IAU vs. DD
IAU (iShares Gold Trust) is Gold fund tracking the LBMA Gold Price, while DD (DuPont de Nemours, Inc.) is a stock. Over the past 5 years, IAU returned 17.71%/yr vs 8.16%/yr for DD. At a 0.10 correlation, their price movements are largely independent.
Performance
IAU vs. DD - Performance Comparison
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Returns By Period
In the year-to-date period, IAU achieves a 0.26% return, which is significantly lower than DD's 18.70% return.
IAU
- 1D
- 0.20%
- 1M
- -8.43%
- YTD
- 0.26%
- 6M
- 3.08%
- 1Y
- 30.27%
- 3Y*
- 29.88%
- 5Y*
- 17.71%
- 10Y*
- 12.71%
DD
- 1D
- 0.30%
- 1M
- -4.49%
- YTD
- 18.70%
- 6M
- 17.59%
- 1Y
- 69.20%
- 3Y*
- 19.86%
- 5Y*
- 8.16%
- 10Y*
- —
IAU vs. DD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IAU iShares Gold Trust | 0.26% | 63.95% | 26.85% | 12.84% | -0.63% | -4.00% | 25.03% | 14.35% |
DD DuPont de Nemours, Inc. | 18.70% | 28.77% | 1.04% | 14.36% | -13.36% | 15.41% | 13.28% | -14.90% |
Correlation
The correlation between IAU and DD is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 2019 | 0.10 |
The correlation between IAU and DD shifts across timeframes, from 0.10 (all time) to 0.26 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IAU vs. DD — Risk / Return Rank
IAU
DD
IAU vs. DD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Gold Trust (IAU) and DuPont de Nemours, Inc. (DD). 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.
| IAU | DD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.13 | ||
| Sortino ratioReturn per unit of downside risk | -1.65 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.37 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.52 | 4.02 | -2.50 |
| Martin ratioReturn relative to average drawdown | 3.80 | 12.57 | -8.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IAU | DD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.14 | 2.27 | -1.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.99 | 0.27 | +0.71 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.23 | +0.38 |
Drawdowns
IAU vs. DD - Drawdown Comparison
The maximum IAU drawdown since its inception was -45.14%, smaller than the maximum DD drawdown of -62.03%. Use the drawdown chart below to compare losses from any high point for IAU and DD.
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Drawdown Indicators
| IAU | DD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.14% | -62.03% | +16.89% |
Max Drawdown (1Y)Largest decline over 1 year | -20.04% | -17.31% | -2.73% |
Max Drawdown (3Y)Largest decline over 3 years | -20.04% | -37.84% | +17.80% |
Max Drawdown (5Y)Largest decline over 5 years | -20.93% | -40.22% | +19.29% |
Max Drawdown (10Y)Largest decline over 10 years | -21.82% | — | — |
Current DrawdownCurrent decline from peak | -19.88% | -7.40% | -12.48% |
Average DrawdownAverage peak-to-trough decline | -15.97% | -14.58% | -1.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.99% | 5.52% | +2.47% |
Volatility
IAU vs. DD - Volatility Comparison
The current volatility for iShares Gold Trust (IAU) is 5.64%, while DuPont de Nemours, Inc. (DD) has a volatility of 9.34%. This indicates that IAU experiences smaller price fluctuations and is considered to be less risky than DD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IAU | DD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.64% | 9.34% | -3.70% |
Volatility (6M)Calculated over the trailing 6-month period | 23.33% | 22.88% | +0.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.68% | 30.67% | -3.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.02% | 29.95% | -11.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.94% | 33.77% | -17.83% |
Dividends
IAU vs. DD - Dividend Comparison
IAU has not paid dividends to shareholders, while DD's dividend yield for the trailing twelve months is around 103.98%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
DD DuPont de Nemours, Inc. | 103.98% | 121.72% | 1.99% | 1.87% | 1.92% | 1.49% | 1.69% | 0.93% |
IAU iShares Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IAU and DD have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DD has higher volatility (9.34%) compared to IAU (5.64%). In terms of maximum drawdown, IAU dropped -45.14% vs DD's -62.03%.
DD currently has the higher Sharpe Ratio (2.27 vs 1.14), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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