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IAU vs. IAUF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IAU and IAUF is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.1

Performance

IAU vs. IAUF - Performance Comparison

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

80.00%100.00%120.00%140.00%160.00%NovemberDecember2025FebruaryMarchApril
153.38%
72.49%
IAU
IAUF

Key characteristics

Returns By Period


IAU

YTD

27.33%

1M

10.62%

6M

21.98%

1Y

43.73%

5Y*

13.87%

10Y*

10.51%

IAUF

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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IAU vs. IAUF - Expense Ratio Comparison

Both IAU and IAUF 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%.


Expense ratio chart for IAU: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IAU: 0.25%
Expense ratio chart for IAUF: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IAUF: 0.25%

Risk-Adjusted Performance

IAU vs. IAUF — Risk-Adjusted Performance Rank

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

IAU
The Risk-Adjusted Performance Rank of IAU is 9797
Overall Rank
The Sharpe Ratio Rank of IAU is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of IAU is 9696
Sortino Ratio Rank
The Omega Ratio Rank of IAU is 9696
Omega Ratio Rank
The Calmar Ratio Rank of IAU is 9898
Calmar Ratio Rank
The Martin Ratio Rank of IAU is 9696
Martin Ratio Rank

IAUF
The Risk-Adjusted Performance Rank of IAUF is 8080
Overall Rank
The Sharpe Ratio Rank of IAUF is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of IAUF is 7878
Sortino Ratio Rank
The Omega Ratio Rank of IAUF is 7777
Omega Ratio Rank
The Calmar Ratio Rank of IAUF is 7878
Calmar Ratio Rank
The Martin Ratio Rank of IAUF is 8585
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IAU vs. IAUF - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for IAU, currently valued at 2.59, compared to the broader market-1.000.001.002.003.004.00
IAU: 2.59
IAUF: 0.32
The chart of Sortino ratio for IAU, currently valued at 3.42, compared to the broader market-2.000.002.004.006.008.00
IAU: 3.42
IAUF: 0.48
The chart of Omega ratio for IAU, currently valued at 1.45, compared to the broader market0.501.001.502.002.50
IAU: 1.45
IAUF: 1.11
The chart of Calmar ratio for IAU, currently valued at 5.31, compared to the broader market0.002.004.006.008.0010.0012.00
IAU: 5.31
IAUF: 0.52
The chart of Martin ratio for IAU, currently valued at 14.57, compared to the broader market0.0020.0040.0060.00
IAU: 14.57
IAUF: 1.01


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50NovemberDecember2025FebruaryMarchApril
2.59
0.32
IAU
IAUF

Dividends

IAU vs. IAUF - Dividend Comparison

Neither IAU nor IAUF has paid dividends to shareholders.


TTM2024202320222021202020192018
IAU
iShares Gold Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IAUF
iShares Gold Strategy ETF
100.19%100.19%13.18%0.88%0.00%7.61%10.04%0.77%

Drawdowns

IAU vs. IAUF - Drawdown Comparison


-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-2.40%
-2.96%
IAU
IAUF

Volatility

IAU vs. IAUF - Volatility Comparison

iShares Gold Trust (IAU) has a higher volatility of 8.14% compared to iShares Gold Strategy ETF (IAUF) at 0.00%. This indicates that IAU's price experiences larger fluctuations and is considered to be riskier than IAUF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%NovemberDecember2025FebruaryMarchApril
8.14%
0
IAU
IAUF