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IAU vs. VPN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IAU vs. VPN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Gold Trust (IAU) and Global X Data Center REITs & Digital Infrastructure ETF (VPN). 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 -2.27% return, which is significantly lower than VPN's 51.28% 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%

VPN

1D
1.85%
1M
4.48%
YTD
51.28%
6M
54.75%
1Y
78.03%
3Y*
34.37%
5Y*
14.89%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IAU vs. VPN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IAU
iShares Gold Trust
-2.27%63.95%26.85%12.84%-0.63%-4.00%1.34%
VPN
Global X Data Center REITs & Digital Infrastructure ETF
51.28%28.99%14.92%18.93%-30.89%20.35%6.60%

Correlation

The correlation between IAU and VPN is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

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

0.24

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

0.21

Correlation (All Time)
Calculated using the full available price history since Oct 29, 2020

0.22

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Return for Risk

IAU vs. VPN — Risk / Return Rank

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

IAU
IAU Risk / Return Rank: 2525
Overall Rank
IAU Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
IAU Sortino Ratio Rank: 2424
Sortino Ratio Rank
IAU Omega Ratio Rank: 2929
Omega Ratio Rank
IAU Calmar Ratio Rank: 2222
Calmar Ratio Rank
IAU Martin Ratio Rank: 2323
Martin Ratio Rank

VPN
VPN Risk / Return Rank: 9191
Overall Rank
VPN Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
VPN Sortino Ratio Rank: 9191
Sortino Ratio Rank
VPN Omega Ratio Rank: 8989
Omega Ratio Rank
VPN Calmar Ratio Rank: 9393
Calmar Ratio Rank
VPN Martin Ratio Rank: 8989
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. VPN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Trust (IAU) and Global X Data Center REITs & Digital Infrastructure ETF (VPN). 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.


IAUVPNDifference
Sharpe ratioReturn per unit of total volatility

-2.47

Sortino ratioReturn per unit of downside risk

-2.77

Omega ratioGain probability vs. loss probability

1.19

1.54

-0.35

Calmar ratioReturn relative to maximum drawdown

1.03

6.05

-5.02

Martin ratioReturn relative to average drawdown

2.83

18.62

-15.79

IAU vs. VPN - Sharpe Ratio Comparison

The current IAU Sharpe Ratio is 0.92, which is lower than the VPN Sharpe Ratio of 3.39. The chart below compares the historical Sharpe Ratios of IAU and VPN, 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. VPN - Drawdown Comparison

The maximum IAU drawdown since its inception was -45.14%, which is greater than VPN's maximum drawdown of -38.98%. Use the drawdown chart below to compare losses from any high point for IAU and VPN.


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Drawdown Indicators


IAUVPNDifference

Max Drawdown

Largest peak-to-trough decline

-45.14%

-38.98%

-6.16%

Max Drawdown (1Y)

Largest decline over 1 year

-24.40%

-12.89%

-11.51%

Max Drawdown (3Y)

Largest decline over 3 years

-24.40%

-24.96%

+0.56%

Max Drawdown (5Y)

Largest decline over 5 years

-24.40%

-38.98%

+14.58%

Max Drawdown (10Y)

Largest decline over 10 years

-24.40%

Current Drawdown

Current decline from peak

-21.90%

-1.57%

-20.33%

Average Drawdown

Average peak-to-trough decline

-15.97%

-12.29%

-3.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.83%

4.18%

+4.65%

Volatility

IAU vs. VPN - Volatility Comparison

The current volatility for iShares Gold Trust (IAU) is 8.16%, while Global X Data Center REITs & Digital Infrastructure ETF (VPN) has a volatility of 9.23%. This indicates that IAU experiences smaller price fluctuations and is considered to be less risky than VPN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IAUVPNDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.16%

9.23%

-1.07%

Volatility (6M)

Calculated over the trailing 6-month period

24.16%

18.31%

+5.85%

Volatility (1Y)

Calculated over the trailing 1-year period

27.30%

22.99%

+4.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.16%

22.09%

-3.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.05%

22.07%

-6.02%

IAU vs. VPN - Expense Ratio Comparison

IAU has a 0.25% expense ratio, which is lower than VPN's 0.50% expense ratio.


Dividends

IAU vs. VPN - Dividend Comparison

IAU has not paid dividends to shareholders, while VPN's dividend yield for the trailing twelve months is around 0.73%.


PositionTTM202520242023202220212020
IAU
iShares Gold Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VPN
Global X Data Center REITs & Digital Infrastructure ETF
0.73%1.10%1.72%1.18%2.57%1.27%0.30%

Frequently Asked Questions


IAU and VPN have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VPN has higher volatility (9.23%) compared to IAU (8.16%). In terms of maximum drawdown, IAU dropped -45.14% vs VPN's -38.98%.

On 5-year performance, IAU leads with 18.77% vs 14.89% for VPN. On fees, IAU is cheaper at 0.25% per year. On volatility, IAU has been the lower-risk option at 8.16%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IAU has performed better with a 18.77% return vs 14.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IAU is cheaper with a 0.25% expense ratio, compared with 0.50% for VPN.

VPN has the higher dividend yield at 0.73%, compared with 0.00% for IAU.

IAU is categorized as Gold, while VPN is Technology Equities. IAU tracks LBMA Gold Price, while VPN tracks Solactive Data Center REITs & Digital Infrastructure Index. They also come from different issuers: iShares and Global X. Their fees differ too: 0.25% for IAU and 0.50% for VPN.

VPN currently has the higher Sharpe Ratio (3.39 vs 0.92), 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 VPN

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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