WTFC vs. IAK
WTFC (Wintrust Financial Corporation) is a stock, while IAK (iShares U.S. Insurance ETF) is Financials Equities fund tracking the Dow Jones U.S. Select Insurance Index. Over the past 10 years, WTFC returned 13.15%/yr vs 13.18%/yr for IAK. Their 0.64 correlation means they have sometimes moved together and sometimes differently.
Performance
WTFC vs. IAK - Performance Comparison
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Returns By Period
In the year-to-date period, WTFC achieves a 16.53% return, which is significantly higher than IAK's 10.11% return. Both investments have delivered pretty close results over the past 10 years, with WTFC having a 13.15% annualized return and IAK not far ahead at 13.18%.
WTFC
- 1D
- 1.39%
- 1M
- 0.35%
- 6M
- 8.83%
- YTD
- 16.53%
- 1Y
- 32.42%
- 3Y*
- 26.29%
- 5Y*
- 19.99%
- 10Y*
- 13.15%
- ALL TIME*
- 10.62%
IAK
- 1D
- 0.03%
- 1M
- -0.03%
- 6M
- 12.56%
- YTD
- 10.11%
- 1Y
- 19.67%
- 3Y*
- 19.67%
- 5Y*
- 15.99%
- 10Y*
- 13.18%
- ALL TIME*
- 7.39%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $15.27M | $20.59M | $12.29M | |
| $107.30M | $111.20M | $86.69M |
WTFC vs. IAK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WTFC Wintrust Financial Corporation | 16.53% | 13.94% | 36.83% | 12.00% | -5.54% | 51.10% | -11.77% | 8.16% | -18.56% | 14.36% |
IAK iShares U.S. Insurance ETF | 10.11% | 9.50% | 28.25% | 11.28% | 11.33% | 26.84% | -2.86% | 25.94% | -11.48% | 14.18% |
Correlation
The correlation between WTFC and IAK is 0.38, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.38 |
Correlation (3Y) Balances recent behavior with more history. | 0.47 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.58 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.63 |
Correlation (All Time) Calculated using the full available price history since May 5, 2006 | 0.64 |
Over the past year, the correlation between WTFC and IAK has dropped to 0.38 - well below their long-term average of 0.64, suggesting their price drivers have been diverging.
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Return for Risk
WTFC vs. IAK — Risk / Return Rank
WTFC
IAK
WTFC vs. IAK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wintrust Financial Corporation (WTFC) 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.
| WTFC | IAK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.22 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.69 | 2.59 | -0.91 |
| Martin ratioReturn relative to average drawdown | 4.60 | 6.29 | -1.70 |
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Drawdowns
WTFC vs. IAK - Drawdown Comparison
The maximum WTFC drawdown since its inception was -83.58%, which is greater than IAK's maximum drawdown of -77.38%. Use the drawdown chart below to compare losses from any high point for WTFC and IAK.
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Drawdown Indicators
| WTFC | IAK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.58% | -77.38% | -6.20% |
Max Drawdown (1Y)Largest decline over 1 year | -19.30% | -7.62% | -11.68% |
Max Drawdown (3Y)Largest decline over 3 years | -31.02% | -11.58% | -19.44% |
Max Drawdown (5Y)Largest decline over 5 years | -40.71% | -14.76% | -25.95% |
Max Drawdown (10Y)Largest decline over 10 years | -74.50% | -44.95% | -29.55% |
Current DrawdownCurrent decline from peak | -3.08% | -3.20% | +0.12% |
Average DrawdownAverage peak-to-trough decline | -23.06% | -16.01% | -7.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.07% | 3.13% | +3.94% |
Volatility
WTFC vs. IAK - Volatility Comparison
The current volatility for Wintrust Financial Corporation (WTFC) is 5.95%, while iShares U.S. Insurance ETF (IAK) has a volatility of 6.56%. This indicates that WTFC experiences smaller price fluctuations and is considered to be less risky 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
| WTFC | IAK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.95% | 6.56% | -0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 17.58% | 12.42% | +5.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.33% | 15.99% | +9.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.51% | 18.13% | +13.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.22% | 20.92% | +16.30% |
Dividends
WTFC vs. IAK - Dividend Comparison
WTFC's dividend yield for the trailing twelve months is around 1.30%, less than IAK's 2.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IAK iShares U.S. Insurance ETF | 2.42% | 1.69% | 1.49% | 1.44% | 1.69% | 2.26% | 2.07% | 1.84% | 2.33% | 1.62% | 1.68% | 1.62% |
WTFC Wintrust Financial Corporation | 1.30% | 1.43% | 1.44% | 1.73% | 1.61% | 1.37% | 1.83% | 1.41% | 1.14% | 0.68% | 0.66% | 0.91% |
Frequently Asked Questions
WTFC and IAK have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IAK has higher volatility (6.56%) compared to WTFC (5.95%). In terms of maximum drawdown, WTFC dropped -83.58% vs IAK's -77.38%.
WTFC currently has the higher Sharpe Ratio (1.29 vs 1.24), 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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