IAUM vs. SCHX
Compare and contrast key facts about iShares Gold Trust Micro (IAUM) and Schwab U.S. Large-Cap ETF (SCHX).
IAUM and SCHX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IAUM is a passively managed fund by iShares that tracks the performance of the LBMA Gold Price. It was launched on Jun 15, 2021. SCHX is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Total Stock Market Index. It was launched on Nov 3, 2009. Both IAUM and SCHX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
IAUM vs. SCHX - Performance Comparison
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IAUM vs. SCHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
IAUM iShares Gold Trust Micro | 10.49% | 64.27% | 27.04% | 13.12% | -0.49% | 3.87% |
SCHX Schwab U.S. Large-Cap ETF | -3.70% | 17.46% | 24.88% | 26.84% | -19.41% | 10.21% |
Returns By Period
In the year-to-date period, IAUM achieves a 10.49% return, which is significantly higher than SCHX's -3.70% return.
IAUM
- 1D
- 1.71%
- 1M
- -10.65%
- YTD
- 10.49%
- 6M
- 23.22%
- 1Y
- 52.68%
- 3Y*
- 34.12%
- 5Y*
- —
- 10Y*
- —
SCHX
- 1D
- 0.78%
- 1M
- -4.31%
- YTD
- -3.70%
- 6M
- -1.70%
- 1Y
- 17.91%
- 3Y*
- 18.55%
- 5Y*
- 11.30%
- 10Y*
- 14.02%
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IAUM vs. SCHX - Expense Ratio Comparison
IAUM has a 0.09% expense ratio, which is higher than SCHX's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
IAUM vs. SCHX — Risk / Return Rank
IAUM
SCHX
IAUM vs. SCHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Gold Trust Micro (IAUM) and Schwab U.S. Large-Cap ETF (SCHX). 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.
| IAUM | SCHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.92 | 0.98 | +0.94 |
Sortino ratioReturn per unit of downside risk | 2.35 | 1.50 | +0.86 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.23 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 2.74 | 1.51 | +1.23 |
Martin ratioReturn relative to average drawdown | 10.02 | 7.02 | +3.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IAUM | SCHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.92 | 0.98 | +0.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.66 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.31 | 0.80 | +0.51 |
Correlation
The correlation between IAUM and SCHX is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
IAUM vs. SCHX - Dividend Comparison
IAUM has not paid dividends to shareholders, while SCHX's dividend yield for the trailing twelve months is around 1.16%.
| 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% |
SCHX Schwab U.S. Large-Cap ETF | 1.16% | 1.09% | 1.22% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.02% | 1.70% | 1.92% | 2.04% |
Drawdowns
IAUM vs. SCHX - Drawdown Comparison
The maximum IAUM drawdown since its inception was -20.87%, smaller than the maximum SCHX drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for IAUM and SCHX.
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Drawdown Indicators
| IAUM | SCHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.87% | -34.33% | +13.46% |
Max Drawdown (1Y)Largest decline over 1 year | -19.15% | -12.19% | -6.96% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.41% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.33% | — |
Current DrawdownCurrent decline from peak | -11.69% | -5.67% | -6.02% |
Average DrawdownAverage peak-to-trough decline | -4.99% | -4.00% | -0.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.23% | 2.62% | +2.61% |
Volatility
IAUM vs. SCHX - Volatility Comparison
iShares Gold Trust Micro (IAUM) has a higher volatility of 10.38% compared to Schwab U.S. Large-Cap ETF (SCHX) at 5.36%. This indicates that IAUM's price experiences larger fluctuations and is considered to be riskier than SCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IAUM | SCHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.38% | 5.36% | +5.02% |
Volatility (6M)Calculated over the trailing 6-month period | 24.00% | 9.67% | +14.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.53% | 18.33% | +9.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.79% | 17.13% | +0.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.79% | 18.13% | -0.34% |