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PBEU vs. IAI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PBEU vs. IAI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Portfolio Building Block European Banks Index ETF (PBEU) and iShares U.S. Broker-Dealers & Securities Exchanges ETF (IAI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PBEU achieves a 15.27% return, which is significantly higher than IAI's 4.12% return.


PBEU

1D
0.88%
1M
8.76%
YTD
15.27%
6M
16.33%
1Y
3Y*
5Y*
10Y*

IAI

1D
-0.65%
1M
3.38%
YTD
4.12%
6M
2.06%
1Y
17.16%
3Y*
29.87%
5Y*
14.88%
10Y*
19.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PBEU vs. IAI - Yearly Performance Comparison


Correlation

The correlation between PBEU and IAI is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 25, 2025

0.54

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Return for Risk

PBEU vs. IAI — Risk / Return Rank

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

PBEU

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


IAI
IAI Risk / Return Rank: 2424
Overall Rank
IAI Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
IAI Sortino Ratio Rank: 2424
Sortino Ratio Rank
IAI Omega Ratio Rank: 2424
Omega Ratio Rank
IAI Calmar Ratio Rank: 2323
Calmar Ratio Rank
IAI Martin Ratio Rank: 2424
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.

PBEU vs. IAI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Portfolio Building Block European Banks Index ETF (PBEU) and iShares U.S. Broker-Dealers & Securities Exchanges ETF (IAI). 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.


PBEUIAIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.16

Calmar ratioReturn relative to maximum drawdown

1.04

Martin ratioReturn relative to average drawdown

2.96

PBEU vs. IAI - Sharpe Ratio Comparison


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Drawdowns

PBEU vs. IAI - Drawdown Comparison

The maximum PBEU drawdown since its inception was -17.26%, smaller than the maximum IAI drawdown of -75.46%. Use the drawdown chart below to compare losses from any high point for PBEU and IAI.


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Drawdown Indicators


PBEUIAIDifference

Max Drawdown

Largest peak-to-trough decline

-17.26%

-75.46%

+58.20%

Max Drawdown (1Y)

Largest decline over 1 year

-16.52%

Max Drawdown (3Y)

Largest decline over 3 years

-23.14%

Max Drawdown (5Y)

Largest decline over 5 years

-28.84%

Max Drawdown (10Y)

Largest decline over 10 years

-40.38%

Current Drawdown

Current decline from peak

0.00%

-1.91%

+1.91%

Average Drawdown

Average peak-to-trough decline

-3.96%

-22.61%

+18.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.80%

Volatility

PBEU vs. IAI - Volatility Comparison


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Volatility by Period


PBEUIAIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.64%

Volatility (6M)

Calculated over the trailing 6-month period

15.39%

Volatility (1Y)

Calculated over the trailing 1-year period

27.64%

19.29%

+8.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.64%

21.42%

+6.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.64%

22.75%

+4.89%

PBEU vs. IAI - Expense Ratio Comparison

PBEU has a 0.13% expense ratio, which is lower than IAI's 0.38% expense ratio.


Dividends

PBEU vs. IAI - Dividend Comparison

PBEU's dividend yield for the trailing twelve months is around 0.01%, less than IAI's 1.10% yield.


PositionTTM20252024202320222021202020192018201720162015
IAI
iShares U.S. Broker-Dealers & Securities Exchanges ETF
1.10%0.95%1.05%1.80%2.14%1.31%1.55%1.52%1.58%1.37%1.49%1.31%
PBEU
Portfolio Building Block European Banks Index ETF
0.01%0.01%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PBEU and IAI have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PBEU is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PBEU is cheaper with a 0.13% expense ratio, compared with 0.38% for IAI.

IAI has the higher dividend yield at 1.10%, compared with 0.01% for PBEU.

PBEU tracks BITA European Banks Index, while IAI tracks Dow Jones U.S. Select Investment Services Index. They also come from different issuers: Portfolio Building Block and iShares. Their fees differ too: 0.13% for PBEU and 0.38% for IAI.

Portfolio Optimizer

Find the right allocation for PBEU and IAI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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