IAUM vs. MDLZ
IAUM (iShares Gold Trust Micro) is Gold fund tracking the LBMA Gold Price PM, while MDLZ (Mondelez International, Inc.) is a stock. Over the past 3 years, IAUM returned 29.28%/yr vs -1.98%/yr for MDLZ. At a 0.08 correlation, their price movements are largely independent.
Performance
IAUM vs. MDLZ - Performance Comparison
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Returns By Period
In the year-to-date period, IAUM achieves a -2.40% return, which is significantly lower than MDLZ's 18.03% return.
IAUM
- 1D
- 0.10%
- 1M
- -9.51%
- YTD
- -2.40%
- 6M
- -2.08%
- 1Y
- 22.55%
- 3Y*
- 29.28%
- 5Y*
- —
- 10Y*
- —
MDLZ
- 1D
- -0.58%
- 1M
- 3.31%
- YTD
- 18.03%
- 6M
- 18.65%
- 1Y
- -2.75%
- 3Y*
- -1.98%
- 5Y*
- 2.36%
- 10Y*
- 6.09%
IAUM vs. MDLZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
IAUM iShares Gold Trust Micro | -2.40% | 64.27% | 27.04% | 13.12% | -0.49% | 3.87% |
MDLZ Mondelez International, Inc. | 18.03% | -7.03% | -15.30% | 11.17% | 2.92% | 6.66% |
Correlation
The correlation between IAUM and MDLZ is 0.06, 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 | 0.06 |
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 | 0.08 |
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Return for Risk
IAUM vs. MDLZ — Risk / Return Rank
IAUM
MDLZ
IAUM vs. MDLZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Gold Trust Micro (IAUM) and Mondelez International, Inc. (MDLZ). 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 | MDLZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.10 | ||
| Sortino ratioReturn per unit of downside risk | +1.39 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 0.98 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.00 | -0.17 | +1.17 |
| Martin ratioReturn relative to average drawdown | 2.87 | -0.30 | +3.17 |
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Drawdowns
IAUM vs. MDLZ - Drawdown Comparison
The maximum IAUM drawdown since its inception was -24.37%, smaller than the maximum MDLZ drawdown of -42.52%. Use the drawdown chart below to compare losses from any high point for IAUM and MDLZ.
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Drawdown Indicators
| IAUM | MDLZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.37% | -42.52% | +18.15% |
Max Drawdown (1Y)Largest decline over 1 year | -24.37% | -25.93% | +1.56% |
Max Drawdown (3Y)Largest decline over 3 years | -24.37% | -29.00% | +4.63% |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.14% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -29.74% | — |
Current DrawdownCurrent decline from peak | -21.99% | -12.59% | -9.40% |
Average DrawdownAverage peak-to-trough decline | -5.38% | -11.03% | +5.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.46% | 14.70% | -6.24% |
Volatility
IAUM vs. MDLZ - Volatility Comparison
iShares Gold Trust Micro (IAUM) has a higher volatility of 7.71% compared to Mondelez International, Inc. (MDLZ) at 5.46%. This indicates that IAUM's price experiences larger fluctuations and is considered to be riskier than MDLZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IAUM | MDLZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.71% | 5.46% | +2.25% |
Volatility (6M)Calculated over the trailing 6-month period | 23.82% | 16.28% | +7.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.06% | 22.26% | +4.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.05% | 19.52% | -1.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.05% | 21.03% | -2.98% |
Dividends
IAUM vs. MDLZ - Dividend Comparison
IAUM has not paid dividends to shareholders, while MDLZ's dividend yield for the trailing twelve months is around 3.13%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MDLZ Mondelez International, Inc. | 3.13% | 3.60% | 3.00% | 2.24% | 2.21% | 2.01% | 2.05% | 1.98% | 2.40% | 1.92% | 1.62% | 1.43% |
Frequently Asked Questions
IAUM and MDLZ have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IAUM has higher volatility (7.71%) compared to MDLZ (5.46%). In terms of maximum drawdown, IAUM dropped -24.37% vs MDLZ's -42.52%.
IAUM currently has the higher Sharpe Ratio (0.90 vs -0.20), 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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