53%
• 1M: -5.81%
• YTD: -4.83%
• 6M: -2.33%
• 1Y: -5.25%
• 3Y*: 16.53%
• 5Y*: 13.42%
• 10Y*: 11.95%

WEGZY

• 1D: -0.31%
• 1M: 5.16%
• YTD: 8.41%
• 6M: 47.38%
• 1Y: 27.86%
• 3Y*: 8.97%
• 5Y*: 8.63%
• 10Y*: 23.65%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

IAK vs. WEGZY — Risk / Return Rank

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

IAK

IAK Risk / Return Rank: 6
IAK Sharpe Ratio Rank: 7
IAK Sortino Ratio Rank: 6
IAK Omega Ratio Rank: 6
IAK Calmar Ratio Rank: 5
IAK Martin Ratio Rank: 4

WEGZY

WEGZY Risk / Return Rank: 59
WEGZY Sharpe Ratio Rank: 63
WEGZY Sortino Ratio Rank: 57
WEGZY Omega Ratio Rank: 55
WEGZY Calmar Ratio Rank: 62
WEGZY Martin Ratio Rank: 59

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IAK vs. WEGZY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Insurance ETF (IAK) and WEG SA ADR (WEGZY). 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.

	IAK	WEGZY	Difference
Sharpe ratio Return per unit of total volatility	-0.28	0.64	-0.92
Sortino ratio Return per unit of downside risk	-0.26	1.12	-1.38
Omega ratio Gain probability vs. loss probability	0.97	1.14	-0.18
Calmar ratio Return relative to maximum drawdown	-0.42	1.05	-1.47
Martin ratio Return relative to average drawdown	-1.04	1.90	-2.94
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IAK vs. WEGZY - Sharpe Ratio Comparison

The current IAK Sharpe Ratio is -0.28, which is lower than the WEGZY Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of IAK and WEGZY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IAK	WEGZY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.28	0.64	-0.92
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.75	0.19	+0.56
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.57	0.30	+0.28
Sharpe Ratio (All Time) Calculated using the full available price history	0.26	0.08	+0.18

Correlation

The correlation between IAK and WEGZY is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

IAK vs. WEGZY - Dividend Comparison

IAK's dividend yield for the trailing twelve months is around 2.76%, more than WEGZY's 2.53% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IAK iShares U.S. Insurance ETF	2.76%	1.69%	1.49%	1.44%	1.69%	2.26%	2.07%	1.84%	2.33%	1.62%	1.68%	1.62%
WEGZY WEG SA ADR	2.53%	3.26%	1.54%	1.60%	1.37%	1.35%	0.55%	0.89%	1.28%	1.37%	2.89%	1.19%

Drawdowns

IAK vs. WEGZY - Drawdown Comparison

The maximum IAK drawdown since its inception was -77.38%, roughly equal to the maximum WEGZY drawdown of -76.45%. Use the drawdown chart below to compare losses from any high point for IAK and WEGZY.

Drawdown Indicators

	IAK	WEGZY	Difference
Max Drawdown Largest peak-to-trough decline	-77.38%	-76.45%	-0.93%
Max Drawdown (1Y) Largest decline over 1 year	-11.58%	-27.16%	+15.58%
Max Drawdown (5Y) Largest decline over 5 years	-14.76%	-42.54%	+27.78%
Max Drawdown (10Y) Largest decline over 10 years	-44.95%	-63.53%	+18.58%
Current Drawdown Current decline from peak	-6.09%	-8.49%	+2.40%
Average Drawdown Average peak-to-trough decline	-16.24%	-31.55%	+15.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.71%	14.97%	-10.26%

Volatility

IAK vs. WEGZY - Volatility Comparison

The current volatility for iShares U.S. Insurance ETF (IAK) is 4.04%, while WEG SA ADR (WEGZY) has a volatility of 13.59%. This indicates that IAK experiences smaller price fluctuations and is considered to be less risky than WEGZY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IAK	WEGZY	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.04%	13.59%	-9.55%
Volatility (6M) Calculated over the trailing 6-month period	10.48%	29.22%	-18.74%
Volatility (1Y) Calculated over the trailing 1-year period	18.69%	43.57%	-24.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.07%	46.84%	-28.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.89%	80.79%	-59.90%