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ISIN
US4642851053
CUSIP
464285204
Issuer
iShares
Inception Date
Jan 21, 2005
Region
Global (Global)
Leveraged
1x (No leverage)
Index Tracked
LBMA Gold Price
Domicile
United States
Distribution Policy
Accumulating
Asset Class
Commodity
Assets Under Management
$70B

Share Price Chart


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Performance

IAU Performance Chart

iShares Gold Trust (IAU) is up 4.0% since the beginning of the year. IAU is currently trading at $84 per share. Investors who bought $1,000 worth of IAU shares 5 years ago would now be looking at an investment worth $2,368.


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S&P 500 Index

Returns By Period

iShares Gold Trust (IAU) has returned 4.00% so far this year and 32.38% over the past 12 months. Over the last ten years, IAU has had an annualized return of 13.42%, just under the S&P 500 Index benchmark’s 13.75%.


iShares Gold Trust

1D
0.18%
1M
-2.65%
YTD
4.00%
6M
6.47%
1Y
32.38%
3Y*
31.72%
5Y*
18.82%
10Y*
13.42%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IAU Monthly Returns History

Based on dividend-adjusted daily data since Jan 28, 2005, IAU's average daily return is +0.05%, while the average monthly return is +1.01%. At this rate, an investment would double in approximately 5.7 years.

Historically, 53% of months were positive and 47% were negative. The best month was Nov 2009 with a return of +12.7%, while the worst month was Oct 2008 at -16.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 7 months.

On a daily basis, IAU closed higher 52% of trading days. The best single day was Sep 17, 2008 with a return of +11.7%, while the worst single day was Jan 30, 2026 at -10.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202612.36%8.63%-11.01%-1.49%-1.57%-1.25%4.00%
20256.79%1.89%9.45%5.44%-0.02%0.32%-0.56%4.98%11.78%3.60%5.33%2.22%63.95%
2024-1.38%0.42%8.69%3.07%1.59%-0.14%5.39%2.12%5.12%4.31%-3.07%-1.47%26.85%
20235.78%-5.38%7.94%0.91%-1.35%-2.18%2.23%-1.21%-4.79%7.43%2.53%1.27%12.84%
2022-1.69%6.11%1.43%-2.14%-3.25%-1.61%-2.51%-2.96%-2.87%-1.74%8.46%2.95%-0.63%
2021-3.20%-6.32%-1.09%3.63%7.60%-7.03%2.52%-0.09%-3.24%1.56%-0.74%3.36%-4.00%

Benchmark Metrics

iShares Gold Trust has an annualized alpha of 12.54%, beta of 0.06, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since January 31, 2005.

  • This ETF captured 26.40% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -26.82%) - a profile typical of hedging or uncorrelated assets.
  • Beta of 0.06 may look defensive, but with R2 of 0.00 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 0.00 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
12.54%
Beta
0.06
0.00
Upside Capture
26.40%
Downside Capture
-26.82%

Expense Ratio

IAU has an expense ratio of 0.25%, which is considered low.


Return for Risk

Risk / Return Rank

IAU ranks 32 for risk / return — below 32% 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.


IAU Risk / Return Rank: 3232
Overall Rank
IAU Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
IAU Sortino Ratio Rank: 3030
Sortino Ratio Rank
IAU Omega Ratio Rank: 3636
Omega Ratio Rank
IAU Calmar Ratio Rank: 3333
Calmar Ratio Rank
IAU Martin Ratio Rank: 2929
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 iShares Gold Trust (IAU) and compare them to S&P 500 Index.


IAUBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.23

2.39

-1.16

Sortino ratio

Return per unit of downside risk

1.63

3.25

-1.63

Omega ratio

Gain probability vs. loss probability

1.25

1.43

-0.19

Calmar ratio

Return relative to maximum drawdown

1.70

3.11

-1.42

Martin ratio

Return relative to average drawdown

4.25

14.38

-10.13

Dividends

Dividend History


iShares Gold Trust 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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the iShares Gold Trust. 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 iShares Gold Trust was 45.14%, occurring on Dec 2, 2015. Recovery took 1169 trading sessions.

The current iShares Gold Trust drawdown is 16.88%.


Related event

Drawdown

Fall

Recovery

Underwater

2015 bear market2015
-45.14%Dec 2015
4y 3mo4y 7mo
8y 11moAug 2011 - Jul 2020
Financial crisis2007–2009
-29.23%Nov 2008
7mo 29d10mo 8d
1y 6moMar 2008 - Sep 2009
2006 bear market2006
-21.99%Jun 2006
1mo 3d1y 3mo
1y 4moMay 2006 - Sep 2007
Bear market2022
-21.82%Sep 2022
2y 1mo1y 5mo
3y 7moAug 2020 - Mar 2024
2026 correction2026
-19.18%Mar 2026
1mo 25d
4mo 4dJan 2026 - now

Drawdown Indicators


IAUBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-45.14%

-56.78%

+11.64%

Max Drawdown (1Y)

Largest decline over 1 year

-19.18%

-9.10%

-10.08%

Max Drawdown (3Y)

Largest decline over 3 years

-19.18%

-18.90%

-0.28%

Max Drawdown (5Y)

Largest decline over 5 years

-20.93%

-25.43%

+4.50%

Max Drawdown (10Y)

Largest decline over 10 years

-21.82%

-33.92%

+12.10%

Current Drawdown

Current decline from peak

-16.88%

0.00%

-16.88%

Average Drawdown

Average peak-to-trough decline

-15.96%

-10.72%

-5.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.63%

1.97%

+5.66%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with IAU

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

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