VRTL vs. IAK
VRTL (GraniteShares 2x Long VRT Daily ETF) and IAK (iShares U.S. Insurance ETF) are both exchange-traded funds - VRTL is a Leveraged Equities fund actively managed by GraniteShares, while IAK is a Financials Equities fund tracking the Dow Jones U.S. Select Insurance Index. VRTL is actively managed, while IAK is passively managed. Over the past year, VRTL returned 64.41% vs 19.63% for IAK. Their -0.14 correlation means they have often moved in opposite directions in the past. VRTL charges 1.50%/yr vs 0.38%/yr for IAK.
Performance
VRTL vs. IAK - Performance Comparison
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Returns By Period
In the year-to-date period, VRTL achieves a 49.92% return, which is significantly higher than IAK's 10.07% return.
VRTL
- 1D
- 12.49%
- 1M
- -40.41%
- 6M
- 17.15%
- YTD
- 49.92%
- 1Y
- 64.41%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 134.30%
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 | |
| $7.19M | $7.02M | $12.49M |
VRTL vs. IAK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
VRTL GraniteShares 2x Long VRT Daily ETF | 49.92% | 110.50% |
IAK iShares U.S. Insurance ETF | 10.07% | 1.40% |
Correlation
The correlation between VRTL and IAK is -0.27, 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. | -0.27 |
Correlation (All Time) Calculated using the full available price history since Mar 25, 2025 | -0.14 |
The correlation between VRTL and IAK shifts across timeframes, from -0.27 (1 year) to -0.14 (all time), reflecting how their relationship changes across market environments.
VRTL vs. IAK - Sectors Allocation Comparison
Sectors
VRTL
IAK
Industrials
-
Basic Materials
-
-
Communication Services
-
-
Consumer Cyclical
-
-
Consumer Defensive
-
-
Energy
-
-
Financial Services
-
Healthcare
-
Real Estate
-
-
Technology
-
-
Utilities
-
-
Industrials
VRTL
IAK
-
Basic Materials
VRTL
-
IAK
-
Communication Services
VRTL
-
IAK
-
Consumer Cyclical
VRTL
-
IAK
-
Consumer Defensive
VRTL
-
IAK
-
Energy
VRTL
-
IAK
-
Financial Services
VRTL
-
IAK
Healthcare
VRTL
-
IAK
Real Estate
VRTL
-
IAK
-
Technology
VRTL
-
IAK
-
Utilities
VRTL
-
IAK
-
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Return for Risk
VRTL vs. IAK — Risk / Return Rank
VRTL
IAK
VRTL vs. IAK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Long VRT Daily ETF (VRTL) 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.
| VRTL | IAK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.75 | ||
| Sortino ratioReturn per unit of downside risk | -0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.21 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.77 | 2.45 | -1.68 |
| Martin ratioReturn relative to average drawdown | 2.20 | 5.96 | -3.77 |
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Drawdowns
VRTL vs. IAK - Drawdown Comparison
The maximum VRTL drawdown since its inception was -70.53%, smaller than the maximum IAK drawdown of -77.38%. Use the drawdown chart below to compare losses from any high point for VRTL and IAK.
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Drawdown Indicators
| VRTL | IAK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.53% | -77.38% | +6.85% |
Max Drawdown (1Y)Largest decline over 1 year | -70.53% | -7.62% | -62.91% |
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 | -65.58% | -3.23% | -62.35% |
Average DrawdownAverage peak-to-trough decline | -18.14% | -16.01% | -2.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.96% | 3.13% | +21.83% |
Volatility
VRTL vs. IAK - Volatility Comparison
GraniteShares 2x Long VRT Daily ETF (VRTL) has a higher volatility of 52.00% compared to iShares U.S. Insurance ETF (IAK) at 7.03%. This indicates that VRTL'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
| VRTL | IAK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 52.00% | 7.03% | +44.97% |
Volatility (6M)Calculated over the trailing 6-month period | 106.22% | 12.43% | +93.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 128.88% | 16.00% | +112.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 130.52% | 18.13% | +112.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 130.52% | 20.92% | +109.60% |
VRTL vs. IAK - Expense Ratio Comparison
VRTL has a 1.50% expense ratio, which is higher than IAK's 0.38% expense ratio.
Dividends
VRTL vs. IAK - Dividend Comparison
VRTL has not paid dividends to shareholders, while IAK's dividend yield for the trailing twelve months is around 2.43%.
| 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% |
VRTL GraniteShares 2x Long VRT Daily ETF | 0.00% | 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
VRTL and IAK have a correlation of -0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VRTL has higher volatility (52.00%) compared to IAK (7.03%). In terms of maximum drawdown, VRTL dropped -70.53% vs IAK's -77.38%.
On 1-year performance, VRTL leads with 64.41% vs 19.63% for IAK. 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 1-year period, VRTL has performed better with a 64.41% return vs 19.63%. 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 1.50% for VRTL.
IAK has the higher dividend yield at 2.43%, compared with 0.00% for VRTL.
VRTL is categorized as Leveraged Equities, while IAK is Financials Equities. They also come from different issuers: GraniteShares and iShares. Their fees differ too: 1.50% for VRTL and 0.38% for IAK.
IAK currently has the higher Sharpe Ratio (1.17 vs 0.42), 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.
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