BTC-USD vs. IAUM
BTC-USD (Bitcoin) is a cryptocurrency, while IAUM (iShares Gold Trust Micro) is Gold fund tracking the LBMA Gold Price PM. Over the past 3 years, BTC-USD returned 31.02%/yr vs 29.97%/yr for IAUM. At a 0.11 correlation, their price movements are largely independent.
Performance
BTC-USD vs. IAUM - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BTC-USD achieves a -29.97% return, which is significantly lower than IAUM's 0.07% return.
BTC-USD
- 1D
- -3.97%
- 1M
- -24.76%
- YTD
- -29.97%
- 6M
- -31.42%
- 1Y
- -39.67%
- 3Y*
- 31.02%
- 5Y*
- 11.35%
- 10Y*
- 59.37%
IAUM
- 1D
- -3.63%
- 1M
- -8.02%
- YTD
- 0.07%
- 6M
- 2.72%
- 1Y
- 28.61%
- 3Y*
- 29.97%
- 5Y*
- —
- 10Y*
- —
BTC-USD vs. IAUM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
BTC-USD Bitcoin | -29.97% | -6.27% | 120.76% | 155.82% | -64.23% | 28.71% |
IAUM iShares Gold Trust Micro | 0.07% | 64.27% | 27.04% | 13.12% | -0.49% | 3.87% |
Correlation
The correlation between BTC-USD and IAUM is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2021 | 0.11 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
BTC-USD vs. IAUM — Risk / Return Rank
BTC-USD
IAUM
BTC-USD vs. IAUM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and iShares Gold Trust Micro (IAUM). 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.
| BTC-USD | IAUM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.01 | ||
| Sortino ratioReturn per unit of downside risk | -2.76 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.22 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.78 | 1.44 | -2.22 |
| Martin ratioReturn relative to average drawdown | -1.39 | 3.64 | -5.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| BTC-USD | IAUM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.93 | 1.08 | -2.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.87 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 1.11 | +0.02 |
Drawdowns
BTC-USD vs. IAUM - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than IAUM's maximum drawdown of -20.87%. Use the drawdown chart below to compare losses from any high point for BTC-USD and IAUM.
Loading charts...
Drawdown Indicators
| BTC-USD | IAUM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -20.87% | -64.43% |
Max Drawdown (1Y)Largest decline over 1 year | -50.87% | -20.02% | -30.85% |
Max Drawdown (3Y)Largest decline over 3 years | -50.87% | -20.02% | -30.85% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | — | — |
Current DrawdownCurrent decline from peak | -50.87% | -20.02% | -30.85% |
Average DrawdownAverage peak-to-trough decline | -42.29% | -5.32% | -36.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.02% | 7.88% | +26.14% |
Volatility
BTC-USD vs. IAUM - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 10.54% compared to iShares Gold Trust Micro (IAUM) at 5.63%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than IAUM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BTC-USD | IAUM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.54% | 5.63% | +4.91% |
Volatility (6M)Calculated over the trailing 6-month period | 34.26% | 23.20% | +11.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.65% | 26.56% | +9.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.98% | 17.93% | +27.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.70% | 17.93% | +38.77% |
Frequently Asked Questions
BTC-USD and IAUM have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTC-USD has higher volatility (10.54%) compared to IAUM (5.63%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs IAUM's -20.87%.
IAUM currently has the higher Sharpe Ratio (1.08 vs -0.93), 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.
Find the right allocation for BTC-USD and IAUM
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer