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IAU vs. FXF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IAU vs. FXF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Gold Trust (IAU) and Invesco CurrencyShares® Swiss Franc Trust (FXF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IAU achieves a -7.17% return, which is significantly lower than FXF's -2.51% return. Over the past 10 years, IAU has outperformed FXF with an annualized return of 11.43%, while FXF has yielded a comparatively lower 1.16% annualized return.


IAU

1D
-0.20%
1M
-5.02%
6M
-12.66%
YTD
-7.17%
1Y
19.36%
3Y*
26.56%
5Y*
17.02%
10Y*
11.43%
ALL TIME*
10.67%

FXF

1D
-0.36%
1M
-0.69%
6M
-1.20%
YTD
-2.51%
1Y
-1.57%
3Y*
1.94%
5Y*
1.98%
10Y*
1.16%
ALL TIME*
1.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IAU vs. FXF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IAU
iShares Gold Trust
-7.17%63.95%26.85%12.84%-0.63%-4.00%25.03%17.98%-1.76%12.91%
FXF
Invesco CurrencyShares® Swiss Franc Trust
-2.51%14.04%-7.46%9.63%-2.29%-4.08%8.18%0.32%-2.01%3.31%

Correlation

The correlation between IAU and FXF is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.46

Correlation (3Y)
Calculated over the trailing 3-year period

0.39

Correlation (5Y)
Calculated over the trailing 5-year period

0.45

Correlation (10Y)
Calculated over the trailing 10-year period

0.47

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2006

0.43

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Return for Risk

IAU vs. FXF — Risk / Return Rank

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

IAU
IAU Risk / Return Rank: 2424
Overall Rank
IAU Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
IAU Sortino Ratio Rank: 2424
Sortino Ratio Rank
IAU Omega Ratio Rank: 2828
Omega Ratio Rank
IAU Calmar Ratio Rank: 2222
Calmar Ratio Rank
IAU Martin Ratio Rank: 2121
Martin Ratio Rank

FXF
FXF Risk / Return Rank: 77
Overall Rank
FXF Sharpe Ratio Rank: 88
Sharpe Ratio Rank
FXF Sortino Ratio Rank: 77
Sortino Ratio Rank
FXF Omega Ratio Rank: 77
Omega Ratio Rank
FXF Calmar Ratio Rank: 88
Calmar Ratio Rank
FXF Martin Ratio Rank: 77
Martin Ratio Rank
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.

IAU vs. FXF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Trust (IAU) and Invesco CurrencyShares® Swiss Franc Trust (FXF). 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.


IAUFXFDifference
Sharpe ratioReturn per unit of total volatility

+0.91

Sortino ratioReturn per unit of downside risk

+1.30

Omega ratioGain probability vs. loss probability

1.15

0.97

+0.18

Calmar ratioReturn relative to maximum drawdown

0.74

-0.24

+0.97

Martin ratioReturn relative to average drawdown

1.72

-0.55

+2.27

IAU vs. FXF - Sharpe Ratio Comparison

The current IAU Sharpe Ratio is 0.70, which is higher than the FXF Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of IAU and FXF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IAU vs. FXF - Drawdown Comparison

The maximum IAU drawdown since its inception was -45.14%, which is greater than FXF's maximum drawdown of -35.58%. Use the drawdown chart below to compare losses from any high point for IAU and FXF.


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Drawdown Indicators


IAUFXFDifference

Max Drawdown

Largest peak-to-trough decline

-45.14%

-35.58%

-9.56%

Max Drawdown (1Y)

Largest decline over 1 year

-26.36%

-6.72%

-19.64%

Max Drawdown (3Y)

Largest decline over 3 years

-26.36%

-8.52%

-17.84%

Max Drawdown (5Y)

Largest decline over 5 years

-26.36%

-11.99%

-14.37%

Max Drawdown (10Y)

Largest decline over 10 years

-26.36%

-15.04%

-11.32%

Current Drawdown

Current decline from peak

-25.81%

-20.42%

-5.39%

Average Drawdown

Average peak-to-trough decline

-16.00%

-20.83%

+4.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.25%

2.88%

+8.37%

Volatility

IAU vs. FXF - Volatility Comparison

iShares Gold Trust (IAU) has a higher volatility of 6.34% compared to Invesco CurrencyShares® Swiss Franc Trust (FXF) at 1.86%. This indicates that IAU's price experiences larger fluctuations and is considered to be riskier than FXF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IAUFXFDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.34%

1.86%

+4.48%

Volatility (6M)

Calculated over the trailing 6-month period

24.03%

5.76%

+18.27%

Volatility (1Y)

Calculated over the trailing 1-year period

27.86%

7.44%

+20.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.36%

8.32%

+10.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.05%

7.57%

+8.48%

IAU vs. FXF - Expense Ratio Comparison

IAU has a 0.25% expense ratio, which is lower than FXF's 0.40% expense ratio.


Dividends

IAU vs. FXF - Dividend Comparison

Neither IAU nor FXF has paid dividends to shareholders.


PositionTTM202520242023
FXF
Invesco CurrencyShares® Swiss Franc Trust
0.00%0.00%0.03%0.02%
IAU
iShares Gold Trust
0.00%0.00%0.00%0.00%

Frequently Asked Questions


IAU and FXF have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IAU has higher volatility (6.34%) compared to FXF (1.86%). In terms of maximum drawdown, IAU dropped -45.14% vs FXF's -35.58%.

On 10-year performance, IAU leads with 11.43% vs 1.16% for FXF. On fees, IAU is cheaper at 0.25% per year. On volatility, FXF has been the lower-risk option at 1.86%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IAU has performed better with a 11.43% return vs 1.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IAU is cheaper with a 0.25% expense ratio, compared with 0.40% for FXF.

IAU and FXF have nearly identical dividend yields, around 0.00%.

IAU is categorized as Gold, while FXF is Currency. IAU tracks LBMA Gold Price, while FXF tracks Swiss Franc. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.25% for IAU and 0.40% for FXF.

IAU currently has the higher Sharpe Ratio (0.70 vs -0.21), 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.

Portfolio Optimizer

Find the right allocation for IAU and FXF

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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