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IAUM vs. GLDM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IAUM vs. GLDM - Performance Comparison

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

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Returns By Period

The year-to-date returns for both stocks are quite close, with IAUM having a 10.56% return and GLDM slightly lower at 10.55%.


IAUM

1D
0.81%
1M
-8.30%
YTD
10.56%
6M
20.03%
1Y
54.12%
3Y*
33.67%
5Y*
10Y*

GLDM

1D
0.80%
1M
-8.27%
YTD
10.55%
6M
20.05%
1Y
54.06%
3Y*
33.65%
5Y*
22.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IAUM vs. GLDM - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IAUM
iShares Gold Trust Micro
10.56%64.27%27.04%13.12%-0.49%3.87%
GLDM
SPDR Gold MiniShares Trust
10.55%64.20%27.08%13.04%-0.47%3.71%

Correlation

The correlation between IAUM and GLDM is 1.00 — these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

1.00

Correlation (3Y)
Calculated over the trailing 3-year period

1.00

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2021

1.00

The correlation between IAUM and GLDM has been stable across timeframes, ranging from 1.00 to 1.00 — a consistent structural relationship.

IAUM vs. GLDM - Expense Ratio Comparison

IAUM has a 0.09% expense ratio, which is lower than GLDM's 0.10% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


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Return for Risk

IAUM vs. GLDM — Risk / Return Rank

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

IAUM
IAUM Risk / Return Rank: 4646
Overall Rank
IAUM Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
IAUM Sortino Ratio Rank: 3737
Sortino Ratio Rank
IAUM Omega Ratio Rank: 4545
Omega Ratio Rank
IAUM Calmar Ratio Rank: 5050
Calmar Ratio Rank
IAUM Martin Ratio Rank: 4747
Martin Ratio Rank

GLDM
GLDM Risk / Return Rank: 4545
Overall Rank
GLDM Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
GLDM Sortino Ratio Rank: 3636
Sortino Ratio Rank
GLDM Omega Ratio Rank: 4545
Omega Ratio Rank
GLDM Calmar Ratio Rank: 4949
Calmar Ratio Rank
GLDM Martin Ratio Rank: 4747
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IAUM vs. GLDM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Trust Micro (IAUM) and SPDR Gold MiniShares Trust (GLDM). 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.


IAUMGLDMDifference

Sharpe ratio

Return per unit of total volatility

2.01

2.00

+0.01

Sortino ratio

Return per unit of downside risk

2.42

2.41

+0.01

Omega ratio

Gain probability vs. loss probability

1.36

1.36

0.00

Calmar ratio

Return relative to maximum drawdown

3.15

3.14

+0.01

Martin ratio

Return relative to average drawdown

10.94

10.92

+0.02

IAUM vs. GLDM - Sharpe Ratio Comparison

The current IAUM Sharpe Ratio is 2.01, which is comparable to the GLDM Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of IAUM and GLDM, 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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Sharpe Ratios by Period


IAUMGLDMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.01

2.00

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.26

Sharpe Ratio (All Time)

Calculated using the full available price history

1.30

1.11

+0.20

Drawdowns

IAUM vs. GLDM - Drawdown Comparison

The maximum IAUM drawdown since its inception was -20.87%, roughly equal to the maximum GLDM drawdown of -21.63%. Use the drawdown chart below to compare losses from any high point for IAUM and GLDM.


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Drawdown Indicators


IAUMGLDMDifference

Max Drawdown

Largest peak-to-trough decline

-20.87%

-21.63%

+0.76%

Max Drawdown (1Y)

Largest decline over 1 year

-19.15%

-19.14%

-0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-20.92%

Current Drawdown

Current decline from peak

-11.64%

-11.60%

-0.04%

Average Drawdown

Average peak-to-trough decline

-5.02%

-6.06%

+1.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.51%

5.50%

+0.01%

Volatility

IAUM vs. GLDM - Volatility Comparison

iShares Gold Trust Micro (IAUM) and SPDR Gold MiniShares Trust (GLDM) have volatilities of 10.34% and 10.38%, 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.


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Volatility by Period


IAUMGLDMDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.34%

10.38%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

24.05%

24.16%

-0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

27.47%

27.54%

-0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.78%

17.67%

+0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.78%

16.78%

+1.00%

Dividends

IAUM vs. GLDM - Dividend Comparison

Neither IAUM nor GLDM has paid dividends to shareholders.


Tickers have no history of dividend payments