IAUM vs. PHYS
Compare and contrast key facts about iShares Gold Trust Micro ETF of Benef Interest (IAUM) and Sprott Physical Gold Trust (PHYS).
IAUM is a passively managed fund by iShares that tracks the performance of the LBMA Gold Price PM ($/ozt). It was launched on Jun 15, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IAUM or PHYS.
Performance
IAUM vs. PHYS - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with IAUM having a 24.08% return and PHYS slightly lower at 23.48%.
IAUM
24.08%
-4.23%
5.93%
29.29%
N/A
N/A
PHYS
23.48%
-5.34%
4.91%
27.15%
10.82%
7.12%
Key characteristics
| IAUM | PHYS | |
|---|---|---|
| Sharpe Ratio | 2.09 | 1.91 |
| Sortino Ratio | 2.80 | 2.52 |
| Omega Ratio | 1.36 | 1.33 |
| Calmar Ratio | 3.78 | 3.05 |
| Martin Ratio | 12.67 | 11.01 |
| Ulcer Index | 2.42% | 2.56% |
| Daily Std Dev | 14.64% | 14.71% |
| Max Drawdown | -20.87% | -48.16% |
| Current Drawdown | -8.09% | -9.19% |
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Correlation
The correlation between IAUM and PHYS is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
IAUM vs. PHYS - 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 Sprott Physical Gold Trust (PHYS). 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.
Dividends
IAUM vs. PHYS - Dividend Comparison
Neither IAUM nor PHYS has paid dividends to shareholders.
Drawdowns
IAUM vs. PHYS - Drawdown Comparison
The maximum IAUM drawdown since its inception was -20.87%, smaller than the maximum PHYS drawdown of -48.16%. Use the drawdown chart below to compare losses from any high point for IAUM and PHYS. For additional features, visit the drawdowns tool.
Volatility
IAUM vs. PHYS - Volatility Comparison
The current volatility for iShares Gold Trust Micro ETF of Benef Interest (IAUM) is 5.25%, while Sprott Physical Gold Trust (PHYS) has a volatility of 5.55%. This indicates that IAUM experiences smaller price fluctuations and is considered to be less risky than PHYS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.