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IAU vs. VUG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IAU vs. VUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Gold Trust (IAU) and Vanguard Growth ETF (VUG). 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 VUG's 3.87% return. Over the past 10 years, IAU has underperformed VUG with an annualized return of 11.47%, while VUG has yielded a comparatively higher 17.16% 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%

VUG

1D
2.68%
1M
-2.17%
6M
4.45%
YTD
3.87%
1Y
11.65%
3Y*
20.62%
5Y*
11.92%
10Y*
17.16%
ALL TIME*
12.03%
*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
$577.14M$666.77M$652.71M

IAU vs. VUG - 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%
VUG
Vanguard Growth ETF
3.87%19.40%32.69%46.83%-33.16%27.35%40.25%37.03%-3.32%27.72%

Correlation

The correlation between IAU and VUG is 0.27, which is low. Their historical price movements had little consistent relationship.


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

0.27

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

0.13

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

0.10

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

0.08

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

0.07

Over the past year, IAU and VUG have become more correlated (0.27) than their long-term average of 0.07, meaning their price movements have been converging.

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Return for Risk

IAU vs. VUG — 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

VUG
VUG Risk / Return Rank: 2727
Overall Rank
VUG Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
VUG Sortino Ratio Rank: 2828
Sortino Ratio Rank
VUG Omega Ratio Rank: 2727
Omega Ratio Rank
VUG Calmar Ratio Rank: 2424
Calmar Ratio Rank
VUG Martin Ratio Rank: 2828
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. VUG - Risk-Adjusted Trends Comparison

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


IAUVUGDifference
Sharpe ratioReturn per unit of total volatility

+0.26

Sortino ratioReturn per unit of downside risk

+0.27

Omega ratioGain probability vs. loss probability

1.19

1.12

+0.06

Calmar ratioReturn relative to maximum drawdown

0.97

0.71

+0.26

Martin ratioReturn relative to average drawdown

2.12

2.25

-0.13

IAU vs. VUG - Sharpe Ratio Comparison

The current IAU Sharpe Ratio is 0.92, which is higher than the VUG Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of IAU and VUG, 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. VUG - Drawdown Comparison

The maximum IAU drawdown since its inception was -45.14%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for IAU and VUG.


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Drawdown Indicators


IAUVUGDifference

Max Drawdown

Largest peak-to-trough decline

-45.14%

-50.68%

+5.54%

Max Drawdown (1Y)

Largest decline over 1 year

-26.36%

-16.53%

-9.83%

Max Drawdown (3Y)

Largest decline over 3 years

-26.36%

-22.85%

-3.51%

Max Drawdown (5Y)

Largest decline over 5 years

-26.36%

-35.61%

+9.25%

Max Drawdown (10Y)

Largest decline over 10 years

-26.36%

-35.61%

+9.25%

Current Drawdown

Current decline from peak

-23.89%

-6.56%

-17.33%

Average Drawdown

Average peak-to-trough decline

-16.02%

-7.08%

-8.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.05%

5.19%

+6.86%

Volatility

IAU vs. VUG - Volatility Comparison

iShares Gold Trust (IAU) has a higher volatility of 6.18% compared to Vanguard Growth ETF (VUG) at 5.45%. This indicates that IAU's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IAUVUGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.18%

5.45%

+0.73%

Volatility (6M)

Calculated over the trailing 6-month period

23.32%

14.23%

+9.09%

Volatility (1Y)

Calculated over the trailing 1-year period

27.94%

17.71%

+10.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.42%

22.50%

-4.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.07%

21.55%

-5.48%

IAU vs. VUG - Expense Ratio Comparison

IAU has a 0.25% expense ratio, which is higher than VUG'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%.


Dividends

IAU vs. VUG - Dividend Comparison

IAU has not paid dividends to shareholders, while VUG's dividend yield for the trailing twelve months is around 0.40%.


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%
VUG
Vanguard Growth ETF
0.40%0.41%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%

Frequently Asked Questions


IAU and VUG have a correlation of 0.27, 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 VUG (5.45%). In terms of maximum drawdown, IAU dropped -45.14% vs VUG's -50.68%.

On 10-year performance, VUG leads with 17.16% vs 11.47% for IAU. On fees, VUG is cheaper at 0.03% per year. On volatility, VUG has been the lower-risk option at 5.45%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VUG has performed better with a 17.16% return vs 11.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VUG is cheaper with a 0.03% expense ratio, compared with 0.25% for IAU.

VUG has the higher dividend yield at 0.40%, compared with 0.00% for IAU.

IAU is categorized as Gold, while VUG is Large Cap Growth Equities. IAU tracks LBMA Gold Price, while VUG tracks CRSP US Large Cap Growth Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.25% for IAU and 0.03% for VUG.

IAU currently has the higher Sharpe Ratio (0.92 vs 0.66), 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 VUG

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