IAU vs. XIACY
IAU (iShares Gold Trust) is Gold fund tracking the LBMA Gold Price, while XIACY (Xiaomi Corporation) is a stock. Over the past 3 years, IAU returned 29.07%/yr vs 33.84%/yr for XIACY. At a 0.13 correlation, their price movements are largely independent.
Performance
IAU vs. XIACY - Performance Comparison
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Returns By Period
In the year-to-date period, IAU achieves a -2.44% return, which is significantly higher than XIACY's -33.94% 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%
XIACY
- 1D
- 0.36%
- 1M
- -17.62%
- YTD
- -33.94%
- 6M
- -38.82%
- 1Y
- -49.35%
- 3Y*
- 33.84%
- 5Y*
- —
- 10Y*
- —
IAU vs. XIACY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
IAU iShares Gold Trust | -2.44% | 63.95% | 26.85% | 12.84% | -0.63% | -0.03% |
XIACY Xiaomi Corporation | -33.94% | 15.23% | 118.16% | 45.75% | -42.42% | -35.46% |
Correlation
The correlation between IAU and XIACY is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Jun 17, 2021 | 0.13 |
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Return for Risk
IAU vs. XIACY — Risk / Return Rank
IAU
XIACY
IAU vs. XIACY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Gold Trust (IAU) and Xiaomi Corporation (XIACY). 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.
| IAU | XIACY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.18 | ||
| Sortino ratioReturn per unit of downside risk | +3.38 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 0.77 | +0.41 |
| Calmar ratioReturn relative to maximum drawdown | 0.99 | -0.87 | +1.85 |
| Martin ratioReturn relative to average drawdown | 2.83 | -1.43 | +4.27 |
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Drawdowns
IAU vs. XIACY - Drawdown Comparison
The maximum IAU drawdown since its inception was -45.14%, smaller than the maximum XIACY drawdown of -71.03%. Use the drawdown chart below to compare losses from any high point for IAU and XIACY.
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Drawdown Indicators
| IAU | XIACY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.14% | -71.03% | +25.89% |
Max Drawdown (1Y)Largest decline over 1 year | -24.40% | -58.00% | +33.60% |
Max Drawdown (3Y)Largest decline over 3 years | -24.40% | -58.00% | +33.60% |
Max Drawdown (5Y)Largest decline over 5 years | -24.40% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -24.40% | — | — |
Current DrawdownCurrent decline from peak | -22.03% | -57.85% | +35.82% |
Average DrawdownAverage peak-to-trough decline | -15.97% | -39.31% | +23.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.47% | 35.09% | -26.62% |
Volatility
IAU vs. XIACY - Volatility Comparison
The current volatility for iShares Gold Trust (IAU) is 7.70%, while Xiaomi Corporation (XIACY) has a volatility of 10.81%. This indicates that IAU experiences smaller price fluctuations and is considered to be less risky than XIACY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IAU | XIACY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.70% | 10.81% | -3.11% |
Volatility (6M)Calculated over the trailing 6-month period | 23.94% | 26.89% | -2.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.17% | 39.10% | -11.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.16% | 46.49% | -28.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.02% | 46.49% | -30.47% |
Dividends
IAU vs. XIACY - Dividend Comparison
Neither IAU nor XIACY has paid dividends to shareholders.
Frequently Asked Questions
IAU and XIACY have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XIACY has higher volatility (10.81%) compared to IAU (7.70%). In terms of maximum drawdown, IAU dropped -45.14% vs XIACY's -71.03%.
IAU currently has the higher Sharpe Ratio (0.89 vs -1.29), 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.
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