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IAUM vs. SGOL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IAUM and SGOL is 1.00, 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.


-0.50.00.51.01.0

Performance

IAUM vs. SGOL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Gold Trust Micro ETF of Benef Interest (IAUM) and Aberdeen Standard Physical Gold Shares ETF (SGOL). The values are adjusted to include any dividend payments, if applicable.

30.00%35.00%40.00%45.00%50.00%55.00%JulyAugustSeptemberOctoberNovemberDecember
46.15%
45.67%
IAUM
SGOL

Key characteristics

Sharpe Ratio

IAUM:

1.87

SGOL:

1.86

Sortino Ratio

IAUM:

2.48

SGOL:

2.47

Omega Ratio

IAUM:

1.32

SGOL:

1.33

Calmar Ratio

IAUM:

3.44

SGOL:

3.42

Martin Ratio

IAUM:

10.03

SGOL:

10.01

Ulcer Index

IAUM:

2.77%

SGOL:

2.77%

Daily Std Dev

IAUM:

14.91%

SGOL:

14.93%

Max Drawdown

IAUM:

-20.87%

SGOL:

-45.51%

Current Drawdown

IAUM:

-6.98%

SGOL:

-7.02%

Returns By Period

The year-to-date returns for both stocks are quite close, with IAUM having a 25.58% return and SGOL slightly lower at 25.38%.


IAUM

YTD

25.58%

1M

-0.69%

6M

11.32%

1Y

27.00%

5Y*

N/A

10Y*

N/A

SGOL

YTD

25.38%

1M

-0.72%

6M

11.24%

1Y

26.79%

5Y*

11.76%

10Y*

7.79%

Compare stocks, funds, or ETFs

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


IAUM vs. SGOL - Expense Ratio Comparison

IAUM has a 0.15% expense ratio, which is lower than SGOL's 0.17% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


SGOL
Aberdeen Standard Physical Gold Shares ETF
Expense ratio chart for SGOL: current value at 0.17% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.17%
Expense ratio chart for IAUM: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

IAUM vs. SGOL - 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 Aberdeen Standard Physical Gold Shares ETF (SGOL). 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.


Sharpe ratio
The chart of Sharpe ratio for IAUM, currently valued at 1.86, compared to the broader market0.002.004.001.871.86
The chart of Sortino ratio for IAUM, currently valued at 2.48, compared to the broader market-2.000.002.004.006.008.0010.002.482.47
The chart of Omega ratio for IAUM, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.001.321.33
The chart of Calmar ratio for IAUM, currently valued at 3.44, compared to the broader market0.005.0010.0015.003.443.42
The chart of Martin ratio for IAUM, currently valued at 10.03, compared to the broader market0.0020.0040.0060.0080.00100.0010.0310.01
IAUM
SGOL

The current IAUM Sharpe Ratio is 1.87, which is comparable to the SGOL Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of IAUM and SGOL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.87
1.86
IAUM
SGOL

Dividends

IAUM vs. SGOL - Dividend Comparison

Neither IAUM nor SGOL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IAUM vs. SGOL - Drawdown Comparison

The maximum IAUM drawdown since its inception was -20.87%, smaller than the maximum SGOL drawdown of -45.51%. Use the drawdown chart below to compare losses from any high point for IAUM and SGOL. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.98%
-7.02%
IAUM
SGOL

Volatility

IAUM vs. SGOL - Volatility Comparison

iShares Gold Trust Micro ETF of Benef Interest (IAUM) and Aberdeen Standard Physical Gold Shares ETF (SGOL) have volatilities of 5.21% and 5.20%, 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.


3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
5.21%
5.20%
IAUM
SGOL
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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