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IAU vs. HEZU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IAU vs. HEZU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Gold Trust (IAU) and iShares Currency Hedged MSCI Eurozone ETF (HEZU). 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 0.11% return, which is significantly lower than HEZU's 12.90% return. Both investments have delivered pretty close results over the past 10 years, with IAU having a 12.49% annualized return and HEZU not far ahead at 12.74%.


IAU

1D
2.61%
1M
-4.97%
YTD
0.11%
6M
0.22%
1Y
25.52%
3Y*
29.91%
5Y*
18.47%
10Y*
12.49%

HEZU

1D
0.71%
1M
7.52%
YTD
12.90%
6M
13.50%
1Y
25.79%
3Y*
18.13%
5Y*
12.82%
10Y*
12.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IAU vs. HEZU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IAU
iShares Gold Trust
0.11%63.95%26.85%12.84%-0.63%-4.00%25.03%17.98%-1.76%12.91%
HEZU
iShares Currency Hedged MSCI Eurozone ETF
12.90%25.93%10.63%22.98%-9.54%23.51%0.52%29.48%-10.23%14.26%

Correlation

The correlation between IAU and HEZU is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.17

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

0.12

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

0.01

Correlation (All Time)
Calculated using the full available price history since Aug 7, 2014

-0.04

The correlation between IAU and HEZU shifts across timeframes, from -0.04 (all time) to 0.23 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IAU vs. HEZU — Risk / Return Rank

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

IAU
IAU Risk / Return Rank: 2727
Overall Rank
IAU Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
IAU Sortino Ratio Rank: 2626
Sortino Ratio Rank
IAU Omega Ratio Rank: 3131
Omega Ratio Rank
IAU Calmar Ratio Rank: 2424
Calmar Ratio Rank
IAU Martin Ratio Rank: 2525
Martin Ratio Rank

HEZU
HEZU Risk / Return Rank: 5454
Overall Rank
HEZU Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
HEZU Sortino Ratio Rank: 5454
Sortino Ratio Rank
HEZU Omega Ratio Rank: 5353
Omega Ratio Rank
HEZU Calmar Ratio Rank: 5151
Calmar Ratio Rank
HEZU Martin Ratio Rank: 5757
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. HEZU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Trust (IAU) and iShares Currency Hedged MSCI Eurozone ETF (HEZU). 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.


IAUHEZUDifference
Sharpe ratioReturn per unit of total volatility

-0.73

Sortino ratioReturn per unit of downside risk

-1.11

Omega ratioGain probability vs. loss probability

1.19

1.31

-0.11

Calmar ratioReturn relative to maximum drawdown

1.05

2.36

-1.31

Martin ratioReturn relative to average drawdown

3.00

9.29

-6.29

IAU vs. HEZU - Sharpe Ratio Comparison

The current IAU Sharpe Ratio is 0.94, which is lower than the HEZU Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of IAU and HEZU, 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. HEZU - Drawdown Comparison

The maximum IAU drawdown since its inception was -45.14%, which is greater than HEZU's maximum drawdown of -38.80%. Use the drawdown chart below to compare losses from any high point for IAU and HEZU.


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Drawdown Indicators


IAUHEZUDifference

Max Drawdown

Largest peak-to-trough decline

-45.14%

-38.80%

-6.34%

Max Drawdown (1Y)

Largest decline over 1 year

-24.40%

-10.95%

-13.45%

Max Drawdown (3Y)

Largest decline over 3 years

-24.40%

-14.83%

-9.57%

Max Drawdown (5Y)

Largest decline over 5 years

-24.40%

-22.79%

-1.61%

Max Drawdown (10Y)

Largest decline over 10 years

-24.40%

-38.80%

+14.40%

Current Drawdown

Current decline from peak

-20.00%

0.00%

-20.00%

Average Drawdown

Average peak-to-trough decline

-15.97%

-5.82%

-10.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.56%

2.78%

+5.78%

Volatility

IAU vs. HEZU - Volatility Comparison

iShares Gold Trust (IAU) has a higher volatility of 8.29% compared to iShares Currency Hedged MSCI Eurozone ETF (HEZU) at 5.72%. This indicates that IAU's price experiences larger fluctuations and is considered to be riskier than HEZU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IAUHEZUDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.29%

5.72%

+2.57%

Volatility (6M)

Calculated over the trailing 6-month period

24.06%

13.13%

+10.93%

Volatility (1Y)

Calculated over the trailing 1-year period

27.29%

15.51%

+11.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.20%

16.59%

+1.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.04%

18.43%

-2.39%

IAU vs. HEZU - Expense Ratio Comparison

IAU has a 0.25% expense ratio, which is lower than HEZU's 0.52% expense ratio.


Dividends

IAU vs. HEZU - Dividend Comparison

IAU has not paid dividends to shareholders, while HEZU's dividend yield for the trailing twelve months is around 2.59%.


PositionTTM20252024202320222021202020192018201720162015
HEZU
iShares Currency Hedged MSCI Eurozone ETF
2.59%2.92%2.77%2.52%23.26%2.25%2.32%5.40%3.48%1.92%3.11%2.68%
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 HEZU have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IAU has higher volatility (8.29%) compared to HEZU (5.72%). In terms of maximum drawdown, IAU dropped -45.14% vs HEZU's -38.80%.

On 10-year performance, HEZU leads with 12.74% vs 12.49% for IAU. On fees, IAU is cheaper at 0.25% per year. On volatility, HEZU has been the lower-risk option at 5.72%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, HEZU has performed better with a 12.74% return vs 12.49%. 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 0.52% for HEZU.

HEZU has the higher dividend yield at 2.59%, compared with 0.00% for IAU.

IAU is categorized as Gold, while HEZU is Europe Equities. IAU tracks LBMA Gold Price, while HEZU tracks MSCI EMU 100% USD Hedged Index. Their fees differ too: 0.25% for IAU and 0.52% for HEZU.

HEZU currently has the higher Sharpe Ratio (1.67 vs 0.94), 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 HEZU

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