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IAU vs. VTV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IAU vs. VTV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Gold Trust (IAU) and Vanguard Value ETF (VTV). 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 -4.77% return, which is significantly lower than VTV's 16.68% return. Over the past 10 years, IAU has underperformed VTV with an annualized return of 11.47%, while VTV has yielded a comparatively higher 12.54% annualized return.


IAU

1D
1.66%
1M
2.37%
6M
-23.89%
YTD
-4.77%
1Y
25.45%
3Y*
27.61%
5Y*
17.47%
10Y*
11.47%
ALL TIME*
10.79%

VTV

1D
0.34%
1M
1.20%
6M
11.66%
YTD
16.68%
1Y
25.98%
3Y*
17.14%
5Y*
12.35%
10Y*
12.54%
ALL TIME*
9.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$356.82M$368.90M$473.90M
$702.76M$700.34M$620.98M

IAU vs. VTV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IAU
iShares Gold Trust
-4.77%63.95%26.85%12.84%-0.63%-4.00%25.03%17.98%-1.76%12.91%
VTV
Vanguard Value ETF
16.68%15.27%15.95%9.32%-2.09%26.53%2.33%25.66%-5.47%17.15%

Correlation

The correlation between IAU and VTV is 0.25, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.25

Correlation (3Y)
Balances recent behavior with more history.

0.17

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.15

Correlation (10Y)
Provides a long-term view across more market conditions.

0.06

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2005

0.07

The correlation between IAU and VTV shifts across timeframes, from 0.06 (10 years) to 0.25 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IAU vs. VTV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IAU
IAU Risk / Return Rank: 3535
Overall Rank
IAU Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
IAU Sortino Ratio Rank: 3636
Sortino Ratio Rank
IAU Omega Ratio Rank: 4343
Omega Ratio Rank
IAU Calmar Ratio Rank: 3131
Calmar Ratio Rank
IAU Martin Ratio Rank: 2727
Martin Ratio Rank

VTV
VTV Risk / Return Rank: 9393
Overall Rank
VTV Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
VTV Sortino Ratio Rank: 9494
Sortino Ratio Rank
VTV Omega Ratio Rank: 9393
Omega Ratio Rank
VTV Calmar Ratio Rank: 9292
Calmar Ratio Rank
VTV Martin Ratio Rank: 9393
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IAU vs. VTV - Risk-Adjusted Trends Comparison

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


IAUVTVDifference
Sharpe ratioReturn per unit of total volatility

-1.60

Sortino ratioReturn per unit of downside risk

-2.32

Omega ratioGain probability vs. loss probability

1.19

1.45

-0.27

Calmar ratioReturn relative to maximum drawdown

0.97

4.11

-3.14

Martin ratioReturn relative to average drawdown

2.12

15.92

-13.80

IAU vs. VTV - Sharpe Ratio Comparison

The current IAU Sharpe Ratio is 0.92, which is lower than the VTV Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of IAU and VTV, 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. VTV - Drawdown Comparison

The maximum IAU drawdown since its inception was -45.14%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for IAU and VTV.


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Drawdown Indicators


IAUVTVDifference

Max Drawdown

Largest peak-to-trough decline

-45.14%

-59.27%

+14.13%

Max Drawdown (1Y)

Largest decline over 1 year

-26.36%

-6.35%

-20.01%

Max Drawdown (3Y)

Largest decline over 3 years

-26.36%

-14.52%

-11.84%

Max Drawdown (5Y)

Largest decline over 5 years

-26.36%

-17.04%

-9.32%

Max Drawdown (10Y)

Largest decline over 10 years

-26.36%

-36.78%

+10.42%

Current Drawdown

Current decline from peak

-23.89%

-1.10%

-22.79%

Average Drawdown

Average peak-to-trough decline

-16.02%

-7.82%

-8.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.05%

1.65%

+10.40%

Volatility

IAU vs. VTV - Volatility Comparison

iShares Gold Trust (IAU) has a higher volatility of 6.18% compared to Vanguard Value ETF (VTV) at 2.62%. This indicates that IAU's price experiences larger fluctuations and is considered to be riskier than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IAUVTVDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.18%

2.62%

+3.56%

Volatility (6M)

Calculated over the trailing 6-month period

23.32%

7.73%

+15.59%

Volatility (1Y)

Calculated over the trailing 1-year period

27.94%

10.37%

+17.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.42%

13.83%

+4.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.07%

16.61%

-0.54%

IAU vs. VTV - Expense Ratio Comparison

IAU has a 0.25% expense ratio, which is higher than VTV's 0.04% 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. VTV - Dividend Comparison

IAU has not paid dividends to shareholders, while VTV's dividend yield for the trailing twelve months is around 1.85%.


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%
VTV
Vanguard Value ETF
1.85%2.05%2.31%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%

Frequently Asked Questions


IAU and VTV have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IAU has higher volatility (6.18%) compared to VTV (2.62%). In terms of maximum drawdown, IAU dropped -45.14% vs VTV's -59.27%.

On 10-year performance, VTV leads with 12.54% vs 11.47% for IAU. On fees, VTV is cheaper at 0.04% per year. On volatility, VTV has been the lower-risk option at 2.62%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VTV has performed better with a 12.54% return vs 11.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTV is cheaper with a 0.04% expense ratio, compared with 0.25% for IAU.

VTV has the higher dividend yield at 1.85%, compared with 0.00% for IAU.

IAU is categorized as Gold, while VTV is Large Cap Value Equities. IAU tracks LBMA Gold Price, while VTV tracks CRSP US Large Cap Value Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.25% for IAU and 0.04% for VTV.

VTV currently has the higher Sharpe Ratio (2.52 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 VTV

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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