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CD91.DE vs. IAU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

CD91.DE vs. IAU

Last updated Apr 2, 2026

Compare and contrast key facts about Amundi NYSE Arca Gold Bugs UCITS ETF Dist (CD91.DE) and iShares Gold Trust (IAU).

CD91.DE and IAU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CD91.DE is a passively managed fund by Amundi that tracks the performance of the NYSE Arca Gold BUGS. It was launched on Dec 7, 2023. IAU is a passively managed fund by iShares that tracks the performance of the LBMA Gold Price. It was launched on Jan 21, 2005. Both CD91.DE and IAU are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

CD91.DE vs. IAU - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi NYSE Arca Gold Bugs UCITS ETF Dist (CD91.DE) and iShares Gold Trust (IAU). The values are adjusted to include any dividend payments, if applicable.

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CD91.DE vs. IAU - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
CD91.DE
Amundi NYSE Arca Gold Bugs UCITS ETF Dist		15.48%132.40%20.73%2.42%-1.60%-8.06%15.38%49.81%-12.27%-11.24%
IAU
iShares Gold Trust		12.18%44.49%35.22%9.45%5.53%3.18%14.73%20.65%2.85%-0.97%
Different Trading Currencies

CD91.DE is traded in EUR, while IAU is traded in USD. To make them comparable, the IAU values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, CD91.DE achieves a 15.48% return, which is significantly higher than IAU's 12.18% return. Over the past 10 years, CD91.DE has outperformed IAU with an annualized return of 16.87%, while IAU has yielded a comparatively lower 14.10% annualized return.

CD91.DE

1D
7.27%
1M
-13.37%
YTD
15.48%
6M
34.55%
1Y
112.52%
3Y*
44.76%
5Y*
25.82%
10Y*
16.87%

IAU

1D
1.62%
1M
-9.72%
YTD
12.18%
6M
24.80%
1Y
42.16%
3Y*
31.02%
5Y*
22.63%
10Y*
14.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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

Amundi NYSE Arca Gold Bugs UCITS ETF Dist

iShares Gold Trust

Often compared with CD91.DE:
CD91.DE vs. GDXCD91.DE vs. 4GLD.DECD91.DE vs. PLTRCD91.DE vs. SPMOCD91.DE vs. BNKE.LCD91.DE vs. GLDCD91.DE vs. GLDM
Often compared with IAU:
IAU vs. GLDIAU vs. GLDMIAU vs. IAUMIAU vs. SGOLIAU vs. GDXIAU vs. PHYSIAU vs. VOO

CD91.DE vs. IAU - Expense Ratio Comparison

CD91.DE has a 0.65% expense ratio, which is higher than IAU's 0.25% expense ratio.

CD91.DE
Amundi NYSE Arca Gold Bugs UCITS ETF Dist
IAU
iShares Gold Trust

Return for Risk

CD91.DE vs. IAU — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CD91.DE
CD91.DE Risk / Return Rank: 9393
Overall Rank
CD91.DE Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
CD91.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
CD91.DE Omega Ratio Rank: 9090
Omega Ratio Rank
CD91.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
CD91.DE Martin Ratio Rank: 9393
Martin Ratio Rank
IAU
IAU Risk / Return Rank: 8686
Overall Rank
IAU Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
IAU Sortino Ratio Rank: 8585
Sortino Ratio Rank
IAU Omega Ratio Rank: 8585
Omega Ratio Rank
IAU Calmar Ratio Rank: 8686
Calmar Ratio Rank
IAU Martin Ratio Rank: 8484
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.

CD91.DE vs. IAU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi NYSE Arca Gold Bugs UCITS ETF Dist (CD91.DE) and iShares Gold Trust (IAU). 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.

CD91.DEIAUDifference

Sharpe ratio

Return per unit of total volatility

2.67

1.66

+1.01

Sortino ratio

Return per unit of downside risk

2.90

2.10

+0.80

Omega ratio

Gain probability vs. loss probability

1.40

1.32

+0.08

Calmar ratio

Return relative to maximum drawdown

4.21

2.47

+1.74

Martin ratio

Return relative to average drawdown

14.68

8.55

+6.13

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CD91.DE vs. IAU - Sharpe Ratio Comparison

The current CD91.DE Sharpe Ratio is 2.67, which is higher than the IAU Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of CD91.DE and IAU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

CD91.DEIAUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.67

1.66

+1.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

1.38

-0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.96

-0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.68

-0.57

Correlation

The correlation between CD91.DE and IAU is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

CD91.DE vs. IAU - Dividend Comparison

CD91.DE's dividend yield for the trailing twelve months is around 0.12%, while IAU has not paid dividends to shareholders.

TTM202520242023202220212020201920182017
CD91.DE
Amundi NYSE Arca Gold Bugs UCITS ETF Dist		0.12%0.14%0.31%2.37%1.05%0.46%0.14%0.30%0.00%0.57%
IAU
iShares Gold Trust		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CD91.DE vs. IAU - Drawdown Comparison

The maximum CD91.DE drawdown since its inception was -80.32%, which is greater than IAU's maximum drawdown of -37.42%. Use the drawdown chart below to compare losses from any high point for CD91.DE and IAU.

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Drawdown Indicators

CD91.DEIAUDifference

Max Drawdown

Largest peak-to-trough decline

-80.32%

-45.14%

-35.18%

Max Drawdown (1Y)

Largest decline over 1 year

-27.16%

-19.18%

-7.98%

Max Drawdown (5Y)

Largest decline over 5 years

-39.56%

-20.93%

-18.63%

Max Drawdown (10Y)

Largest decline over 10 years

-55.46%

-21.82%

-33.64%

Current Drawdown

Current decline from peak

-13.37%

-11.71%

-1.66%

Average Drawdown

Average peak-to-trough decline

-46.89%

-15.98%

-30.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.79%

5.23%

+2.56%

Volatility

CD91.DE vs. IAU - Volatility Comparison

Amundi NYSE Arca Gold Bugs UCITS ETF Dist (CD91.DE) has a higher volatility of 17.63% compared to iShares Gold Trust (IAU) at 10.54%. This indicates that CD91.DE's price experiences larger fluctuations and is considered to be riskier than IAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CD91.DEIAUDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.63%

10.54%

+7.09%

Volatility (6M)

Calculated over the trailing 6-month period

35.39%

23.13%

+12.26%

Volatility (1Y)

Calculated over the trailing 1-year period

41.98%

25.59%

+16.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.84%

16.44%

+17.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.57%

14.78%

+19.79%