IAUF vs. PHYS
Compare and contrast key facts about iShares Gold Strategy ETF (IAUF) and Sprott Physical Gold Trust (PHYS).
IAUF is a passively managed fund by iShares that tracks the performance of the Bloomberg Composite Gold Index. It was launched on Jun 6, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IAUF or PHYS.
Key characteristics
| IAUF | PHYS | |
|---|---|---|
| YTD Return | 13.02% | 13.87% |
| 1Y Return | 16.78% | 16.88% |
| 3Y Return (Ann) | 8.79% | 8.88% |
| 5Y Return (Ann) | 11.36% | 12.10% |
| Sharpe Ratio | 1.38 | 1.35 |
| Daily Std Dev | 12.10% | 12.54% |
| Max Drawdown | -23.35% | -48.16% |
| Current Drawdown | -2.18% | -1.95% |
Correlation
The correlation between IAUF and PHYS is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
IAUF vs. PHYS - Performance Comparison
In the year-to-date period, IAUF achieves a 13.02% return, which is significantly lower than PHYS's 13.87% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
IAUF vs. PHYS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Gold Strategy ETF (IAUF) and Sprott Physical Gold Trust (PHYS). 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.
Dividends
IAUF vs. PHYS - Dividend Comparison
IAUF's dividend yield for the trailing twelve months is around 11.67%, while PHYS has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
IAUF iShares Gold Strategy ETF | 11.67% | 13.18% | 0.88% | 0.00% | 7.61% | 10.04% | 0.77% |
PHYS Sprott Physical Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IAUF vs. PHYS - Drawdown Comparison
The maximum IAUF drawdown since its inception was -23.35%, smaller than the maximum PHYS drawdown of -48.16%. Use the drawdown chart below to compare losses from any high point for IAUF and PHYS. For additional features, visit the drawdowns tool.
Volatility
IAUF vs. PHYS - Volatility Comparison
iShares Gold Strategy ETF (IAUF) and Sprott Physical Gold Trust (PHYS) have volatilities of 5.01% and 5.02%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.