IAU vs. ETH-USD
IAU (iShares Gold Trust) is Gold fund tracking the LBMA Gold Price, while ETH-USD (Ethereum) is a cryptocurrency. Over the past 10 years, IAU returned 12.71%/yr vs 61.34%/yr for ETH-USD. At a 0.08 correlation, their price movements are largely independent.
Performance
IAU vs. ETH-USD - Performance Comparison
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Returns By Period
In the year-to-date period, IAU achieves a 0.26% return, which is significantly higher than ETH-USD's -43.98% return. Over the past 10 years, IAU has underperformed ETH-USD with an annualized return of 12.71%, while ETH-USD has yielded a comparatively higher 61.34% annualized 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%
ETH-USD
- 1D
- -1.64%
- 1M
- -28.55%
- YTD
- -43.98%
- 6M
- -46.81%
- 1Y
- -33.81%
- 3Y*
- -3.34%
- 5Y*
- -8.64%
- 10Y*
- 61.34%
IAU vs. ETH-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IAU iShares Gold Trust | 0.26% | 63.95% | 26.85% | 12.84% | -0.63% | -4.00% | 25.03% | 17.98% | -1.76% | 12.91% |
ETH-USD Ethereum | -43.98% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -1.52% | -82.39% | 8,984.19% |
Correlation
The correlation between IAU and ETH-USD is 0.09, 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 | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2015 | 0.08 |
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Return for Risk
IAU vs. ETH-USD — Risk / Return Rank
IAU
ETH-USD
IAU vs. ETH-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Gold Trust (IAU) and Ethereum (ETH-USD). 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 | ETH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.64 | ||
| Sortino ratioReturn per unit of downside risk | +1.91 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 0.96 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.52 | -0.50 | +2.02 |
| Martin ratioReturn relative to average drawdown | 3.80 | -0.88 | +4.68 |
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 | ETH-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.14 | -0.50 | +1.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.99 | -0.12 | +1.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | 0.65 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.75 | -0.13 |
Drawdowns
IAU vs. ETH-USD - Drawdown Comparison
The maximum IAU drawdown since its inception was -45.14%, smaller than the maximum ETH-USD drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for IAU and ETH-USD.
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Drawdown Indicators
| IAU | ETH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.14% | -94.01% | +48.87% |
Max Drawdown (1Y)Largest decline over 1 year | -20.04% | -67.53% | +47.49% |
Max Drawdown (3Y)Largest decline over 3 years | -20.04% | -67.53% | +47.49% |
Max Drawdown (5Y)Largest decline over 5 years | -20.93% | -79.35% | +58.42% |
Max Drawdown (10Y)Largest decline over 10 years | -21.82% | -94.01% | +72.19% |
Current DrawdownCurrent decline from peak | -19.88% | -65.60% | +45.72% |
Average DrawdownAverage peak-to-trough decline | -15.97% | -50.89% | +34.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.99% | 44.58% | -36.59% |
Volatility
IAU vs. ETH-USD - Volatility Comparison
The current volatility for iShares Gold Trust (IAU) is 5.64%, while Ethereum (ETH-USD) has a volatility of 16.88%. This indicates that IAU experiences smaller price fluctuations and is considered to be less risky than ETH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IAU | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.64% | 16.88% | -11.24% |
Volatility (6M)Calculated over the trailing 6-month period | 23.33% | 46.80% | -23.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.68% | 56.55% | -29.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.02% | 59.65% | -41.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.94% | 78.04% | -62.10% |
Frequently Asked Questions
IAU and ETH-USD have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ETH-USD has higher volatility (16.88%) compared to IAU (5.64%). In terms of maximum drawdown, IAU dropped -45.14% vs ETH-USD's -94.01%.
IAU currently has the higher Sharpe Ratio (1.14 vs -0.50), 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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