PortfoliosLab logoPortfoliosLab logo
ISIN
US7154261025
CUSIP
38150K103
Inception Date
Jul 26, 2018
Region
Global (Broad)
Leveraged
1x (No leverage)
Index Tracked
LBMA Gold PM Price
Domicile
United States
Distribution Policy
Accumulating
Asset Class
Commodity
Assets Under Management
$3B

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

AAAU Performance Chart

Goldman Sachs Physical Gold ETF (AAAU) is down 2.9% since the beginning of the year. AAAU is currently trading at $41 per share. Investors who bought $1,000 worth of AAAU shares 5 years ago would now be looking at an investment worth $2,340.


Loading charts...

S&P 500 Index

Returns By Period

Goldman Sachs Physical Gold ETF (AAAU) has returned -2.94% so far this year and 24.21% over the past 12 months.


Goldman Sachs Physical Gold ETF

1D
-0.65%
1M
-7.07%
YTD
-2.94%
6M
-5.73%
1Y
24.21%
3Y*
29.48%
5Y*
18.53%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AAAU Monthly Returns History

Based on dividend-adjusted daily data since Aug 15, 2018, AAAU's average daily return is +0.07%, while the average monthly return is +1.42%. At this rate, an investment would double in approximately 4.1 years.

Historically, 56% of months were positive and 44% were negative. The best month was Jan 2026 with a return of +12.5%, while the worst month was Mar 2026 at -11.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 7 months.

On a daily basis, AAAU closed higher 53% of trading days. The best single day was Feb 3, 2026 with a return of +6.2%, while the worst single day was Jan 30, 2026 at -10.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202612.48%8.48%-11.04%-1.49%-1.52%-7.83%-2.94%
20256.77%1.95%9.39%5.44%-0.05%0.41%-0.58%4.96%11.79%3.57%5.41%2.25%64.06%
2024-1.42%0.45%8.67%3.12%1.59%-0.13%5.37%2.12%5.13%4.34%-3.15%-1.39%26.91%
20235.75%-5.28%7.89%0.92%-1.34%-2.21%2.26%-1.23%-4.76%7.40%2.54%1.34%12.96%
2022-1.62%6.18%1.26%-2.05%-3.19%-1.62%-2.51%-2.97%-2.80%-1.82%8.43%3.02%-0.50%
2021-3.12%-6.32%-1.16%3.59%7.64%-7.10%2.61%-0.00%-3.32%1.55%-0.68%3.24%-4.01%

Benchmark Metrics

Goldman Sachs Physical Gold ETF has an annualized alpha of 17.28%, beta of 0.11, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since August 15, 2018.

  • This ETF captured 40.50% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -12.86%) - a profile typical of hedging or uncorrelated assets.
  • Beta of 0.11 may look defensive, but with R2 of 0.01 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.01 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
17.28%
Beta
0.11
0.01
Upside Capture
40.50%
Downside Capture
-12.86%

Expense Ratio

AAAU has an expense ratio of 0.18%, which is considered low.


Return for Risk

Risk / Return Rank

AAAU ranks 24 for risk / return — below 24% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


AAAU Risk / Return Rank: 2424
Overall Rank
AAAU Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
AAAU Sortino Ratio Rank: 2323
Sortino Ratio Rank
AAAU Omega Ratio Rank: 2828
Omega Ratio Rank
AAAU Calmar Ratio Rank: 2222
Calmar Ratio Rank
AAAU Martin Ratio Rank: 2222
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Goldman Sachs Physical Gold ETF (AAAU) and compare them to S&P 500 Index.

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.


AAAUBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.14

Sortino ratioReturn per unit of downside risk

-1.50

Omega ratioGain probability vs. loss probability

1.19

1.37

-0.18

Calmar ratioReturn relative to maximum drawdown

1.00

2.78

-1.79

Martin ratioReturn relative to average drawdown

2.72

12.44

-9.72

Dividends

Dividend History


Goldman Sachs Physical Gold ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the Goldman Sachs Physical Gold ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Goldman Sachs Physical Gold ETF was 24.38%, occurring on Jun 10, 2026. The portfolio has not yet recovered.

The current Goldman Sachs Physical Gold ETF drawdown is 22.38%.


Related event

Drawdown

Fall

Recovery

Underwater

2026 bear market2026
-24.38%Jun 2026
4mo 11d
4mo 24dJan 2026 - now
Bear market2022
-21.63%Sep 2022
2y 1mo1y 3mo
3y 4moAug 2020 - Dec 2023
COVID crash2020
-12.43%Mar 2020
9d21d
1moMar 2020 - Apr 2020
2025 correction2025
-10.06%Nov 2025
14d1mo 18d
2mo 2dOct 2025 - Dec 2025
2024 pullback2024
-8.12%Nov 2024
15d2mo 16d
3mo 1dOct 2024 - Jan 2025

Drawdown Indicators


AAAUBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-24.38%

-56.78%

+32.40%

Max Drawdown (1Y)

Largest decline over 1 year

-24.38%

-9.10%

-15.28%

Max Drawdown (3Y)

Largest decline over 3 years

-24.38%

-18.90%

-5.48%

Max Drawdown (5Y)

Largest decline over 5 years

-24.38%

-25.43%

+1.05%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-22.38%

-1.80%

-20.58%

Average Drawdown

Average peak-to-trough decline

-6.27%

-10.71%

+4.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.92%

2.03%

+6.89%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with AAAU

Add Goldman Sachs Physical Gold ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with AAAU