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IAK vs. WTFC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IAK vs. WTFC - Performance Comparison

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

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IAK vs. WTFC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IAK
iShares U.S. Insurance ETF
-4.32%9.50%28.25%11.28%11.33%26.84%-2.86%25.94%-11.48%14.18%
WTFC
Wintrust Financial Corporation
-0.28%13.94%36.83%12.00%-5.54%51.10%-11.77%8.16%-18.56%14.36%

Returns By Period

In the year-to-date period, IAK achieves a -4.32% return, which is significantly lower than WTFC's -0.28% return. Over the past 10 years, IAK has underperformed WTFC with an annualized return of 12.01%, while WTFC has yielded a comparatively higher 13.79% annualized return.


IAK

1D
0.63%
1M
-4.62%
YTD
-4.32%
6M
-2.34%
1Y
-4.39%
3Y*
16.73%
5Y*
13.54%
10Y*
12.01%

WTFC

1D
4.04%
1M
-3.55%
YTD
-0.28%
6M
5.68%
1Y
25.51%
3Y*
26.18%
5Y*
14.70%
10Y*
13.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

IAK vs. WTFC — Risk / Return Rank

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

IAK
IAK Risk / Return Rank: 77
Overall Rank
IAK Sharpe Ratio Rank: 88
Sharpe Ratio Rank
IAK Sortino Ratio Rank: 77
Sortino Ratio Rank
IAK Omega Ratio Rank: 77
Omega Ratio Rank
IAK Calmar Ratio Rank: 88
Calmar Ratio Rank
IAK Martin Ratio Rank: 77
Martin Ratio Rank

WTFC
WTFC Risk / Return Rank: 6767
Overall Rank
WTFC Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
WTFC Sortino Ratio Rank: 6161
Sortino Ratio Rank
WTFC Omega Ratio Rank: 6363
Omega Ratio Rank
WTFC Calmar Ratio Rank: 7070
Calmar Ratio Rank
WTFC Martin Ratio Rank: 7272
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. 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.


IAKWTFCDifference

Sharpe ratio

Return per unit of total volatility

-0.24

0.79

-1.03

Sortino ratio

Return per unit of downside risk

-0.20

1.22

-1.41

Omega ratio

Gain probability vs. loss probability

0.97

1.17

-0.20

Calmar ratio

Return relative to maximum drawdown

-0.28

1.34

-1.62

Martin ratio

Return relative to average drawdown

-0.69

3.72

-4.42

IAK vs. WTFC - Sharpe Ratio Comparison

The current IAK Sharpe Ratio is -0.24, which is lower than the WTFC Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of IAK and WTFC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IAKWTFCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.24

0.79

-1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.46

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.37

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.26

0.00

Correlation

The correlation between IAK and WTFC is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IAK vs. WTFC - Dividend Comparison

IAK's dividend yield for the trailing twelve months is around 2.75%, more than WTFC's 1.48% yield.


TTM20252024202320222021202020192018201720162015
IAK
iShares U.S. Insurance ETF
2.75%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
1.48%1.43%1.44%1.73%1.61%1.37%1.83%1.41%1.14%0.68%0.66%0.91%

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


IAKWTFCDifference

Max Drawdown

Largest peak-to-trough decline

-77.38%

-83.58%

+6.20%

Max Drawdown (1Y)

Largest decline over 1 year

-11.58%

-19.30%

+7.72%

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 Drawdown

Current decline from peak

-5.59%

-13.89%

+8.30%

Average Drawdown

Average peak-to-trough decline

-16.25%

-23.27%

+7.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.69%

6.95%

-2.26%

Volatility

IAK vs. WTFC - Volatility Comparison

The current volatility for iShares U.S. Insurance ETF (IAK) is 4.07%, while Wintrust Financial Corporation (WTFC) has a volatility of 7.77%. 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


IAKWTFCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.07%

7.77%

-3.70%

Volatility (6M)

Calculated over the trailing 6-month period

10.50%

20.85%

-10.35%

Volatility (1Y)

Calculated over the trailing 1-year period

18.72%

32.29%

-13.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.07%

32.13%

-14.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.89%

37.43%

-16.54%