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IAUM vs. IGLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IAUM vs. IGLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Gold Trust Micro (IAUM) and FT Vest Gold Strategy Target Income ETF (IGLD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IAUM achieves a -4.68% return, which is significantly higher than IGLD's -5.55% return.


IAUM

1D
-1.87%
1M
-8.79%
YTD
-4.68%
6M
-8.59%
1Y
21.67%
3Y*
28.82%
5Y*
10Y*

IGLD

1D
-1.96%
1M
-8.08%
YTD
-5.55%
6M
-8.37%
1Y
14.83%
3Y*
20.33%
5Y*
12.76%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IAUM vs. IGLD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IAUM
iShares Gold Trust Micro
-4.68%64.27%27.04%13.12%-0.49%3.87%
IGLD
FT Vest Gold Strategy Target Income ETF
-5.55%47.46%19.36%9.24%-2.34%2.48%

Correlation

The correlation between IAUM and IGLD is 0.95 - 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

0.95

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

0.92

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2021

0.92

The correlation between IAUM and IGLD has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.

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Return for Risk

IAUM vs. IGLD — Risk / Return Rank

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

IAUM
IAUM Risk / Return Rank: 2222
Overall Rank
IAUM Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
IAUM Sortino Ratio Rank: 2121
Sortino Ratio Rank
IAUM Omega Ratio Rank: 2525
Omega Ratio Rank
IAUM Calmar Ratio Rank: 2020
Calmar Ratio Rank
IAUM Martin Ratio Rank: 2121
Martin Ratio Rank

IGLD
IGLD Risk / Return Rank: 1818
Overall Rank
IGLD Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
IGLD Sortino Ratio Rank: 1818
Sortino Ratio Rank
IGLD Omega Ratio Rank: 2020
Omega Ratio Rank
IGLD Calmar Ratio Rank: 1717
Calmar Ratio Rank
IGLD Martin Ratio Rank: 1818
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. IGLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Trust Micro (IAUM) and FT Vest Gold Strategy Target Income ETF (IGLD). 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.


IAUMIGLDDifference
Sharpe ratioReturn per unit of total volatility

+0.19

Sortino ratioReturn per unit of downside risk

+0.21

Omega ratioGain probability vs. loss probability

1.17

1.14

+0.03

Calmar ratioReturn relative to maximum drawdown

0.89

0.68

+0.21

Martin ratioReturn relative to average drawdown

2.40

1.94

+0.46

IAUM vs. IGLD - Sharpe Ratio Comparison

The current IAUM Sharpe Ratio is 0.80, which is higher than the IGLD Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of IAUM and IGLD, 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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Drawdowns

IAUM vs. IGLD - Drawdown Comparison

The maximum IAUM drawdown since its inception was -24.37%, which is greater than IGLD's maximum drawdown of -21.90%. Use the drawdown chart below to compare losses from any high point for IAUM and IGLD.


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Drawdown Indicators


IAUMIGLDDifference

Max Drawdown

Largest peak-to-trough decline

-24.37%

-21.90%

-2.47%

Max Drawdown (1Y)

Largest decline over 1 year

-24.37%

-21.90%

-2.47%

Max Drawdown (3Y)

Largest decline over 3 years

-24.37%

-21.90%

-2.47%

Max Drawdown (5Y)

Largest decline over 5 years

-21.90%

Current Drawdown

Current decline from peak

-23.81%

-21.20%

-2.61%

Average Drawdown

Average peak-to-trough decline

-5.46%

-5.37%

-0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.06%

7.68%

+1.38%

Volatility

IAUM vs. IGLD - Volatility Comparison

iShares Gold Trust Micro (IAUM) and FT Vest Gold Strategy Target Income ETF (IGLD) have volatilities of 8.12% and 8.14%, 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


IAUMIGLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.12%

8.14%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

24.11%

22.34%

+1.77%

Volatility (1Y)

Calculated over the trailing 1-year period

27.27%

24.40%

+2.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.10%

15.48%

+2.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.10%

15.30%

+2.80%

IAUM vs. IGLD - Expense Ratio Comparison

IAUM has a 0.09% expense ratio, which is lower than IGLD's 0.85% expense ratio.


Dividends

IAUM vs. IGLD - Dividend Comparison

IAUM has not paid dividends to shareholders, while IGLD's dividend yield for the trailing twelve months is around 19.29%.


PositionTTM20252024202320222021
IAUM
iShares Gold Trust Micro
0.00%0.00%0.00%0.00%0.00%0.00%
IGLD
FT Vest Gold Strategy Target Income ETF
19.29%9.91%20.81%7.85%4.45%2.24%

Frequently Asked Questions


With a correlation of 0.95, IAUM and IGLD move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

IGLD has higher volatility (8.14%) compared to IAUM (8.12%). In terms of maximum drawdown, IAUM dropped -24.37% vs IGLD's -21.90%.

On 3-year performance, IAUM leads with 28.82% vs 20.33% for IGLD. On fees, IAUM is cheaper at 0.09% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, IAUM has performed better with a 28.82% return vs 20.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IAUM is cheaper with a 0.09% expense ratio, compared with 0.85% for IGLD.

IGLD has the higher dividend yield at 19.29%, compared with 0.00% for IAUM.

They also come from different issuers: iShares and First Trust. Their fees differ too: 0.09% for IAUM and 0.85% for IGLD.

IAUM currently has the higher Sharpe Ratio (0.80 vs 0.61), 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.

Portfolio Optimizer

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