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GLDM vs. IAK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLDM vs. IAK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Gold MiniShares Trust (GLDM) and iShares U.S. Insurance ETF (IAK). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GLDM achieves a -6.13% return, which is significantly lower than IAK's 10.11% return.


GLDM

1D
0.00%
1M
-1.72%
6M
-12.88%
YTD
-6.13%
1Y
20.58%
3Y*
27.67%
5Y*
17.32%
10Y*
ALL TIME*
15.35%

IAK

1D
0.03%
1M
-0.03%
6M
12.56%
YTD
10.11%
1Y
19.67%
3Y*
19.67%
5Y*
15.99%
10Y*
13.18%
ALL TIME*
7.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$270.09M$250.20M$318.17M
$15.27M$20.59M$12.29M

GLDM vs. IAK - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
GLDM
SPDR Gold MiniShares Trust
-6.13%64.20%27.08%13.04%-0.47%-4.01%25.10%18.10%1.75%
IAK
iShares U.S. Insurance ETF
10.11%9.50%28.25%11.28%11.33%26.84%-2.86%25.94%-6.65%

Correlation

The correlation between GLDM and IAK is -0.11, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.11

Correlation (3Y)
Balances recent behavior with more history.

-0.02

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.01

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2018

-0.03

The correlation between GLDM and IAK shifts across timeframes, from -0.11 (1 year) to -0.01 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

GLDM vs. IAK — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GLDM
GLDM Risk / Return Rank: 2828
Overall Rank
GLDM Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
GLDM Sortino Ratio Rank: 2929
Sortino Ratio Rank
GLDM Omega Ratio Rank: 3333
Omega Ratio Rank
GLDM Calmar Ratio Rank: 2626
Calmar Ratio Rank
GLDM Martin Ratio Rank: 2323
Martin Ratio Rank

IAK
IAK Risk / Return Rank: 5454
Overall Rank
IAK Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
IAK Sortino Ratio Rank: 4949
Sortino Ratio Rank
IAK Omega Ratio Rank: 4747
Omega Ratio Rank
IAK Calmar Ratio Rank: 7272
Calmar Ratio Rank
IAK Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GLDM vs. IAK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Gold MiniShares Trust (GLDM) and iShares U.S. Insurance ETF (IAK). 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.


GLDMIAKDifference
Sharpe ratioReturn per unit of total volatility

-0.50

Sortino ratioReturn per unit of downside risk

-0.72

Omega ratioGain probability vs. loss probability

1.16

1.22

-0.06

Calmar ratioReturn relative to maximum drawdown

0.79

2.59

-1.81

Martin ratioReturn relative to average drawdown

1.69

6.29

-4.61

GLDM vs. IAK - Sharpe Ratio Comparison

The current GLDM Sharpe Ratio is 0.74, which is lower than the IAK Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of GLDM and IAK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GLDM vs. IAK - Drawdown Comparison

The maximum GLDM drawdown since its inception was -26.27%, smaller than the maximum IAK drawdown of -77.38%. Use the drawdown chart below to compare losses from any high point for GLDM and IAK.


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Drawdown Indicators


GLDMIAKDifference

Max Drawdown

Largest peak-to-trough decline

-26.27%

-77.38%

+51.11%

Max Drawdown (1Y)

Largest decline over 1 year

-26.27%

-7.62%

-18.65%

Max Drawdown (3Y)

Largest decline over 3 years

-26.27%

-11.58%

-14.69%

Max Drawdown (5Y)

Largest decline over 5 years

-26.27%

-14.76%

-11.51%

Max Drawdown (10Y)

Largest decline over 10 years

-44.95%

Current Drawdown

Current decline from peak

-24.94%

-3.20%

-21.74%

Average Drawdown

Average peak-to-trough decline

-6.57%

-16.01%

+9.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.22%

3.13%

+9.09%

Volatility

GLDM vs. IAK - Volatility Comparison

The current volatility for SPDR Gold MiniShares Trust (GLDM) is 6.00%, while iShares U.S. Insurance ETF (IAK) has a volatility of 6.56%. This indicates that GLDM experiences smaller price fluctuations and is considered to be less risky than IAK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLDMIAKDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.00%

6.56%

-0.56%

Volatility (6M)

Calculated over the trailing 6-month period

20.89%

12.42%

+8.47%

Volatility (1Y)

Calculated over the trailing 1-year period

27.91%

15.99%

+11.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.40%

18.13%

+0.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.09%

20.92%

-3.83%

GLDM vs. IAK - Expense Ratio Comparison

GLDM has a 0.10% expense ratio, which is lower than IAK's 0.38% expense ratio.


Dividends

GLDM vs. IAK - Dividend Comparison

GLDM has not paid dividends to shareholders, while IAK's dividend yield for the trailing twelve months is around 2.42%.


PositionTTM20252024202320222021202020192018201720162015
GLDM
SPDR Gold MiniShares Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IAK
iShares U.S. Insurance ETF
2.42%1.69%1.49%1.44%1.69%2.26%2.07%1.84%2.33%1.62%1.68%1.62%

Frequently Asked Questions


GLDM and IAK have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IAK has higher volatility (6.56%) compared to GLDM (6.00%). In terms of maximum drawdown, GLDM dropped -26.27% vs IAK's -77.38%.

On 5-year performance, GLDM leads with 17.32% vs 15.99% for IAK. On fees, GLDM is cheaper at 0.10% per year. On volatility, GLDM has been the lower-risk option at 6.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, GLDM has performed better with a 17.32% return vs 15.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GLDM is cheaper with a 0.10% expense ratio, compared with 0.38% for IAK.

IAK has the higher dividend yield at 2.42%, compared with 0.00% for GLDM.

GLDM is categorized as Gold, while IAK is Financials Equities. GLDM tracks LBMA Gold Price PM, while IAK tracks Dow Jones U.S. Select Insurance Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.10% for GLDM and 0.38% for IAK.

IAK currently has the higher Sharpe Ratio (1.24 vs 0.74), 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.

Portfolio Optimizer

Find the right allocation for GLDM and IAK

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