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IAU vs. AAAU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IAU and AAAU is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

IAU vs. AAAU - Performance Comparison

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

120.00%140.00%160.00%180.00%December2025FebruaryMarchAprilMay
186.47%
188.07%
IAU
AAAU

Key characteristics

Sharpe Ratio

IAU:

2.80

AAAU:

2.82

Sortino Ratio

IAU:

3.70

AAAU:

3.74

Omega Ratio

IAU:

1.48

AAAU:

1.48

Calmar Ratio

IAU:

5.94

AAAU:

5.95

Martin Ratio

IAU:

15.95

AAAU:

16.04

Ulcer Index

IAU:

3.03%

AAAU:

3.02%

Daily Std Dev

IAU:

17.28%

AAAU:

17.17%

Max Drawdown

IAU:

-45.14%

AAAU:

-21.63%

Current Drawdown

IAU:

-0.03%

AAAU:

-0.01%

Returns By Period

The year-to-date returns for both stocks are quite close, with IAU having a 30.42% return and AAAU slightly lower at 30.40%.


IAU

YTD

30.42%

1M

12.77%

6M

24.63%

1Y

46.92%

5Y*

14.54%

10Y*

10.91%

AAAU

YTD

30.40%

1M

12.77%

6M

24.66%

1Y

46.95%

5Y*

14.66%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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IAU vs. AAAU - Expense Ratio Comparison

IAU has a 0.25% expense ratio, which is higher than AAAU's 0.18% 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%.


Risk-Adjusted Performance

IAU vs. AAAU — Risk-Adjusted Performance Rank

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

IAU
The Risk-Adjusted Performance Rank of IAU is 9797
Overall Rank
The Sharpe Ratio Rank of IAU is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of IAU is 9797
Sortino Ratio Rank
The Omega Ratio Rank of IAU is 9696
Omega Ratio Rank
The Calmar Ratio Rank of IAU is 9898
Calmar Ratio Rank
The Martin Ratio Rank of IAU is 9696
Martin Ratio Rank

AAAU
The Risk-Adjusted Performance Rank of AAAU is 9797
Overall Rank
The Sharpe Ratio Rank of AAAU is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of AAAU is 9797
Sortino Ratio Rank
The Omega Ratio Rank of AAAU is 9696
Omega Ratio Rank
The Calmar Ratio Rank of AAAU is 9898
Calmar Ratio Rank
The Martin Ratio Rank of AAAU is 9696
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IAU vs. AAAU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Trust (IAU) and Goldman Sachs Physical Gold ETF (AAAU). 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 IAU Sharpe Ratio is 2.80, which is comparable to the AAAU Sharpe Ratio of 2.82. The chart below compares the historical Sharpe Ratios of IAU and AAAU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio2.002.503.00December2025FebruaryMarchAprilMay
2.80
2.82
IAU
AAAU

Dividends

IAU vs. AAAU - Dividend Comparison

Neither IAU nor AAAU has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IAU vs. AAAU - Drawdown Comparison

The maximum IAU drawdown since its inception was -45.14%, which is greater than AAAU's maximum drawdown of -21.63%. Use the drawdown chart below to compare losses from any high point for IAU and AAAU. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%December2025FebruaryMarchAprilMay
-0.03%
-0.01%
IAU
AAAU

Volatility

IAU vs. AAAU - Volatility Comparison

iShares Gold Trust (IAU) and Goldman Sachs Physical Gold ETF (AAAU) have volatilities of 8.98% and 8.83%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%December2025FebruaryMarchAprilMay
8.98%
8.83%
IAU
AAAU