PortfoliosLab logoPortfoliosLab logo
IAU vs. GDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IAU vs. GDX - Performance Comparison

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

Loading graphics...

IAU vs. GDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IAU
iShares Gold Trust
8.61%63.95%26.85%12.84%-0.63%-4.00%25.03%17.98%-1.76%12.91%
GDX
VanEck Gold Miners ETF
7.00%154.77%10.63%9.98%-9.01%-9.52%23.66%39.84%-8.77%11.99%

Returns By Period

In the year-to-date period, IAU achieves a 8.61% return, which is significantly higher than GDX's 7.00% return. Over the past 10 years, IAU has underperformed GDX with an annualized return of 14.08%, while GDX has yielded a comparatively higher 17.53% annualized return.


IAU

1D
3.80%
1M
-11.01%
YTD
8.61%
6M
21.15%
1Y
49.53%
3Y*
33.12%
5Y*
21.78%
10Y*
14.08%

GDX

1D
6.97%
1M
-20.78%
YTD
7.00%
6M
20.99%
1Y
101.08%
3Y*
43.23%
5Y*
23.96%
10Y*
17.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IAU vs. GDX - Expense Ratio Comparison

IAU has a 0.25% expense ratio, which is lower than GDX's 0.51% expense ratio.


Return for Risk

IAU vs. GDX — Risk / Return Rank

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

IAU
IAU Risk / Return Rank: 8787
Overall Rank
IAU Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
IAU Sortino Ratio Rank: 8686
Sortino Ratio Rank
IAU Omega Ratio Rank: 8686
Omega Ratio Rank
IAU Calmar Ratio Rank: 8989
Calmar Ratio Rank
IAU Martin Ratio Rank: 8787
Martin Ratio Rank

GDX
GDX Risk / Return Rank: 9292
Overall Rank
GDX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
GDX Sortino Ratio Rank: 9090
Sortino Ratio Rank
GDX Omega Ratio Rank: 8989
Omega Ratio Rank
GDX Calmar Ratio Rank: 9393
Calmar Ratio Rank
GDX Martin Ratio Rank: 9292
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. GDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Trust (IAU) and VanEck Gold Miners ETF (GDX). 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.


IAUGDXDifference

Sharpe ratio

Return per unit of total volatility

1.80

2.21

-0.41

Sortino ratio

Return per unit of downside risk

2.24

2.45

-0.21

Omega ratio

Gain probability vs. loss probability

1.33

1.36

-0.03

Calmar ratio

Return relative to maximum drawdown

2.69

3.34

-0.64

Martin ratio

Return relative to average drawdown

9.97

12.07

-2.10

IAU vs. GDX - Sharpe Ratio Comparison

The current IAU Sharpe Ratio is 1.80, which is comparable to the GDX Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of IAU and GDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


IAUGDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.80

2.21

-0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.24

0.67

+0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

0.47

+0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.14

+0.51

Correlation

The correlation between IAU and GDX is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IAU vs. GDX - Dividend Comparison

IAU has not paid dividends to shareholders, while GDX's dividend yield for the trailing twelve months is around 0.69%.


TTM20252024202320222021202020192018201720162015
IAU
iShares Gold Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GDX
VanEck Gold Miners ETF
0.69%0.74%1.19%1.61%1.66%1.67%0.53%0.67%0.50%0.76%0.26%0.85%

Drawdowns

IAU vs. GDX - Drawdown Comparison

The maximum IAU drawdown since its inception was -45.14%, smaller than the maximum GDX drawdown of -80.34%. Use the drawdown chart below to compare losses from any high point for IAU and GDX.


Loading graphics...

Drawdown Indicators


IAUGDXDifference

Max Drawdown

Largest peak-to-trough decline

-45.14%

-80.34%

+35.20%

Max Drawdown (1Y)

Largest decline over 1 year

-19.18%

-30.84%

+11.66%

Max Drawdown (5Y)

Largest decline over 5 years

-20.93%

-46.51%

+25.58%

Max Drawdown (10Y)

Largest decline over 10 years

-21.82%

-49.79%

+27.97%

Current Drawdown

Current decline from peak

-13.20%

-20.78%

+7.58%

Average Drawdown

Average peak-to-trough decline

-15.98%

-40.61%

+24.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.18%

8.52%

-3.34%

Volatility

IAU vs. GDX - Volatility Comparison

The current volatility for iShares Gold Trust (IAU) is 11.02%, while VanEck Gold Miners ETF (GDX) has a volatility of 18.51%. This indicates that IAU experiences smaller price fluctuations and is considered to be less risky than GDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


IAUGDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.02%

18.51%

-7.49%

Volatility (6M)

Calculated over the trailing 6-month period

24.11%

38.19%

-14.08%

Volatility (1Y)

Calculated over the trailing 1-year period

27.62%

46.00%

-18.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.69%

35.73%

-18.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.82%

37.44%

-21.62%