IAU vs. IE00BFPM9N11.EUFUND
IAU (iShares Gold Trust) and IE00BFPM9N11.EUFUND (Vanguard Global Stock Index Fund Institutional Plus EUR Acc) are both funds - IAU is a Gold fund tracking the LBMA Gold Price, while IE00BFPM9N11.EUFUND is a Global Equities fund managed by Vanguard. Over the past 10 years, IAU returned 12.31%/yr vs 12.96%/yr for IE00BFPM9N11.EUFUND. At a 0.11 correlation, their price movements are largely independent. IAU charges 0.25%/yr vs 0.11%/yr for IE00BFPM9N11.EUFUND.
Performance
IAU vs. IE00BFPM9N11.EUFUND - Performance Comparison
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Different Trading Currencies
IAU is traded in USD, while IE00BFPM9N11.EUFUND is traded in EUR. To make them comparable, the IE00BFPM9N11.EUFUND values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, IAU achieves a -2.44% return, which is significantly lower than IE00BFPM9N11.EUFUND's 9.98% return. Over the past 10 years, IAU has underperformed IE00BFPM9N11.EUFUND with an annualized return of 12.31%, while IE00BFPM9N11.EUFUND has yielded a comparatively higher 12.96% annualized return.
IAU
- 1D
- 0.08%
- 1M
- -9.54%
- YTD
- -2.44%
- 6M
- -2.22%
- 1Y
- 22.32%
- 3Y*
- 29.07%
- 5Y*
- 17.23%
- 10Y*
- 12.31%
IE00BFPM9N11.EUFUND
- 1D
- -0.65%
- 1M
- 0.92%
- YTD
- 9.98%
- 6M
- 10.58%
- 1Y
- 25.51%
- 3Y*
- 20.71%
- 5Y*
- 11.67%
- 10Y*
- 12.96%
IAU vs. IE00BFPM9N11.EUFUND - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IAU iShares Gold Trust | -2.44% | 63.95% | 26.85% | 12.84% | -0.63% | -4.00% | 25.03% | 17.98% | -1.76% | 12.91% |
IE00BFPM9N11.EUFUND Vanguard Global Stock Index Fund Institutional Plus EUR Acc | 9.98% | 21.06% | 18.76% | 23.41% | -18.03% | 22.14% | 15.74% | 27.50% | -8.63% | 22.67% |
Correlation
The correlation between IAU and IE00BFPM9N11.EUFUND is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2013 | 0.11 |
The correlation between IAU and IE00BFPM9N11.EUFUND shifts across timeframes, from 0.11 (all time) to 0.26 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IAU vs. IE00BFPM9N11.EUFUND — Risk / Return Rank
IAU
IE00BFPM9N11.EUFUND
IAU vs. IE00BFPM9N11.EUFUND - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Gold Trust (IAU) and Vanguard Global Stock Index Fund Institutional Plus EUR Acc (IE00BFPM9N11.EUFUND). 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 | IE00BFPM9N11.EUFUND | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.38 | ||
| Sortino ratioReturn per unit of downside risk | -1.91 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.40 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.99 | 2.79 | -1.80 |
| Martin ratioReturn relative to average drawdown | 2.83 | 12.54 | -9.70 |
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Drawdowns
IAU vs. IE00BFPM9N11.EUFUND - Drawdown Comparison
The maximum IAU drawdown since its inception was -45.14%, which is greater than IE00BFPM9N11.EUFUND's maximum drawdown of -34.23%. Use the drawdown chart below to compare losses from any high point for IAU and IE00BFPM9N11.EUFUND.
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Drawdown Indicators
| IAU | IE00BFPM9N11.EUFUND | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.14% | -34.23% | -10.91% |
Max Drawdown (1Y)Largest decline over 1 year | -24.40% | -9.16% | -15.24% |
Max Drawdown (3Y)Largest decline over 3 years | -24.40% | -16.28% | -8.12% |
Max Drawdown (5Y)Largest decline over 5 years | -24.40% | -26.00% | +1.60% |
Max Drawdown (10Y)Largest decline over 10 years | -24.40% | -34.23% | +9.83% |
Current DrawdownCurrent decline from peak | -22.03% | -0.65% | -21.38% |
Average DrawdownAverage peak-to-trough decline | -15.97% | -4.56% | -11.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.47% | 2.06% | +6.41% |
Volatility
IAU vs. IE00BFPM9N11.EUFUND - Volatility Comparison
iShares Gold Trust (IAU) has a higher volatility of 7.70% compared to Vanguard Global Stock Index Fund Institutional Plus EUR Acc (IE00BFPM9N11.EUFUND) at 2.94%. This indicates that IAU's price experiences larger fluctuations and is considered to be riskier than IE00BFPM9N11.EUFUND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IAU | IE00BFPM9N11.EUFUND | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.70% | 2.94% | +4.76% |
Volatility (6M)Calculated over the trailing 6-month period | 23.94% | 8.89% | +15.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.17% | 11.28% | +15.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.16% | 15.36% | +2.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.02% | 15.89% | +0.13% |
IAU vs. IE00BFPM9N11.EUFUND - Expense Ratio Comparison
IAU has a 0.25% expense ratio, which is higher than IE00BFPM9N11.EUFUND's 0.11% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
IAU vs. IE00BFPM9N11.EUFUND - Dividend Comparison
Neither IAU nor IE00BFPM9N11.EUFUND has paid dividends to shareholders.
Frequently Asked Questions
IAU and IE00BFPM9N11.EUFUND have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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