PortfoliosLab logoPortfoliosLab logo
IAUM vs. NXG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IAUM vs. NXG - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, IAUM achieves a 3.00% return, which is significantly lower than NXG's 24.20% return.


IAUM

1D
-0.96%
1M
-1.62%
YTD
3.00%
6M
5.58%
1Y
32.42%
3Y*
31.53%
5Y*
10Y*

NXG

1D
1.05%
1M
4.62%
YTD
24.20%
6M
24.75%
1Y
39.68%
3Y*
35.01%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IAUM vs. NXG - Yearly Performance Comparison


2026 (YTD)2025202420232022
IAUM
iShares Gold Trust Micro
3.00%64.27%27.04%13.12%10.60%
NXG
NXG NextGen Infrastructure Income Fund
24.20%25.98%51.16%4.54%-5.68%

Correlation

The correlation between IAUM and NXG is 0.00, 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

0.00

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

0.04

Correlation (All Time)
Calculated using the full available price history since Nov 2, 2022

0.05

Compare stocks, funds, or ETFs

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


Return for Risk

IAUM vs. NXG — Risk / Return Rank

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

IAUM
IAUM Risk / Return Rank: 3232
Overall Rank
IAUM Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
IAUM Sortino Ratio Rank: 2929
Sortino Ratio Rank
IAUM Omega Ratio Rank: 3636
Omega Ratio Rank
IAUM Calmar Ratio Rank: 3434
Calmar Ratio Rank
IAUM Martin Ratio Rank: 2929
Martin Ratio Rank

NXG
NXG Risk / Return Rank: 4848
Overall Rank
NXG Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
NXG Sortino Ratio Rank: 4343
Sortino Ratio Rank
NXG Omega Ratio Rank: 4747
Omega Ratio Rank
NXG Calmar Ratio Rank: 6262
Calmar Ratio Rank
NXG Martin Ratio Rank: 3838
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. NXG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Trust Micro (IAUM) and NXG NextGen Infrastructure Income Fund (NXG). 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.


IAUMNXGDifference
Sharpe ratioReturn per unit of total volatility

-0.85

Sortino ratioReturn per unit of downside risk

-1.11

Omega ratioGain probability vs. loss probability

1.25

1.37

-0.13

Calmar ratioReturn relative to maximum drawdown

1.70

3.02

-1.32

Martin ratioReturn relative to average drawdown

4.22

8.32

-4.10

IAUM vs. NXG - Sharpe Ratio Comparison

The current IAUM Sharpe Ratio is 1.24, which is lower than the NXG Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of IAUM and NXG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


IAUMNXGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

2.09

-0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

1.16

1.00

+0.16

Drawdowns

IAUM vs. NXG - Drawdown Comparison

The maximum IAUM drawdown since its inception was -20.87%, smaller than the maximum NXG drawdown of -26.14%. Use the drawdown chart below to compare losses from any high point for IAUM and NXG.


Loading charts...

Drawdown Indicators


IAUMNXGDifference

Max Drawdown

Largest peak-to-trough decline

-20.87%

-26.14%

+5.27%

Max Drawdown (1Y)

Largest decline over 1 year

-19.15%

-13.19%

-5.96%

Max Drawdown (3Y)

Largest decline over 3 years

-19.15%

-26.14%

+6.99%

Current Drawdown

Current decline from peak

-17.68%

-0.28%

-17.40%

Average Drawdown

Average peak-to-trough decline

-5.30%

-6.60%

+1.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.70%

4.78%

+2.92%

Volatility

IAUM vs. NXG - Volatility Comparison

The current volatility for iShares Gold Trust Micro (IAUM) is 5.50%, while NXG NextGen Infrastructure Income Fund (NXG) has a volatility of 6.13%. This indicates that IAUM experiences smaller price fluctuations and is considered to be less risky than NXG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IAUMNXGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.50%

6.13%

-0.63%

Volatility (6M)

Calculated over the trailing 6-month period

22.89%

14.04%

+8.85%

Volatility (1Y)

Calculated over the trailing 1-year period

26.31%

19.12%

+7.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.86%

26.88%

-9.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.86%

26.88%

-9.02%

IAUM vs. NXG - Expense Ratio Comparison

IAUM has a 0.09% expense ratio, which is lower than NXG's 1.00% expense ratio.


Dividends

IAUM vs. NXG - Dividend Comparison

IAUM has not paid dividends to shareholders, while NXG's dividend yield for the trailing twelve months is around 10.86%.


PositionTTM2025202420232022
IAUM
iShares Gold Trust Micro
0.00%0.00%0.00%0.00%0.00%
NXG
NXG NextGen Infrastructure Income Fund
10.86%12.83%14.15%12.00%1.11%

Frequently Asked Questions


IAUM and NXG have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NXG has higher volatility (6.13%) compared to IAUM (5.50%). In terms of maximum drawdown, IAUM dropped -20.87% vs NXG's -26.14%.

NXG currently has the higher Sharpe Ratio (2.09 vs 1.24), 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

Find the right allocation for IAUM and NXG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer