IAUM vs. COST
IAUM (iShares Gold Trust Micro) is Gold fund tracking the LBMA Gold Price PM, while COST (Costco Wholesale Corporation) is a stock. Over the past 3 years, IAUM returned 27.50%/yr vs 24.02%/yr for COST. At a 0.05 correlation, their price movements are largely independent.
Performance
IAUM vs. COST - Performance Comparison
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Returns By Period
In the year-to-date period, IAUM achieves a -7.58% return, which is significantly lower than COST's 11.77% return.
IAUM
- 1D
- -3.05%
- 1M
- -11.57%
- YTD
- -7.58%
- 6M
- -11.04%
- 1Y
- 19.85%
- 3Y*
- 27.50%
- 5Y*
- —
- 10Y*
- —
COST
- 1D
- 0.36%
- 1M
- -6.53%
- YTD
- 11.77%
- 6M
- 10.55%
- 1Y
- -3.54%
- 3Y*
- 24.02%
- 5Y*
- 20.79%
- 10Y*
- 22.03%
IAUM vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
IAUM iShares Gold Trust Micro | -7.58% | 64.27% | 27.04% | 13.12% | -0.49% | 3.87% |
COST Costco Wholesale Corporation | 11.77% | -5.39% | 39.62% | 49.00% | -19.05% | 43.66% |
Correlation
The correlation between IAUM and COST is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2021 | 0.05 |
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Return for Risk
IAUM vs. COST — Risk / Return Rank
IAUM
COST
IAUM vs. COST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Gold Trust Micro (IAUM) and Costco Wholesale Corporation (COST). 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.
| IAUM | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.92 | ||
| Sortino ratioReturn per unit of downside risk | +1.21 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 0.98 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 0.76 | -0.25 | +1.01 |
| Martin ratioReturn relative to average drawdown | 2.16 | -0.55 | +2.71 |
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Drawdowns
IAUM vs. COST - Drawdown Comparison
The maximum IAUM drawdown since its inception was -26.14%, smaller than the maximum COST drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for IAUM and COST.
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Drawdown Indicators
| IAUM | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.14% | -53.39% | +27.25% |
Max Drawdown (1Y)Largest decline over 1 year | -26.14% | -14.42% | -11.72% |
Max Drawdown (3Y)Largest decline over 3 years | -26.14% | -20.74% | -5.40% |
Max Drawdown (5Y)Largest decline over 5 years | — | -31.40% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.40% | — |
Current DrawdownCurrent decline from peak | -26.14% | -12.17% | -13.97% |
Average DrawdownAverage peak-to-trough decline | -5.48% | -13.36% | +7.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.20% | 6.81% | +2.39% |
Volatility
IAUM vs. COST - Volatility Comparison
iShares Gold Trust Micro (IAUM) has a higher volatility of 8.54% compared to Costco Wholesale Corporation (COST) at 6.17%. This indicates that IAUM's price experiences larger fluctuations and is considered to be riskier than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IAUM | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.54% | 6.17% | +2.37% |
Volatility (6M)Calculated over the trailing 6-month period | 24.30% | 14.48% | +9.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.45% | 18.77% | +8.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.15% | 22.73% | -4.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.15% | 21.97% | -3.82% |
Dividends
IAUM vs. COST - Dividend Comparison
IAUM has not paid dividends to shareholders, while COST's dividend yield for the trailing twelve months is around 0.56%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 0.56% | 0.59% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% |
IAUM iShares Gold Trust Micro | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IAUM and COST have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IAUM has higher volatility (8.54%) compared to COST (6.17%). In terms of maximum drawdown, IAUM dropped -26.14% vs COST's -53.39%.
IAUM currently has the higher Sharpe Ratio (0.73 vs -0.19), 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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