PortfoliosLab logo
IAUM vs. GLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IAUM and GLD is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

IAUM vs. GLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Gold Trust Micro ETF of Benef Interest (IAUM) and SPDR Gold Trust (GLD). The values are adjusted to include any dividend payments, if applicable.

40.00%50.00%60.00%70.00%80.00%90.00%December2025FebruaryMarchAprilMay
89.98%
87.62%
IAUM
GLD

Key characteristics

Sharpe Ratio

IAUM:

2.69

GLD:

2.64

Sortino Ratio

IAUM:

3.57

GLD:

3.52

Omega Ratio

IAUM:

1.46

GLD:

1.45

Calmar Ratio

IAUM:

5.74

GLD:

5.65

Martin Ratio

IAUM:

15.38

GLD:

15.14

Ulcer Index

IAUM:

3.02%

GLD:

3.03%

Daily Std Dev

IAUM:

17.26%

GLD:

17.38%

Max Drawdown

IAUM:

-20.87%

GLD:

-45.56%

Current Drawdown

IAUM:

-1.52%

GLD:

-1.53%

Returns By Period

The year-to-date returns for both stocks are quite close, with IAUM having a 28.51% return and GLD slightly lower at 28.34%.


IAUM

YTD

28.51%

1M

13.42%

6M

26.67%

1Y

45.52%

5Y*

N/A

10Y*

N/A

GLD

YTD

28.34%

1M

13.53%

6M

26.48%

1Y

45.07%

5Y*

14.20%

10Y*

10.58%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SPDR Gold Trust

IAUM vs. GLD - Expense Ratio Comparison

IAUM has a 0.15% expense ratio, which is lower than GLD's 0.40% expense ratio.


Risk-Adjusted Performance

IAUM vs. GLD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IAUM
The Risk-Adjusted Performance Rank of IAUM is 9797
Overall Rank
The Sharpe Ratio Rank of IAUM is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of IAUM is 9696
Sortino Ratio Rank
The Omega Ratio Rank of IAUM is 9595
Omega Ratio Rank
The Calmar Ratio Rank of IAUM is 9898
Calmar Ratio Rank
The Martin Ratio Rank of IAUM is 9696
Martin Ratio Rank

GLD
The Risk-Adjusted Performance Rank of GLD is 9696
Overall Rank
The Sharpe Ratio Rank of GLD is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of GLD is 9696
Sortino Ratio Rank
The Omega Ratio Rank of GLD is 9595
Omega Ratio Rank
The Calmar Ratio Rank of GLD is 9898
Calmar Ratio Rank
The Martin Ratio Rank of GLD is 9696
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IAUM vs. GLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Trust Micro ETF of Benef Interest (IAUM) and SPDR Gold Trust (GLD). 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.


The current IAUM Sharpe Ratio is 2.69, which is comparable to the GLD Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of IAUM and GLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio2.002.503.00December2025FebruaryMarchAprilMay
2.69
2.64
IAUM
GLD

Dividends

IAUM vs. GLD - Dividend Comparison

Neither IAUM nor GLD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IAUM vs. GLD - Drawdown Comparison

The maximum IAUM drawdown since its inception was -20.87%, smaller than the maximum GLD drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for IAUM and GLD. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%December2025FebruaryMarchAprilMay
-1.52%
-1.53%
IAUM
GLD

Volatility

IAUM vs. GLD - Volatility Comparison

iShares Gold Trust Micro ETF of Benef Interest (IAUM) and SPDR Gold Trust (GLD) have volatilities of 8.78% and 8.77%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%December2025FebruaryMarchAprilMay
8.78%
8.77%
IAUM
GLD

User Portfolios with IAUM or GLD


SBGB
SBMX
GLD
SBRB
BTAL
BIL
UUP
SVARX
GLD
BTC-USD
COST
WMT
PGR
SLV
NVDA
PPLT
1 / 247

Recent discussions