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IAU vs. MELI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IAU vs. MELI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Gold Trust (IAU) and MercadoLibre, Inc. (MELI). 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 -2.44% return, which is significantly higher than MELI's -21.08% return. Over the past 10 years, IAU has underperformed MELI with an annualized return of 12.31%, while MELI has yielded a comparatively higher 28.09% 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%

MELI

1D
-1.27%
1M
-1.11%
YTD
-21.08%
6M
-21.15%
1Y
-32.98%
3Y*
9.54%
5Y*
2.68%
10Y*
28.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IAU vs. MELI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IAU
iShares Gold Trust
-2.44%63.95%26.85%12.84%-0.63%-4.00%25.03%17.98%-1.76%12.91%
MELI
MercadoLibre, Inc.
-21.08%18.46%8.20%85.71%-37.24%-19.51%192.90%95.30%-6.93%101.99%

Correlation

The correlation between IAU and MELI is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.10

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

0.08

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

0.07

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

0.07

Correlation (All Time)
Calculated using the full available price history since Aug 10, 2007

0.06

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Return for Risk

IAU vs. MELI — Risk / Return Rank

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

IAU
IAU Risk / Return Rank: 2626
Overall Rank
IAU Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IAU Sortino Ratio Rank: 2525
Sortino Ratio Rank
IAU Omega Ratio Rank: 3030
Omega Ratio Rank
IAU Calmar Ratio Rank: 2424
Calmar Ratio Rank
IAU Martin Ratio Rank: 2424
Martin Ratio Rank

MELI
MELI Risk / Return Rank: 1111
Overall Rank
MELI Sharpe Ratio Rank: 99
Sharpe Ratio Rank
MELI Sortino Ratio Rank: 1212
Sortino Ratio Rank
MELI Omega Ratio Rank: 1111
Omega Ratio Rank
MELI Calmar Ratio Rank: 1212
Calmar Ratio Rank
MELI Martin Ratio Rank: 99
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. MELI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Trust (IAU) and MercadoLibre, Inc. (MELI). 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.


IAUMELIDifference
Sharpe ratioReturn per unit of total volatility

+1.72

Sortino ratioReturn per unit of downside risk

+2.28

Omega ratioGain probability vs. loss probability

1.19

0.86

+0.32

Calmar ratioReturn relative to maximum drawdown

0.99

-0.81

+1.79

Martin ratioReturn relative to average drawdown

2.83

-1.42

+4.25

IAU vs. MELI - Sharpe Ratio Comparison

The current IAU Sharpe Ratio is 0.89, which is higher than the MELI Sharpe Ratio of -0.84. The chart below compares the historical Sharpe Ratios of IAU and MELI, 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. MELI - Drawdown Comparison

The maximum IAU drawdown since its inception was -45.14%, smaller than the maximum MELI drawdown of -89.49%. Use the drawdown chart below to compare losses from any high point for IAU and MELI.


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Drawdown Indicators


IAUMELIDifference

Max Drawdown

Largest peak-to-trough decline

-45.14%

-89.49%

+44.35%

Max Drawdown (1Y)

Largest decline over 1 year

-24.40%

-40.82%

+16.42%

Max Drawdown (3Y)

Largest decline over 3 years

-24.40%

-40.82%

+16.42%

Max Drawdown (5Y)

Largest decline over 5 years

-24.40%

-68.64%

+44.24%

Max Drawdown (10Y)

Largest decline over 10 years

-24.40%

-69.12%

+44.72%

Current Drawdown

Current decline from peak

-22.03%

-39.18%

+17.15%

Average Drawdown

Average peak-to-trough decline

-15.97%

-23.58%

+7.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.47%

23.24%

-14.77%

Volatility

IAU vs. MELI - Volatility Comparison

The current volatility for iShares Gold Trust (IAU) is 7.70%, while MercadoLibre, Inc. (MELI) has a volatility of 9.96%. This indicates that IAU experiences smaller price fluctuations and is considered to be less risky than MELI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IAUMELIDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.70%

9.96%

-2.26%

Volatility (6M)

Calculated over the trailing 6-month period

23.94%

29.79%

-5.85%

Volatility (1Y)

Calculated over the trailing 1-year period

27.17%

39.48%

-12.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.16%

49.65%

-31.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.02%

48.88%

-32.86%

Dividends

IAU vs. MELI - Dividend Comparison

Neither IAU nor MELI has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
MELI
MercadoLibre, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.19%0.38%0.36%

Frequently Asked Questions


IAU and MELI have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MELI has higher volatility (9.96%) compared to IAU (7.70%). In terms of maximum drawdown, IAU dropped -45.14% vs MELI's -89.49%.

IAU currently has the higher Sharpe Ratio (0.89 vs -0.84), 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 MELI

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