GOEX vs. IAU

In the year-to-date period, GOEX achieves a 49.19% return, which is significantly higher than IAU's 26.78% return. Over the past 10 years, GOEX has outperformed IAU with an annualized return of 13.34%, while IAU has yielded a comparatively lower 10.36% annualized return.

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GOEX has a 0.65% expense ratio, which is higher than IAU's 0.25% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Global X Gold Explorers ETF (GOEX) 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.

The current GOEX Sharpe Ratio is 1.56, which is lower than the IAU Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of GOEX and IAU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GOEX's dividend yield for the trailing twelve months is around 1.65%, while IAU has not paid dividends to shareholders.

The maximum GOEX drawdown since its inception was -88.83%, which is greater than IAU's maximum drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for GOEX and IAU. For additional features, visit the drawdowns tool.

Global X Gold Explorers ETF (GOEX) has a higher volatility of 12.57% compared to iShares Gold Trust (IAU) at 8.60%. This indicates that GOEX'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.