IAK vs. WTFC
IAK (iShares U.S. Insurance ETF) is Financials Equities fund tracking the Dow Jones U.S. Select Insurance Index, while WTFC (Wintrust Financial Corporation) is a stock. Over the past 10 years, IAK returned 11.66%/yr vs 12.55%/yr for WTFC. A 0.64 correlation means they provide meaningful diversification when combined.
Performance
IAK vs. WTFC - Performance Comparison
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Returns By Period
In the year-to-date period, IAK achieves a -4.56% return, which is significantly lower than WTFC's 6.63% return. Over the past 10 years, IAK has underperformed WTFC with an annualized return of 11.66%, while WTFC has yielded a comparatively higher 12.55% annualized return.
IAK
- 1D
- -0.88%
- 1M
- -2.27%
- YTD
- -4.56%
- 6M
- -1.81%
- 1Y
- -4.16%
- 3Y*
- 16.73%
- 5Y*
- 11.50%
- 10Y*
- 11.66%
WTFC
- 1D
- -1.39%
- 1M
- -0.25%
- YTD
- 6.63%
- 6M
- 9.05%
- 1Y
- 22.83%
- 3Y*
- 31.81%
- 5Y*
- 14.65%
- 10Y*
- 12.55%
IAK vs. WTFC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IAK iShares U.S. Insurance ETF | -4.56% | 9.50% | 28.25% | 11.28% | 11.33% | 26.84% | -2.86% | 25.94% | -11.48% | 14.18% |
WTFC Wintrust Financial Corporation | 6.63% | 13.94% | 36.83% | 12.00% | -5.54% | 51.10% | -11.77% | 8.16% | -18.56% | 14.36% |
Correlation
The correlation between IAK and WTFC is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since May 8, 2006 | 0.64 |
Over the past year, the correlation between IAK and WTFC has dropped to 0.44 - well below their long-term average of 0.64, suggesting their price drivers have been diverging.
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Return for Risk
IAK vs. WTFC — Risk / Return Rank
IAK
WTFC
IAK vs. WTFC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Insurance ETF (IAK) and Wintrust Financial Corporation (WTFC). 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 | WTFC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.17 | ||
| Sortino ratioReturn per unit of downside risk | -1.64 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.16 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.55 | 1.19 | -1.74 |
| Martin ratioReturn relative to average drawdown | -1.14 | 3.18 | -4.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IAK | WTFC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.28 | 0.88 | -1.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.46 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.34 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.26 | 0.00 |
Drawdowns
IAK vs. WTFC - Drawdown Comparison
The maximum IAK drawdown since its inception was -77.38%, smaller than the maximum WTFC drawdown of -83.58%. Use the drawdown chart below to compare losses from any high point for IAK and WTFC.
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Drawdown Indicators
| IAK | WTFC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.38% | -83.58% | +6.20% |
Max Drawdown (1Y)Largest decline over 1 year | -7.62% | -19.30% | +11.68% |
Max Drawdown (3Y)Largest decline over 3 years | -11.58% | -31.02% | +19.44% |
Max Drawdown (5Y)Largest decline over 5 years | -14.76% | -40.71% | +25.95% |
Max Drawdown (10Y)Largest decline over 10 years | -44.95% | -74.50% | +29.55% |
Current DrawdownCurrent decline from peak | -5.82% | -7.92% | +2.10% |
Average DrawdownAverage peak-to-trough decline | -16.13% | -23.18% | +7.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.96% | 7.20% | -3.24% |
Volatility
IAK vs. WTFC - Volatility Comparison
The current volatility for iShares U.S. Insurance ETF (IAK) is 3.82%, while Wintrust Financial Corporation (WTFC) has a volatility of 5.85%. This indicates that IAK experiences smaller price fluctuations and is considered to be less risky than WTFC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IAK | WTFC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.82% | 5.85% | -2.03% |
Volatility (6M)Calculated over the trailing 6-month period | 9.98% | 18.05% | -8.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.77% | 26.09% | -11.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.07% | 31.87% | -13.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.89% | 37.32% | -16.43% |
Dividends
IAK vs. WTFC - Dividend Comparison
IAK's dividend yield for the trailing twelve months is around 2.76%, more than WTFC's 1.42% yield.
| Position | 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% |
WTFC Wintrust Financial Corporation | 1.42% | 1.43% | 1.44% | 1.73% | 1.61% | 1.37% | 1.83% | 1.41% | 1.14% | 0.68% | 0.66% | 0.91% |
Frequently Asked Questions
IAK and WTFC have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WTFC has higher volatility (5.85%) compared to IAK (3.82%). In terms of maximum drawdown, IAK dropped -77.38% vs WTFC's -83.58%.
WTFC currently has the higher Sharpe Ratio (0.88 vs -0.28), 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.
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