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TOPW vs. IAK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TOPW vs. IAK - Performance Comparison

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

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Returns By Period

In the year-to-date period, TOPW achieves a 0.61% return, which is significantly lower than IAK's 10.07% return.


TOPW

1D
2.78%
1M
2.62%
6M
3.61%
YTD
0.61%
1Y
3Y*
5Y*
10Y*
ALL TIME*

IAK

1D
-0.31%
1M
-0.06%
6M
12.67%
YTD
10.07%
1Y
19.63%
3Y*
19.72%
5Y*
15.95%
10Y*
13.45%
ALL TIME*
7.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$14.76M$20.90M$11.89M
$2.24M$2.19M$2.72M

TOPW vs. IAK - Yearly Performance Comparison


2026 (YTD)2025
TOPW
Roundhill Top WeeklyPay ETF
0.61%-1.33%
IAK
iShares U.S. Insurance ETF
10.07%3.28%

Correlation

The correlation between TOPW and IAK is -0.19, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 4, 2025

-0.19

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Return for Risk

TOPW vs. IAK — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TOPW

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


IAK
IAK Risk / Return Rank: 5353
Overall Rank
IAK Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
IAK Sortino Ratio Rank: 4848
Sortino Ratio Rank
IAK Omega Ratio Rank: 4545
Omega Ratio Rank
IAK Calmar Ratio Rank: 7171
Calmar Ratio Rank
IAK Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TOPW vs. IAK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Top WeeklyPay ETF (TOPW) and iShares U.S. Insurance ETF (IAK). 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.


TOPWIAKDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.21

Calmar ratioReturn relative to maximum drawdown

2.45

Martin ratioReturn relative to average drawdown

5.96

TOPW vs. IAK - Sharpe Ratio Comparison


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Drawdowns

TOPW vs. IAK - Drawdown Comparison

The maximum TOPW drawdown since its inception was -29.87%, smaller than the maximum IAK drawdown of -77.38%. Use the drawdown chart below to compare losses from any high point for TOPW and IAK.


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Drawdown Indicators


TOPWIAKDifference

Max Drawdown

Largest peak-to-trough decline

-29.87%

-77.38%

+47.51%

Max Drawdown (1Y)

Largest decline over 1 year

-7.62%

Max Drawdown (3Y)

Largest decline over 3 years

-11.58%

Max Drawdown (5Y)

Largest decline over 5 years

-14.76%

Max Drawdown (10Y)

Largest decline over 10 years

-44.95%

Current Drawdown

Current decline from peak

-15.94%

-3.23%

-12.71%

Average Drawdown

Average peak-to-trough decline

-13.53%

-16.01%

+2.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

Volatility

TOPW vs. IAK - Volatility Comparison


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Volatility by Period


TOPWIAKDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.03%

Volatility (6M)

Calculated over the trailing 6-month period

12.43%

Volatility (1Y)

Calculated over the trailing 1-year period

27.68%

16.00%

+11.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.68%

18.13%

+9.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.68%

20.92%

+6.76%

TOPW vs. IAK - Expense Ratio Comparison

TOPW has a 0.99% expense ratio, which is higher than IAK's 0.38% expense ratio.


Dividends

TOPW vs. IAK - Dividend Comparison

TOPW's dividend yield for the trailing twelve months is around 51.46%, more than IAK's 2.43% yield.


PositionTTM20252024202320222021202020192018201720162015
IAK
iShares U.S. Insurance ETF
2.43%1.69%1.49%1.44%1.69%2.26%2.07%1.84%2.33%1.62%1.68%1.62%
TOPW
Roundhill Top WeeklyPay ETF
51.46%21.52%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TOPW and IAK have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IAK is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IAK is cheaper with a 0.38% expense ratio, compared with 0.99% for TOPW.

TOPW has the higher dividend yield at 51.46%, compared with 2.43% for IAK.

TOPW is categorized as Derivative Income, while IAK is Financials Equities. TOPW tracks Solactive Roundhill WeeklyPay Universe Index, while IAK tracks Dow Jones U.S. Select Insurance Index. They also come from different issuers: Roundhill and iShares. Their fees differ too: 0.99% for TOPW and 0.38% for IAK.

Portfolio Optimizer

Find the right allocation for TOPW and IAK

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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