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

Correlation

The correlation between IAU and VOO is 0.04, 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: 0.0

Performance

IAU vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Gold Trust (IAU) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
141.82%
569.66%
IAU
VOO

Key characteristics

Sharpe Ratio

IAU:

2.60

VOO:

0.63

Sortino Ratio

IAU:

3.33

VOO:

0.92

Omega Ratio

IAU:

1.44

VOO:

1.12

Calmar Ratio

IAU:

4.93

VOO:

0.87

Martin Ratio

IAU:

13.41

VOO:

2.88

Ulcer Index

IAU:

2.99%

VOO:

3.04%

Daily Std Dev

IAU:

15.43%

VOO:

13.87%

Max Drawdown

IAU:

-45.14%

VOO:

-33.99%

Current Drawdown

IAU:

-0.17%

VOO:

-8.18%

Returns By Period

In the year-to-date period, IAU achieves a 18.89% return, which is significantly higher than VOO's -3.94% return. Over the past 10 years, IAU has underperformed VOO with an annualized return of 9.76%, while VOO has yielded a comparatively higher 12.55% annualized return.


IAU

YTD

18.89%

1M

9.26%

6M

17.23%

1Y

38.62%

5Y*

13.86%

10Y*

9.76%

VOO

YTD

-3.94%

1M

-5.26%

6M

-0.67%

1Y

8.88%

5Y*

19.28%

10Y*

12.55%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IAU vs. VOO - Expense Ratio Comparison

IAU has a 0.25% expense ratio, which is higher than VOO's 0.03% 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%.


IAU
iShares Gold Trust
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 VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

IAU vs. VOO — 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 9595
Overall Rank
The Sharpe Ratio Rank of IAU is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of IAU is 9595
Sortino Ratio Rank
The Omega Ratio Rank of IAU is 9595
Omega Ratio Rank
The Calmar Ratio Rank of IAU is 9696
Calmar Ratio Rank
The Martin Ratio Rank of IAU is 9494
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6363
Overall Rank
The Sharpe Ratio Rank of VOO is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6060
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6666
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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Trust (IAU) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for IAU, currently valued at 2.60, compared to the broader market-1.000.001.002.003.004.005.00
IAU: 2.60
VOO: 0.63
The chart of Sortino ratio for IAU, currently valued at 3.33, compared to the broader market-2.000.002.004.006.008.0010.00
IAU: 3.33
VOO: 0.92
The chart of Omega ratio for IAU, currently valued at 1.44, compared to the broader market0.501.001.502.002.503.00
IAU: 1.44
VOO: 1.12
The chart of Calmar ratio for IAU, currently valued at 4.93, compared to the broader market0.005.0010.0015.00
IAU: 4.93
VOO: 0.87
The chart of Martin ratio for IAU, currently valued at 13.41, compared to the broader market0.0020.0040.0060.0080.00100.00
IAU: 13.41
VOO: 2.88

The current IAU Sharpe Ratio is 2.60, which is higher than the VOO Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of IAU and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00NovemberDecember2025FebruaryMarchApril
2.60
0.63
IAU
VOO

Dividends

IAU vs. VOO - Dividend Comparison

IAU has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.35%.


TTM20242023202220212020201920182017201620152014
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%
VOO
Vanguard S&P 500 ETF
1.35%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

IAU vs. VOO - Drawdown Comparison

The maximum IAU drawdown since its inception was -45.14%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for IAU and VOO. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.17%
-8.18%
IAU
VOO

Volatility

IAU vs. VOO - Volatility Comparison

The current volatility for iShares Gold Trust (IAU) is 3.42%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.76%. This indicates that IAU experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%NovemberDecember2025FebruaryMarchApril
3.42%
5.76%
IAU
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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