GDC vs. IAU
GDC (GD Culture Group Limited) is a stock, while IAU (iShares Gold Trust) is Gold fund tracking the LBMA Gold Price. Over the past 10 years, GDC returned -63.29%/yr vs 11.38%/yr for IAU. At a 0.03 correlation, their price movements are largely independent.
Performance
GDC vs. IAU - Performance Comparison
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Returns By Period
In the year-to-date period, GDC achieves a -99.85% return, which is significantly lower than IAU's -6.99% return. Over the past 10 years, GDC has underperformed IAU with an annualized return of -63.29%, while IAU has yielded a comparatively higher 11.38% annualized return.
GDC
- 1D
- -4.12%
- 1M
- -69.39%
- 6M
- -99.88%
- YTD
- -99.85%
- 1Y
- -99.81%
- 3Y*
- -87.67%
- 5Y*
- -83.47%
- 10Y*
- -63.29%
IAU
- 1D
- 0.94%
- 1M
- -5.20%
- 6M
- -12.48%
- YTD
- -6.99%
- 1Y
- 19.92%
- 3Y*
- 26.32%
- 5Y*
- 16.97%
- 10Y*
- 11.38%
GDC vs. IAU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GDC GD Culture Group Limited | -99.85% | 125.40% | -26.46% | 23.04% | -93.49% | -44.85% | 61.67% | -21.57% | -69.28% | 1.12% |
IAU iShares Gold Trust | -6.99% | 63.95% | 26.85% | 12.84% | -0.63% | -4.00% | 25.03% | 17.98% | -1.76% | 12.91% |
Correlation
The correlation between GDC and IAU is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Dec 29, 2015 | 0.03 |
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Return for Risk
GDC vs. IAU — Risk / Return Rank
GDC
IAU
GDC vs. IAU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GD Culture Group Limited (GDC) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GDC | IAU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.21 | ||
| Sortino ratioReturn per unit of downside risk | -2.56 | ||
| Omega ratioGain probability vs. loss probability | 0.76 | 1.15 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -1.00 | 0.76 | -1.76 |
| Martin ratioReturn relative to average drawdown | -1.57 | 1.79 | -3.36 |
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Drawdowns
GDC vs. IAU - Drawdown Comparison
The maximum GDC drawdown since its inception was -100.00%, which is greater than IAU's maximum drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for GDC and IAU.
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Drawdown Indicators
| GDC | IAU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -100.00% | -45.14% | -54.86% |
Max Drawdown (1Y)Largest decline over 1 year | -99.94% | -26.36% | -73.58% |
Max Drawdown (3Y)Largest decline over 3 years | -99.94% | -26.36% | -73.58% |
Max Drawdown (5Y)Largest decline over 5 years | -99.99% | -26.36% | -73.63% |
Max Drawdown (10Y)Largest decline over 10 years | -100.00% | -26.36% | -73.64% |
Current DrawdownCurrent decline from peak | -100.00% | -25.67% | -74.33% |
Average DrawdownAverage peak-to-trough decline | -66.67% | -16.00% | -50.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 63.44% | 11.13% | +52.31% |
Volatility
GDC vs. IAU - Volatility Comparison
GD Culture Group Limited (GDC) has a higher volatility of 66.97% compared to iShares Gold Trust (IAU) at 6.66%. This indicates that GDC'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
| GDC | IAU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 66.97% | 6.66% | +60.31% |
Volatility (6M)Calculated over the trailing 6-month period | 310.89% | 24.04% | +286.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 203.98% | 27.80% | +176.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 162.29% | 18.35% | +143.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 148.74% | 16.05% | +132.69% |
Dividends
GDC vs. IAU - Dividend Comparison
Neither GDC nor IAU has paid dividends to shareholders.
Frequently Asked Questions
GDC and IAU have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GDC has higher volatility (66.97%) compared to IAU (6.66%). In terms of maximum drawdown, GDC dropped -100.00% vs IAU's -45.14%.
IAU currently has the higher Sharpe Ratio (0.72 vs -0.49), 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.
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