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VCAR vs. IAK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VCAR vs. IAK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Volt RoboCar Disruption and Tech ETF (VCAR) 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, VCAR achieves a -29.86% return, which is significantly lower than IAK's 10.07% return.


VCAR

1D
1.78%
1M
-21.76%
6M
-25.49%
YTD
-29.86%
1Y
-35.50%
3Y*
14.91%
5Y*
4.30%
10Y*
ALL TIME*
2.20%

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
$120.21K$121.08K$205.86K

VCAR vs. IAK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
VCAR
Simplify Volt RoboCar Disruption and Tech ETF
-29.86%-14.73%152.27%58.33%-61.11%18.52%2.57%
IAK
iShares U.S. Insurance ETF
10.07%9.50%28.25%11.28%11.33%26.84%1.11%

Correlation

The correlation between VCAR and IAK is -0.21, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.21

Correlation (3Y)
Balances recent behavior with more history.

-0.01

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.12

Correlation (All Time)
Calculated using the full available price history since Dec 29, 2020

0.12

The correlation between VCAR and IAK shifts across timeframes, from -0.21 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.

VCAR vs. IAK - Sectors Allocation Comparison


Sectors
VCAR
IAK

Consumer Cyclical

100.0%

-

Basic Materials

-

-

Communication Services

-

-

Consumer Defensive

-

-

Energy

-

-

Financial Services

-

99.3%

Healthcare

-

0.7%

Industrials

-

-

Real Estate

-

-

Technology

-

-

Utilities

-

-

Consumer Cyclical

VCAR
100.0%
IAK

-

Basic Materials

VCAR

-

IAK

-

Communication Services

VCAR

-

IAK

-

Consumer Defensive

VCAR

-

IAK

-

Energy

VCAR

-

IAK

-

Financial Services

VCAR

-

IAK
99.3%

Healthcare

VCAR

-

IAK
0.7%

Industrials

VCAR

-

IAK

-

Real Estate

VCAR

-

IAK

-

Technology

VCAR

-

IAK

-

Utilities

VCAR

-

IAK

-

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Return for Risk

VCAR vs. IAK — Risk / Return Rank

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

VCAR
VCAR Risk / Return Rank: 44
Overall Rank
VCAR Sharpe Ratio Rank: 44
Sharpe Ratio Rank
VCAR Sortino Ratio Rank: 44
Sortino Ratio Rank
VCAR Omega Ratio Rank: 44
Omega Ratio Rank
VCAR Calmar Ratio Rank: 44
Calmar Ratio Rank
VCAR Martin Ratio Rank: 44
Martin Ratio Rank

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.

VCAR vs. IAK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Volt RoboCar Disruption and Tech ETF (VCAR) 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.


VCARIAKDifference
Sharpe ratioReturn per unit of total volatility

-1.83

Sortino ratioReturn per unit of downside risk

-2.47

Omega ratioGain probability vs. loss probability

0.91

1.21

-0.30

Calmar ratioReturn relative to maximum drawdown

-0.66

2.45

-3.11

Martin ratioReturn relative to average drawdown

-1.07

5.96

-7.03

VCAR vs. IAK - Sharpe Ratio Comparison

The current VCAR Sharpe Ratio is -0.66, which is lower than the IAK Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of VCAR and IAK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VCAR vs. IAK - Drawdown Comparison

The maximum VCAR drawdown since its inception was -69.11%, smaller than the maximum IAK drawdown of -77.38%. Use the drawdown chart below to compare losses from any high point for VCAR and IAK.


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Drawdown Indicators


VCARIAKDifference

Max Drawdown

Largest peak-to-trough decline

-69.11%

-77.38%

+8.27%

Max Drawdown (1Y)

Largest decline over 1 year

-58.54%

-7.62%

-50.92%

Max Drawdown (3Y)

Largest decline over 3 years

-58.54%

-11.58%

-46.96%

Max Drawdown (5Y)

Largest decline over 5 years

-69.11%

-14.76%

-54.35%

Max Drawdown (10Y)

Largest decline over 10 years

-44.95%

Current Drawdown

Current decline from peak

-56.48%

-3.23%

-53.25%

Average Drawdown

Average peak-to-trough decline

-37.90%

-16.01%

-21.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

36.03%

3.13%

+32.90%

Volatility

VCAR vs. IAK - Volatility Comparison

Simplify Volt RoboCar Disruption and Tech ETF (VCAR) has a higher volatility of 20.19% compared to iShares U.S. Insurance ETF (IAK) at 7.03%. This indicates that VCAR's price experiences larger fluctuations and is considered to be riskier than IAK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCARIAKDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.19%

7.03%

+13.16%

Volatility (6M)

Calculated over the trailing 6-month period

41.35%

12.43%

+28.92%

Volatility (1Y)

Calculated over the trailing 1-year period

58.04%

16.00%

+42.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.92%

18.13%

+33.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.55%

20.92%

+29.63%

VCAR vs. IAK - Expense Ratio Comparison

VCAR has a 0.95% expense ratio, which is higher than IAK's 0.38% expense ratio.


Dividends

VCAR vs. IAK - Dividend Comparison

VCAR's dividend yield for the trailing twelve months is around 31.55%, 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%
VCAR
Simplify Volt RoboCar Disruption and Tech ETF
31.55%23.87%0.62%0.00%0.83%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


VCAR and IAK have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VCAR has higher volatility (20.19%) compared to IAK (7.03%). In terms of maximum drawdown, VCAR dropped -69.11% vs IAK's -77.38%.

On 5-year performance, IAK leads with 15.95% vs 4.30% for VCAR. On fees, IAK is cheaper at 0.38% per year. On volatility, IAK has been the lower-risk option at 7.03%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IAK has performed better with a 15.95% return vs 4.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IAK is cheaper with a 0.38% expense ratio, compared with 0.95% for VCAR.

VCAR has the higher dividend yield at 31.55%, compared with 2.43% for IAK.

VCAR is categorized as Consumer Discretionary Equities, while IAK is Financials Equities. They also come from different issuers: Simplify and iShares. Their fees differ too: 0.95% for VCAR and 0.38% for IAK.

IAK currently has the higher Sharpe Ratio (1.17 vs -0.66), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for VCAR 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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