IAK vs. WTFC
Compare and contrast key facts about iShares U.S. Insurance ETF (IAK) and Wintrust Financial Corporation (WTFC).
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. WTFC - Performance Comparison
Loading graphics...
IAK vs. WTFC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 | -0.24 | 0.79 | -1.03 |
Sortino ratioReturn per unit of downside risk | -0.20 | 1.22 | -1.41 |
Omega ratioGain probability vs. loss probability | 0.97 | 1.17 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | -0.28 | 1.34 | -1.62 |
Martin ratioReturn relative to average drawdown | -0.69 | 3.72 | -4.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| IAK | WTFC | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Loading graphics...
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 | -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 DrawdownCurrent decline from peak | -5.59% | -13.89% | +8.30% |
Average DrawdownAverage peak-to-trough decline | -16.25% | -23.27% | +7.02% |
Ulcer IndexDepth 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.
Loading graphics...
Volatility by Period
| IAK | WTFC | Difference | |
|---|---|---|---|
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% |