IAU vs. HUMN

Last updated Jun 20, 2026

IAU (iShares Gold Trust) and HUMN (Roundhill Humanoid Robotics ETF) are both exchange-traded funds - IAU is a Gold fund tracking the LBMA Gold Price, while HUMN is a Robotics fund actively managed by Roundhill. IAU is passively managed, while HUMN is actively managed. At a 0.32 correlation, their price movements are largely independent. IAU charges 0.25%/yr vs 0.75%/yr for HUMN.

Performance

IAU vs. HUMN - Performance Comparison

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

Returns By Period

In the year-to-date period, IAU achieves a -2.27% return, which is significantly lower than HUMN's 21.30% return.

IAU

• 1D: -0.39%
• 1M: -7.14%
• YTD: -2.27%
• 6M: -2.91%
• 1Y: 25.03%
• 3Y*: 28.88%
• 5Y*: 18.77%
• 10Y*: 12.29%

HUMN

• 1D: 1.94%
• 1M: -1.58%
• YTD: 21.30%
• 6M: 24.86%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IAU vs. HUMN - Yearly Performance Comparison

	2026 (YTD)	2025
IAU iShares Gold Trust	-2.27%	29.15%
HUMN Roundhill Humanoid Robotics ETF	21.30%	20.70%

Correlation

The correlation between IAU and HUMN is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 26, 2025	0.32

Return for Risk

IAU vs. HUMN — Risk / Return Rank

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

IAU

IAU Risk / Return Rank: 25
IAU Sharpe Ratio Rank: 27
IAU Sortino Ratio Rank: 24
IAU Omega Ratio Rank: 29
IAU Calmar Ratio Rank: 22
IAU Martin Ratio Rank: 23

HUMN

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. HUMN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Trust (IAU) and Roundhill Humanoid Robotics ETF (HUMN). 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.

	IAU	HUMN	Difference
Sharpe ratio: Return per unit of total volatility	0.92	—	—
Sortino ratio: Return per unit of downside risk	1.29	—	—
Omega ratio: Gain probability vs. loss probability	1.19	—	—
Calmar ratio: Return relative to maximum drawdown	1.03	—	—
Martin ratio: Return relative to average drawdown	2.83	—	—

Drawdowns

IAU vs. HUMN - Drawdown Comparison

The maximum IAU drawdown since its inception was -45.14%, which is greater than HUMN's maximum drawdown of -20.40%. Use the drawdown chart below to compare losses from any high point for IAU and HUMN.

Drawdown Indicators

	IAU	HUMN	Difference
Max Drawdown Largest peak-to-trough decline	-45.14%	-20.40%	-24.74%
Max Drawdown (1Y) Largest decline over 1 year	-24.40%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-24.40%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-24.40%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-24.40%	—	—
Current Drawdown Current decline from peak	-21.90%	-6.94%	-14.96%
Average Drawdown Average peak-to-trough decline	-15.97%	-4.60%	-11.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.83%	—	—

Volatility

Volatility by Period

	IAU	HUMN	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.16%	—	—
Volatility (6M) Calculated over the trailing 6-month period	24.16%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	27.30%	30.73%	-3.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.16%	30.73%	-12.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.05%	30.73%	-14.68%

IAU vs. HUMN - Expense Ratio Comparison

IAU has a 0.25% expense ratio, which is lower than HUMN's 0.75% expense ratio.

Dividends

IAU vs. HUMN - Dividend Comparison

IAU has not paid dividends to shareholders, while HUMN's dividend yield for the trailing twelve months is around 0.60%.

Position	TTM	2025
HUMN Roundhill Humanoid Robotics ETF	0.60%	0.72%
IAU iShares Gold Trust	0.00%	0.00%

Frequently Asked Questions

Can I hold both IAU and HUMN in my portfolio?

IAU and HUMN have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, IAU or HUMN?

On fees, IAU is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, IAU or HUMN?

IAU is cheaper with a 0.25% expense ratio, compared with 0.75% for HUMN.

Which ETF pays a higher dividend yield, IAU or HUMN?

HUMN has the higher dividend yield at 0.60%, compared with 0.00% for IAU.

What is the main difference between IAU and HUMN?

IAU is categorized as Gold, while HUMN is Robotics. They also come from different issuers: iShares and Roundhill. Their fees differ too: 0.25% for IAU and 0.75% for HUMN.