G vs. IAUM

Last updated Apr 2, 2026

Compare and contrast key facts about Genpact Limited (G) and iShares Gold Trust Micro (IAUM).

IAUM is a passively managed fund by iShares that tracks the performance of the LBMA Gold Price. It was launched on Jun 15, 2021.

Performance

G vs. IAUM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Genpact Limited (G) and iShares Gold Trust Micro (IAUM). The values are adjusted to include any dividend payments, if applicable.

G vs. IAUM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
G Genpact Limited	-20.02%	10.56%	25.78%	-23.98%	-11.74%	17.33%
IAUM iShares Gold Trust Micro	10.49%	64.27%	27.04%	13.12%	-0.49%	3.87%

Returns By Period

In the year-to-date period, G achieves a -20.02% return, which is significantly lower than IAUM's 10.49% return.

G

• 1D: -0.05%
• 1M: -6.96%
• YTD: -20.02%
• 6M: -10.25%
• 1Y: -25.14%
• 3Y*: -5.47%
• 5Y*: -1.59%
• 10Y*: 4.15%

IAUM

• 1D: 1.71%
• 1M: -10.65%
• YTD: 10.49%
• 6M: 23.22%
• 1Y: 52.68%
• 3Y*: 34.12%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

G vs. IAUM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

G

G Risk / Return Rank: 9
G Sharpe Ratio Rank: 11
G Sortino Ratio Rank: 13
G Omega Ratio Rank: 12
G Calmar Ratio Rank: 7
G Martin Ratio Rank: 5

IAUM

IAUM Risk / Return Rank: 86
IAUM Sharpe Ratio Rank: 88
IAUM Sortino Ratio Rank: 85
IAUM Omega Ratio Rank: 85
IAUM Calmar Ratio Rank: 86
IAUM Martin Ratio Rank: 84

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.

G vs. IAUM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Genpact Limited (G) 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.

	G	IAUM	Difference
Sharpe ratio Return per unit of total volatility	-0.70	1.92	-2.63
Sortino ratio Return per unit of downside risk	-0.86	2.35	-3.22
Omega ratio Gain probability vs. loss probability	0.88	1.35	-0.47
Calmar ratio Return relative to maximum drawdown	-0.91	2.74	-3.65
Martin ratio Return relative to average drawdown	-1.65	10.02	-11.68
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

G vs. IAUM - Sharpe Ratio Comparison

The current G Sharpe Ratio is -0.70, which is lower than the IAUM Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of G and IAUM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	G	IAUM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.70	1.92	-2.63
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.06	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.15	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.18	1.31	-1.13

Correlation

The correlation between G and IAUM is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

G vs. IAUM - Dividend Comparison

G's dividend yield for the trailing twelve months is around 1.87%, while IAUM has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
G Genpact Limited	1.87%	1.45%	1.42%	1.58%	1.08%	0.81%	0.94%	0.81%	1.11%	0.76%
IAUM iShares Gold Trust Micro	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

G vs. IAUM - Drawdown Comparison

The maximum G drawdown since its inception was -64.14%, which is greater than IAUM's maximum drawdown of -20.87%. Use the drawdown chart below to compare losses from any high point for G and IAUM.

Drawdown Indicators

	G	IAUM	Difference
Max Drawdown Largest peak-to-trough decline	-64.14%	-20.87%	-43.27%
Max Drawdown (1Y) Largest decline over 1 year	-27.30%	-19.15%	-8.15%
Max Drawdown (5Y) Largest decline over 5 years	-41.31%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-49.47%	—	—
Current Drawdown Current decline from peak	-31.62%	-11.69%	-19.93%
Average Drawdown Average peak-to-trough decline	-15.29%	-4.99%	-10.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.03%	5.23%	+9.80%

Volatility

G vs. IAUM - Volatility Comparison

The current volatility for Genpact Limited (G) is 7.73%, while iShares Gold Trust Micro (IAUM) has a volatility of 10.38%. This indicates that G experiences smaller price fluctuations and is considered to be less risky than IAUM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	G	IAUM	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.73%	10.38%	-2.65%
Volatility (6M) Calculated over the trailing 6-month period	26.61%	24.00%	+2.61%
Volatility (1Y) Calculated over the trailing 1-year period	35.86%	27.53%	+8.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.87%	17.79%	+10.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.64%	17.79%	+9.85%