GFI vs. IAUM
GFI (Gold Fields Limited) is a stock, while IAUM (iShares Gold Trust Micro) is Gold fund tracking the LBMA Gold Price PM. Over the past 3 years, GFI returned 39.19%/yr vs 29.28%/yr for IAUM. A 0.66 correlation means they provide meaningful diversification when combined.
Performance
GFI vs. IAUM - Performance Comparison
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Returns By Period
In the year-to-date period, GFI achieves a -13.96% return, which is significantly lower than IAUM's -2.40% return.
GFI
- 1D
- 1.67%
- 1M
- -9.36%
- YTD
- -13.96%
- 6M
- -13.63%
- 1Y
- 47.65%
- 3Y*
- 39.19%
- 5Y*
- 32.03%
- 10Y*
- 27.45%
IAUM
- 1D
- 0.10%
- 1M
- -7.37%
- YTD
- -2.40%
- 6M
- -2.08%
- 1Y
- 22.55%
- 3Y*
- 29.28%
- 5Y*
- —
- 10Y*
- —
GFI vs. IAUM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
GFI Gold Fields Limited | -13.96% | 240.42% | -6.27% | 44.90% | -2.61% | 25.45% |
IAUM iShares Gold Trust Micro | -2.40% | 64.27% | 27.04% | 13.12% | -0.49% | 3.87% |
Correlation
The correlation between GFI and IAUM is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2021 | 0.66 |
The correlation between GFI and IAUM has been stable across timeframes, ranging from 0.66 to 0.71 - a consistent structural relationship.
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Return for Risk
GFI vs. IAUM — Risk / Return Rank
GFI
IAUM
GFI vs. IAUM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gold Fields Limited (GFI) 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.
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.
| GFI | IAUM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.19 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.15 | 1.00 | +0.16 |
| Martin ratioReturn relative to average drawdown | 3.06 | 2.87 | +0.19 |
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Drawdowns
GFI vs. IAUM - Drawdown Comparison
The maximum GFI drawdown since its inception was -88.05%, which is greater than IAUM's maximum drawdown of -24.37%. Use the drawdown chart below to compare losses from any high point for GFI and IAUM.
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Drawdown Indicators
| GFI | IAUM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.05% | -24.37% | -63.68% |
Max Drawdown (1Y)Largest decline over 1 year | -43.90% | -24.37% | -19.53% |
Max Drawdown (3Y)Largest decline over 3 years | -43.90% | -24.37% | -19.53% |
Max Drawdown (5Y)Largest decline over 5 years | -56.22% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -63.09% | — | — |
Current DrawdownCurrent decline from peak | -38.93% | -21.99% | -16.94% |
Average DrawdownAverage peak-to-trough decline | -44.25% | -5.38% | -38.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.51% | 8.46% | +8.05% |
Volatility
GFI vs. IAUM - Volatility Comparison
Gold Fields Limited (GFI) has a higher volatility of 17.70% compared to iShares Gold Trust Micro (IAUM) at 7.71%. This indicates that GFI'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.
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Volatility by Period
| GFI | IAUM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.70% | 7.71% | +9.99% |
Volatility (6M)Calculated over the trailing 6-month period | 46.40% | 23.82% | +22.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 59.94% | 27.06% | +32.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.37% | 18.05% | +34.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 54.90% | 18.05% | +36.85% |
Dividends
GFI vs. IAUM - Dividend Comparison
GFI's dividend yield for the trailing twelve months is around 5.04%, while IAUM has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GFI Gold Fields Limited | 5.04% | 1.77% | 2.94% | 2.87% | 3.40% | 3.24% | 1.72% | 0.81% | 1.61% | 1.41% | 1.35% | 0.60% |
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% | 0.00% | 0.00% |
Frequently Asked Questions
GFI and IAUM have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GFI has higher volatility (17.70%) compared to IAUM (7.71%). In terms of maximum drawdown, GFI dropped -88.05% vs IAUM's -24.37%.
IAUM currently has the higher Sharpe Ratio (0.90 vs 0.85), 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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