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GLDM vs. IAUI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLDM vs. IAUI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Gold MiniShares Trust (GLDM) and NEOS Gold High Income ETF (IAUI). 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 0.06% return, which is significantly higher than IAUI's -1.07% return.


GLDM

1D
-3.67%
1M
-8.00%
YTD
0.06%
6M
2.68%
1Y
28.49%
3Y*
29.91%
5Y*
17.81%
10Y*

IAUI

1D
-3.26%
1M
-6.70%
YTD
-1.07%
6M
1.17%
1Y
19.26%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLDM vs. IAUI - Yearly Performance Comparison


2026 (YTD)2025
GLDM
SPDR Gold MiniShares Trust
0.06%28.41%
IAUI
NEOS Gold High Income ETF
-1.07%20.56%

Correlation

The correlation between GLDM and IAUI is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 6, 2025

0.96

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Return for Risk

GLDM vs. IAUI — Risk / Return Rank

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

GLDM
GLDM Risk / Return Rank: 3030
Overall Rank
GLDM Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
GLDM Sortino Ratio Rank: 2828
Sortino Ratio Rank
GLDM Omega Ratio Rank: 3333
Omega Ratio Rank
GLDM Calmar Ratio Rank: 3030
Calmar Ratio Rank
GLDM Martin Ratio Rank: 2727
Martin Ratio Rank

IAUI
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.

GLDM vs. IAUI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Gold MiniShares Trust (GLDM) and NEOS Gold High Income ETF (IAUI). 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.


GLDMIAUIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.22

Calmar ratioReturn relative to maximum drawdown

1.43

Martin ratioReturn relative to average drawdown

3.63

GLDM vs. IAUI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GLDMIAUIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

Sharpe Ratio (All Time)

Calculated using the full available price history

0.99

0.95

+0.04

Drawdowns

GLDM vs. IAUI - Drawdown Comparison

The maximum GLDM drawdown since its inception was -21.63%, which is greater than IAUI's maximum drawdown of -16.88%. Use the drawdown chart below to compare losses from any high point for GLDM and IAUI.


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Drawdown Indicators


GLDMIAUIDifference

Max Drawdown

Largest peak-to-trough decline

-21.63%

-16.88%

-4.75%

Max Drawdown (1Y)

Largest decline over 1 year

-20.00%

-16.88%

-3.12%

Max Drawdown (3Y)

Largest decline over 3 years

-20.00%

Max Drawdown (5Y)

Largest decline over 5 years

-20.92%

Current Drawdown

Current decline from peak

-20.00%

-16.10%

-3.90%

Average Drawdown

Average peak-to-trough decline

-6.23%

-3.54%

-2.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.86%

Volatility

GLDM vs. IAUI - Volatility Comparison


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Volatility by Period


GLDMIAUIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.65%

Volatility (6M)

Calculated over the trailing 6-month period

23.31%

Volatility (1Y)

Calculated over the trailing 1-year period

26.65%

20.51%

+6.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.97%

20.51%

-2.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.90%

20.51%

-3.61%

GLDM vs. IAUI - Expense Ratio Comparison

GLDM has a 0.10% expense ratio, which is lower than IAUI's 0.78% expense ratio.


Dividends

GLDM vs. IAUI - Dividend Comparison

GLDM has not paid dividends to shareholders, while IAUI's dividend yield for the trailing twelve months is around 13.00%.


PositionTTM2025
GLDM
SPDR Gold MiniShares Trust
0.00%0.00%
IAUI
NEOS Gold High Income ETF
13.00%6.88%

Frequently Asked Questions


With a correlation of 0.96, GLDM and IAUI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On 1-year performance, GLDM leads with 28.49% vs 19.26% for IAUI. On fees, GLDM is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, GLDM has performed better with a 28.49% return vs 19.26%. 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 0.78% for IAUI.

IAUI has the higher dividend yield at 13.00%, compared with 0.00% for GLDM.

GLDM is categorized as Gold, while IAUI is Derivative Income. They also come from different issuers: State Street and Neos. Their fees differ too: 0.10% for GLDM and 0.78% for IAUI.

Portfolio Optimizer

Find the right allocation for GLDM and IAUI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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