IAU vs. DELL
IAU (iShares Gold Trust) is Gold fund tracking the LBMA Gold Price, while DELL (Dell Technologies Inc.) is a stock. Over the past 5 years, IAU returned 17.23%/yr vs 52.50%/yr for DELL. At a 0.05 correlation, their price movements are largely independent.
Performance
IAU vs. DELL - Performance Comparison
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Returns By Period
In the year-to-date period, IAU achieves a -2.44% return, which is significantly lower than DELL's 216.60% return.
IAU
- 1D
- 0.08%
- 1M
- -7.39%
- YTD
- -2.44%
- 6M
- -2.22%
- 1Y
- 22.32%
- 3Y*
- 29.07%
- 5Y*
- 17.23%
- 10Y*
- 12.31%
DELL
- 1D
- 1.05%
- 1M
- 63.47%
- YTD
- 216.60%
- 6M
- 206.61%
- 1Y
- 266.54%
- 3Y*
- 104.49%
- 5Y*
- 52.50%
- 10Y*
- —
IAU vs. DELL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IAU iShares Gold Trust | -2.44% | 63.95% | 26.85% | 12.84% | -0.63% | -4.00% | 25.03% | 17.98% | 1.65% |
DELL Dell Technologies Inc. | 216.60% | 11.22% | 52.97% | 95.85% | -26.63% | 51.21% | 42.62% | 5.16% | 14.50% |
Correlation
The correlation between IAU and DELL is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Dec 21, 2018 | 0.05 |
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Return for Risk
IAU vs. DELL — Risk / Return Rank
IAU
DELL
IAU vs. DELL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Gold Trust (IAU) and Dell Technologies Inc. (DELL). 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.
| IAU | DELL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.00 | ||
| Sortino ratioReturn per unit of downside risk | -3.32 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.56 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | 0.99 | 7.91 | -6.93 |
| Martin ratioReturn relative to average drawdown | 2.83 | 17.63 | -14.80 |
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Drawdowns
IAU vs. DELL - Drawdown Comparison
The maximum IAU drawdown since its inception was -45.14%, smaller than the maximum DELL drawdown of -59.59%. Use the drawdown chart below to compare losses from any high point for IAU and DELL.
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Drawdown Indicators
| IAU | DELL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.14% | -59.59% | +14.45% |
Max Drawdown (1Y)Largest decline over 1 year | -24.40% | -32.34% | +7.94% |
Max Drawdown (3Y)Largest decline over 3 years | -24.40% | -59.59% | +35.19% |
Max Drawdown (5Y)Largest decline over 5 years | -24.40% | -59.59% | +35.19% |
Max Drawdown (10Y)Largest decline over 10 years | -24.40% | — | — |
Current DrawdownCurrent decline from peak | -22.03% | -15.11% | -6.92% |
Average DrawdownAverage peak-to-trough decline | -15.97% | -18.48% | +2.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.47% | 14.49% | -6.02% |
Volatility
IAU vs. DELL - Volatility Comparison
The current volatility for iShares Gold Trust (IAU) is 7.70%, while Dell Technologies Inc. (DELL) has a volatility of 36.55%. This indicates that IAU experiences smaller price fluctuations and is considered to be less risky than DELL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IAU | DELL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.70% | 36.55% | -28.85% |
Volatility (6M)Calculated over the trailing 6-month period | 23.94% | 54.73% | -30.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.17% | 65.88% | -38.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.16% | 50.86% | -32.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.02% | 47.99% | -31.97% |
Dividends
IAU vs. DELL - Dividend Comparison
IAU has not paid dividends to shareholders, while DELL's dividend yield for the trailing twelve months is around 0.56%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
DELL Dell Technologies Inc. | 0.56% | 1.60% | 1.48% | 1.88% | 2.46% |
IAU iShares Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IAU and DELL have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DELL has higher volatility (36.55%) compared to IAU (7.70%). In terms of maximum drawdown, IAU dropped -45.14% vs DELL's -59.59%.
DELL currently has the higher Sharpe Ratio (3.89 vs 0.89), 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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