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iShares Gold Strategy ETF (IAUF)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS46431W6140
CUSIP46431W614
IssueriShares
Inception DateJun 6, 2018
RegionGlobal (Broad)
CategoryPrecious Metals, Gold
Index TrackedBloomberg Composite Gold Index
Asset ClassCommodity

Expense Ratio

The iShares Gold Strategy ETF has a high expense ratio of 0.25%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.25%

Share Price Chart


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Compare to other instruments

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


iShares Gold Strategy ETF

Popular comparisons: IAUF vs. IAU, IAUF vs. IAUM, IAUF vs. GLD, IAUF vs. OUNZ, IAUF vs. VOO, IAUF vs. GLDM, IAUF vs. GFI, IAUF vs. SLV, IAUF vs. SGOL, IAUF vs. PHYS

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares Gold Strategy ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
23.50%
15.74%
IAUF (iShares Gold Strategy ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

iShares Gold Strategy ETF had a return of 15.06% year-to-date (YTD) and 17.85% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date15.06%6.12%
1 month10.13%-1.08%
6 months23.50%15.73%
1 year17.85%22.34%
5 years (annualized)12.03%11.82%
10 years (annualized)N/A10.53%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.49%0.42%8.55%
2023-4.73%7.36%2.51%1.29%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of IAUF is 65, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of IAUF is 6565
iShares Gold Strategy ETF(IAUF)
The Sharpe Ratio Rank of IAUF is 6767Sharpe Ratio Rank
The Sortino Ratio Rank of IAUF is 6868Sortino Ratio Rank
The Omega Ratio Rank of IAUF is 6666Omega Ratio Rank
The Calmar Ratio Rank of IAUF is 6868Calmar Ratio Rank
The Martin Ratio Rank of IAUF is 5757Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares Gold Strategy ETF (IAUF) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


IAUF
Sharpe ratio
The chart of Sharpe ratio for IAUF, currently valued at 1.32, compared to the broader market0.002.004.001.32
Sortino ratio
The chart of Sortino ratio for IAUF, currently valued at 2.04, compared to the broader market-2.000.002.004.006.008.0010.002.04
Omega ratio
The chart of Omega ratio for IAUF, currently valued at 1.23, compared to the broader market1.001.502.002.501.23
Calmar ratio
The chart of Calmar ratio for IAUF, currently valued at 1.08, compared to the broader market0.002.004.006.008.0010.0012.001.08
Martin ratio
The chart of Martin ratio for IAUF, currently valued at 3.47, compared to the broader market0.0020.0040.0060.0080.003.47
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market0.002.004.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.65, compared to the broader market0.0020.0040.0060.0080.007.65

Sharpe Ratio

The current iShares Gold Strategy ETF Sharpe ratio is 1.32. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.32
1.89
IAUF (iShares Gold Strategy ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares Gold Strategy ETF granted a 11.46% dividend yield in the last twelve months. The annual payout for that period amounted to $7.17 per share.


PeriodTTM202320222021202020192018
Dividend$7.17$7.17$0.48$0.00$4.47$5.26$0.37

Dividend yield

11.46%13.18%0.88%0.00%7.61%10.04%0.77%

Monthly Dividends

The table displays the monthly dividend distributions for iShares Gold Strategy ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$7.17
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.48
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$4.47
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$5.26
2018$0.37

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril0
-3.66%
IAUF (iShares Gold Strategy ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares Gold Strategy 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 iShares Gold Strategy ETF was 23.35%, occurring on Sep 26, 2022. Recovery took 362 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-23.35%Aug 7, 2020538Sep 26, 2022362Mar 6, 2024900
-12.37%Mar 10, 20208Mar 19, 202015Apr 9, 202023
-7.67%Jun 21, 201813Aug 16, 201840Dec 31, 201853
-6.73%Sep 5, 201960Nov 27, 201925Jan 6, 202085
-5.25%Feb 20, 201942May 2, 201926Jun 18, 201968

Volatility

Volatility Chart

The current iShares Gold Strategy ETF volatility is 4.18%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
4.18%
3.44%
IAUF (iShares Gold Strategy ETF)
Benchmark (^GSPC)