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IAU vs. GSIE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IAU vs. GSIE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Gold Trust (IAU) and Goldman Sachs ActiveBeta International Equity ETF (GSIE). 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 -6.09% return, which is significantly lower than GSIE's 8.75% return. Over the past 10 years, IAU has outperformed GSIE with an annualized return of 11.59%, while GSIE has yielded a comparatively lower 9.39% annualized return.


IAU

1D
0.11%
1M
0.69%
6M
-18.72%
YTD
-6.09%
1Y
21.17%
3Y*
26.99%
5Y*
17.33%
10Y*
11.59%
ALL TIME*
10.72%

GSIE

1D
0.46%
1M
1.03%
6M
5.39%
YTD
8.75%
1Y
17.13%
3Y*
15.96%
5Y*
8.63%
10Y*
9.39%
ALL TIME*
8.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$16.98M$19.56M$19.60M
$367.78M$389.80M$488.83M

IAU vs. GSIE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IAU
iShares Gold Trust
-6.09%63.95%26.85%12.84%-0.63%-4.00%25.03%17.98%-1.76%12.91%
GSIE
Goldman Sachs ActiveBeta International Equity ETF
8.75%32.53%5.23%16.99%-15.86%13.27%7.45%22.83%-13.40%26.22%

Correlation

The correlation between IAU and GSIE is 0.47, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.47

Correlation (3Y)
Balances recent behavior with more history.

0.36

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.33

Correlation (10Y)
Provides a long-term view across more market conditions.

0.24

Correlation (All Time)
Calculated using the full available price history since Nov 10, 2015

0.20

Over the past year, IAU and GSIE have become more correlated (0.47) than their long-term average of 0.20, meaning their price movements have been converging.

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Return for Risk

IAU vs. GSIE — Risk / Return Rank

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

IAU
IAU Risk / Return Rank: 2828
Overall Rank
IAU Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
IAU Sortino Ratio Rank: 2929
Sortino Ratio Rank
IAU Omega Ratio Rank: 3333
Omega Ratio Rank
IAU Calmar Ratio Rank: 2525
Calmar Ratio Rank
IAU Martin Ratio Rank: 2424
Martin Ratio Rank

GSIE
GSIE Risk / Return Rank: 4848
Overall Rank
GSIE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
GSIE Sortino Ratio Rank: 4848
Sortino Ratio Rank
GSIE Omega Ratio Rank: 4747
Omega Ratio Rank
GSIE Calmar Ratio Rank: 4545
Calmar Ratio Rank
GSIE Martin Ratio Rank: 5252
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. GSIE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Trust (IAU) and Goldman Sachs ActiveBeta International Equity ETF (GSIE). 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.


IAUGSIEDifference
Sharpe ratioReturn per unit of total volatility

-0.45

Sortino ratioReturn per unit of downside risk

-0.65

Omega ratioGain probability vs. loss probability

1.15

1.21

-0.06

Calmar ratioReturn relative to maximum drawdown

0.76

1.58

-0.82

Martin ratioReturn relative to average drawdown

1.72

5.99

-4.27

IAU vs. GSIE - Sharpe Ratio Comparison

The current IAU Sharpe Ratio is 0.72, which is lower than the GSIE Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of IAU and GSIE, 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. GSIE - Drawdown Comparison

The maximum IAU drawdown since its inception was -45.14%, which is greater than GSIE's maximum drawdown of -34.63%. Use the drawdown chart below to compare losses from any high point for IAU and GSIE.


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Drawdown Indicators


IAUGSIEDifference

Max Drawdown

Largest peak-to-trough decline

-45.14%

-34.63%

-10.51%

Max Drawdown (1Y)

Largest decline over 1 year

-26.36%

-10.76%

-15.60%

Max Drawdown (3Y)

Largest decline over 3 years

-26.36%

-13.07%

-13.29%

Max Drawdown (5Y)

Largest decline over 5 years

-26.36%

-29.97%

+3.61%

Max Drawdown (10Y)

Largest decline over 10 years

-26.36%

-34.63%

+8.27%

Current Drawdown

Current decline from peak

-24.95%

-1.06%

-23.89%

Average Drawdown

Average peak-to-trough decline

-16.01%

-5.99%

-10.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.65%

2.84%

+8.81%

Volatility

IAU vs. GSIE - Volatility Comparison

iShares Gold Trust (IAU) has a higher volatility of 6.07% compared to Goldman Sachs ActiveBeta International Equity ETF (GSIE) at 3.56%. This indicates that IAU's price experiences larger fluctuations and is considered to be riskier than GSIE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IAUGSIEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.07%

3.56%

+2.51%

Volatility (6M)

Calculated over the trailing 6-month period

23.78%

12.39%

+11.39%

Volatility (1Y)

Calculated over the trailing 1-year period

27.88%

14.49%

+13.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.39%

16.08%

+2.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.06%

16.49%

-0.43%

IAU vs. GSIE - Expense Ratio Comparison

Both IAU and GSIE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

IAU vs. GSIE - Dividend Comparison

IAU has not paid dividends to shareholders, while GSIE's dividend yield for the trailing twelve months is around 2.56%.


PositionTTM20252024202320222021202020192018201720162015
GSIE
Goldman Sachs ActiveBeta International Equity ETF
2.56%2.65%3.11%2.87%3.01%2.40%1.60%2.80%2.68%2.31%2.15%0.13%
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%

Frequently Asked Questions


IAU and GSIE have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IAU has higher volatility (6.07%) compared to GSIE (3.56%). In terms of maximum drawdown, IAU dropped -45.14% vs GSIE's -34.63%.

On 10-year performance, IAU leads with 11.59% vs 9.39% for GSIE. Both ETFs have the same 0.25% expense ratio. On volatility, GSIE has been the lower-risk option at 3.56%. 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 11.59% return vs 9.39%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IAU and GSIE have the same expense ratio: 0.25% per year.

GSIE has the higher dividend yield at 2.56%, compared with 0.00% for IAU.

IAU is categorized as Gold, while GSIE is Foreign Large Cap Equities. IAU tracks LBMA Gold Price, while GSIE tracks Goldman Sachs ActiveBeta International Equity Index. They also come from different issuers: iShares and Goldman Sachs.

GSIE currently has the higher Sharpe Ratio (1.17 vs 0.72), 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

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