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GLDM vs. IAUM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GLDM vs. IAUM - Performance Comparison

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

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GLDM vs. IAUM - Yearly Performance Comparison


2026 (YTD)20252024202320222021
GLDM
SPDR Gold MiniShares Trust
8.57%64.20%27.08%13.04%-0.47%3.71%
IAUM
iShares Gold Trust Micro
8.63%64.27%27.04%13.12%-0.49%3.87%

Returns By Period

The year-to-date returns for both investments are quite close, with GLDM having a 8.57% return and IAUM slightly higher at 8.63%.


GLDM

1D
3.77%
1M
-10.99%
YTD
8.57%
6M
21.24%
1Y
49.77%
3Y*
33.33%
5Y*
21.91%
10Y*

IAUM

1D
3.78%
1M
-11.00%
YTD
8.63%
6M
21.30%
1Y
49.82%
3Y*
33.36%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GLDM vs. IAUM - Expense Ratio Comparison

GLDM has a 0.10% expense ratio, which is higher than IAUM's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

GLDM vs. IAUM — Risk / Return Rank

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

GLDM
GLDM Risk / Return Rank: 8888
Overall Rank
GLDM Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
GLDM Sortino Ratio Rank: 8686
Sortino Ratio Rank
GLDM Omega Ratio Rank: 8686
Omega Ratio Rank
GLDM Calmar Ratio Rank: 8989
Calmar Ratio Rank
GLDM Martin Ratio Rank: 8888
Martin Ratio Rank

IAUM
IAUM Risk / Return Rank: 8888
Overall Rank
IAUM Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
IAUM Sortino Ratio Rank: 8787
Sortino Ratio Rank
IAUM Omega Ratio Rank: 8686
Omega Ratio Rank
IAUM Calmar Ratio Rank: 8989
Calmar Ratio Rank
IAUM Martin Ratio Rank: 8888
Martin Ratio Rank
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. IAUM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Gold MiniShares Trust (GLDM) 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.


GLDMIAUMDifference

Sharpe ratio

Return per unit of total volatility

1.82

1.82

-0.01

Sortino ratio

Return per unit of downside risk

2.25

2.26

0.00

Omega ratio

Gain probability vs. loss probability

1.33

1.33

0.00

Calmar ratio

Return relative to maximum drawdown

2.71

2.72

-0.01

Martin ratio

Return relative to average drawdown

10.04

10.05

-0.01

GLDM vs. IAUM - Sharpe Ratio Comparison

The current GLDM Sharpe Ratio is 1.82, which is comparable to the IAUM Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of GLDM 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.


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Sharpe Ratios by Period


GLDMIAUMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.82

1.82

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.25

Sharpe Ratio (All Time)

Calculated using the full available price history

1.09

1.29

-0.19

Correlation

The correlation between GLDM and IAUM is 1.00, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GLDM vs. IAUM - Dividend Comparison

Neither GLDM nor IAUM has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

GLDM vs. IAUM - Drawdown Comparison

The maximum GLDM drawdown since its inception was -21.63%, roughly equal to the maximum IAUM drawdown of -20.87%. Use the drawdown chart below to compare losses from any high point for GLDM and IAUM.


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Drawdown Indicators


GLDMIAUMDifference

Max Drawdown

Largest peak-to-trough decline

-21.63%

-20.87%

-0.76%

Max Drawdown (1Y)

Largest decline over 1 year

-19.14%

-19.15%

+0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-20.92%

Current Drawdown

Current decline from peak

-13.19%

-13.18%

-0.01%

Average Drawdown

Average peak-to-trough decline

-6.04%

-4.98%

-1.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.16%

5.18%

-0.02%

Volatility

GLDM vs. IAUM - Volatility Comparison

SPDR Gold MiniShares Trust (GLDM) and iShares Gold Trust Micro (IAUM) have volatilities of 11.01% and 10.97%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLDMIAUMDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.01%

10.97%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

24.07%

23.96%

+0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

27.57%

27.51%

+0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.65%

17.78%

-0.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.77%

17.78%

-1.01%