TPRY vs. IAK
TPRY (VistaShares Target 15 TEPRTantrum Contrarian Distribution ETF) and IAK (iShares U.S. Insurance ETF) are both exchange-traded funds - TPRY is a Derivative Income fund tracking the BITA VistaShares TEPRTantrum Select, while IAK is a Financials Equities fund tracking the Dow Jones U.S. Select Insurance Index. Both are passively managed. Their -0.33 correlation means they have often moved in opposite directions in the past. TPRY charges 0.95%/yr vs 0.38%/yr for IAK.
Performance
TPRY vs. IAK - Performance Comparison
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Returns By Period
TPRY
- 1D
- 1.84%
- 1M
- -3.62%
- 6M
- —
- YTD
- —
- 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%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $14.76M | $20.90M | $11.89M | |
| $188.79K | $149.89K | $99.80K |
TPRY vs. IAK - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
TPRY VistaShares Target 15 TEPRTantrum Contrarian Distribution ETF | -1.23% |
IAK iShares U.S. Insurance ETF | 10.89% |
Correlation
The correlation between TPRY and IAK is -0.33, 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 Feb 26, 2026 | -0.33 |
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Return for Risk
TPRY vs. IAK — Risk / Return Rank
TPRY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IAK
TPRY vs. IAK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VistaShares Target 15 TEPRTantrum Contrarian Distribution ETF (TPRY) 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.
| TPRY | IAK | Difference | |
|---|---|---|---|
| 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 | — |
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Drawdowns
TPRY vs. IAK - Drawdown Comparison
The maximum TPRY drawdown since its inception was -14.50%, smaller than the maximum IAK drawdown of -77.38%. Use the drawdown chart below to compare losses from any high point for TPRY and IAK.
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Drawdown Indicators
| TPRY | IAK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.50% | -77.38% | +62.88% |
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 DrawdownCurrent decline from peak | -9.54% | -3.23% | -6.31% |
Average DrawdownAverage peak-to-trough decline | -4.02% | -16.01% | +11.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.13% | — |
Volatility
TPRY vs. IAK - Volatility Comparison
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Volatility by Period
| TPRY | IAK | Difference | |
|---|---|---|---|
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 | 28.77% | 16.00% | +12.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.77% | 18.13% | +10.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.77% | 20.92% | +7.85% |
TPRY vs. IAK - Expense Ratio Comparison
TPRY has a 0.95% expense ratio, which is higher than IAK's 0.38% expense ratio.
Dividends
TPRY vs. IAK - Dividend Comparison
TPRY's dividend yield for the trailing twelve months is around 6.63%, more than IAK's 2.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TPRY VistaShares Target 15 TEPRTantrum Contrarian Distribution ETF | 6.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TPRY and IAK have a correlation of -0.33, 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 0.95% for TPRY.
TPRY has the higher dividend yield at 6.63%, compared with 2.43% for IAK.
TPRY is categorized as Derivative Income, while IAK is Financials Equities. TPRY tracks BITA VistaShares TEPRTantrum Select, while IAK tracks Dow Jones U.S. Select Insurance Index. They also come from different issuers: VistaShares and iShares. Their fees differ too: 0.95% for TPRY and 0.38% for IAK.
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