HUMN vs. IAU

Last updated Jun 20, 2026

HUMN (Roundhill Humanoid Robotics ETF) and IAU (iShares Gold Trust) are both exchange-traded funds - HUMN is a Robotics fund actively managed by Roundhill, while IAU is a Gold fund tracking the LBMA Gold Price. HUMN is actively managed, while IAU is passively managed. At a 0.32 correlation, their price movements are largely independent. HUMN charges 0.75%/yr vs 0.25%/yr for IAU.

Performance

HUMN vs. IAU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Humanoid Robotics ETF (HUMN) and iShares Gold Trust (IAU). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, HUMN achieves a 21.30% return, which is significantly higher than IAU's -2.27% return.

HUMN

• 1D: 1.94%
• 1M: -1.58%
• YTD: 21.30%
• 6M: 24.86%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

IAU

• 1D: -0.39%
• 1M: -7.14%
• YTD: -2.27%
• 6M: -2.91%
• 1Y: 25.03%
• 3Y*: 28.88%
• 5Y*: 18.77%
• 10Y*: 12.29%

*Multi-year figures are annualized to reflect compound growth (CAGR)

HUMN vs. IAU - Yearly Performance Comparison

	2026 (YTD)	2025
HUMN Roundhill Humanoid Robotics ETF	21.30%	20.70%
IAU iShares Gold Trust	-2.27%	29.15%

Correlation

The correlation between HUMN and IAU is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 26, 2025	0.32

Return for Risk

HUMN vs. IAU — Risk / Return Rank

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

HUMN

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

IAU

IAU Risk / Return Rank: 25
IAU Sharpe Ratio Rank: 27
IAU Sortino Ratio Rank: 24
IAU Omega Ratio Rank: 29
IAU Calmar Ratio Rank: 22
IAU Martin Ratio Rank: 23

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.

HUMN vs. IAU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Humanoid Robotics ETF (HUMN) 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.

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.

	HUMN	IAU	Difference
Sharpe ratio: Return per unit of total volatility	—	0.92	—
Sortino ratio: Return per unit of downside risk	—	1.29	—
Omega ratio: Gain probability vs. loss probability	—	1.19	—
Calmar ratio: Return relative to maximum drawdown	—	1.03	—
Martin ratio: Return relative to average drawdown	—	2.83	—

Drawdowns

HUMN vs. IAU - Drawdown Comparison

The maximum HUMN drawdown since its inception was -20.40%, smaller than the maximum IAU drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for HUMN and IAU.

Drawdown Indicators

	HUMN	IAU	Difference
Max Drawdown Largest peak-to-trough decline	-20.40%	-45.14%	+24.74%
Max Drawdown (1Y) Largest decline over 1 year	—	-24.40%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-24.40%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-24.40%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-24.40%	—
Current Drawdown Current decline from peak	-6.94%	-21.90%	+14.96%
Average Drawdown Average peak-to-trough decline	-4.60%	-15.97%	+11.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	8.83%	—

Volatility

Volatility by Period

	HUMN	IAU	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	8.16%	—
Volatility (6M) Calculated over the trailing 6-month period	—	24.16%	—
Volatility (1Y) Calculated over the trailing 1-year period	30.73%	27.30%	+3.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.73%	18.16%	+12.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.73%	16.05%	+14.68%

HUMN vs. IAU - Expense Ratio Comparison

HUMN has a 0.75% expense ratio, which is higher than IAU's 0.25% expense ratio.

Dividends

HUMN vs. IAU - Dividend Comparison

HUMN's dividend yield for the trailing twelve months is around 0.60%, while IAU has not paid dividends to shareholders.

Position	TTM	2025
HUMN Roundhill Humanoid Robotics ETF	0.60%	0.72%
IAU iShares Gold Trust	0.00%	0.00%

Frequently Asked Questions

Can I hold both HUMN and IAU in my portfolio?

HUMN and IAU have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, HUMN or IAU?

On fees, IAU is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, HUMN or IAU?

IAU is cheaper with a 0.25% expense ratio, compared with 0.75% for HUMN.

Which ETF pays a higher dividend yield, HUMN or IAU?

HUMN has the higher dividend yield at 0.60%, compared with 0.00% for IAU.

What is the main difference between HUMN and IAU?

HUMN is categorized as Robotics, while IAU is Gold. They also come from different issuers: Roundhill and iShares. Their fees differ too: 0.75% for HUMN and 0.25% for IAU.