PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
IAK vs. WEGZY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IAK vs. WEGZY

Last updated Jun 25, 2026

IAK (iShares U.S. Insurance ETF) is Financials Equities fund tracking the Dow Jones U.S. Select Insurance Index, while WEGZY (WEG SA ADR) is a stock. Over the past 10 years, IAK returned 13.24%/yr vs 22.72%/yr for WEGZY. At a 0.04 correlation, their price movements are largely independent.

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.

Loading charts...

Returns By Period

In the year-to-date period, IAK achieves a 3.98% return, which is significantly higher than WEGZY's 0.88% return. Over the past 10 years, IAK has underperformed WEGZY with an annualized return of 13.24%, while WEGZY has yielded a comparatively higher 22.72% annualized return.

IAK

1D
0.35%
1M
3.96%
YTD
3.98%
6M
3.01%
1Y
7.11%
3Y*
19.83%
5Y*
14.32%
10Y*
13.24%

WEGZY

1D
-2.26%
1M
7.69%
YTD
0.88%
6M
1.81%
1Y
23.03%
3Y*
6.85%
5Y*
7.74%
10Y*
22.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IAK vs. WEGZY - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IAK
iShares U.S. Insurance ETF		3.98%9.50%28.25%11.28%11.33%26.84%-2.86%25.94%-11.48%14.18%
WEGZY
WEG SA ADR		0.88%0.76%23.23%7.90%26.59%-19.95%63.94%117.38%-23.15%71.26%

Correlation

The correlation between IAK and WEGZY is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.07

Correlation (3Y)
Calculated over the trailing 3-year period

0.07

Correlation (5Y)
Calculated over the trailing 5-year period

0.10

Correlation (10Y)
Calculated over the trailing 10-year period

0.06

Correlation (All Time)
Calculated using the full available price history since Oct 4, 2010

0.04

Compare stocks, funds, or ETFs

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

iShares U.S. Insurance ETF

WEG SA ADR

Often compared with IAK:
IAK vs. KIEIAK vs. KBWPIAK vs. IHEIAK vs. DIVBIAK vs. INFLIAK vs. VYMIAK vs. ^SP500TR
Often compared with WEGZY:
WEGZY vs. KLBAYWEGZY vs. ITUBWEGZY vs. SCHGWEGZY vs. IVWWEGZY vs. SOXQWEGZY vs. IVVWEGZY vs. SOXX

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: 1818
Overall Rank
IAK Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
IAK Sortino Ratio Rank: 1515
Sortino Ratio Rank
IAK Omega Ratio Rank: 1515
Omega Ratio Rank
IAK Calmar Ratio Rank: 2222
Calmar Ratio Rank
IAK Martin Ratio Rank: 2020
Martin Ratio Rank
WEGZY
WEGZY Risk / Return Rank: 6060
Overall Rank
WEGZY Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
WEGZY Sortino Ratio Rank: 5757
Sortino Ratio Rank
WEGZY Omega Ratio Rank: 5555
Omega Ratio Rank
WEGZY Calmar Ratio Rank: 6363
Calmar Ratio Rank
WEGZY Martin Ratio Rank: 6363
Martin Ratio Rank
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.

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.

IAKWEGZYDifference
Sharpe ratioReturn per unit of total volatility
0.47
0.54

-0.06

Sortino ratioReturn per unit of downside risk
0.75
1.02

-0.27

Omega ratioGain probability vs. loss probability

1.09

1.12

-0.03

Calmar ratioReturn relative to maximum drawdown

0.94

0.93

0.00

Martin ratioReturn relative to average drawdown

2.09

2.02

+0.08

IAK vs. WEGZY - Sharpe Ratio Comparison

The current IAK Sharpe Ratio is 0.47, which is comparable to the WEGZY Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of IAK and WEGZY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

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.

Loading charts...

Drawdown Indicators

IAKWEGZYDifference

Max Drawdown

Largest peak-to-trough decline

-77.38%

-76.45%

-0.93%

Max Drawdown (1Y)

Largest decline over 1 year

-7.62%

-24.77%

+17.15%

Max Drawdown (3Y)

Largest decline over 3 years

-11.58%

-35.65%

+24.07%

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

0.00%

-14.85%

+14.85%

Average Drawdown

Average peak-to-trough decline

-16.09%

-31.29%

+15.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.41%

11.45%

-8.04%

Volatility

IAK vs. WEGZY - Volatility Comparison

The current volatility for iShares U.S. Insurance ETF (IAK) is 5.61%, while WEG SA ADR (WEGZY) has a volatility of 13.80%. 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.

Loading charts...

Volatility by Period

IAKWEGZYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.61%

13.80%

-8.19%

Volatility (6M)

Calculated over the trailing 6-month period

10.66%

34.19%

-23.53%

Volatility (1Y)

Calculated over the trailing 1-year period

15.13%

43.22%

-28.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.05%

45.12%

-27.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.87%

81.17%

-60.30%

Dividends

IAK vs. WEGZY - Dividend Comparison

IAK's dividend yield for the trailing twelve months is around 2.57%, less than WEGZY's 2.71% yield.

PositionTTM20252024202320222021202020192018201720162015
IAK
iShares U.S. Insurance ETF		2.57%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		2.71%3.26%1.54%1.60%1.37%1.35%0.55%0.89%1.28%1.37%2.89%1.19%

Frequently Asked Questions

IAK and WEGZY have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WEGZY has higher volatility (13.80%) compared to IAK (5.61%). In terms of maximum drawdown, IAK dropped -77.38% vs WEGZY's -76.45%.

WEGZY currently has the higher Sharpe Ratio (0.54 vs 0.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for IAK and WEGZY

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