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IAUM vs. TLT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IAUM vs. TLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Gold Trust Micro (IAUM) and iShares 20+ Year Treasury Bond ETF (TLT). The values are adjusted to include any dividend payments, if applicable.

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IAUM vs. TLT - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IAUM
iShares Gold Trust Micro
8.63%64.27%27.04%13.12%-0.49%3.87%
TLT
iShares 20+ Year Treasury Bond ETF
0.17%4.25%-8.05%2.77%-31.23%4.02%

Returns By Period

In the year-to-date period, IAUM achieves a 8.63% return, which is significantly higher than TLT's 0.17% return.


IAUM

1D
3.78%
1M
-11.00%
YTD
8.63%
6M
21.30%
1Y
49.82%
3Y*
33.36%
5Y*
10Y*

TLT

1D
-0.10%
1M
-4.23%
YTD
0.17%
6M
-0.87%
1Y
-0.49%
3Y*
-2.78%
5Y*
-5.85%
10Y*
-1.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IAUM vs. TLT - Expense Ratio Comparison

IAUM has a 0.09% expense ratio, which is lower than TLT's 0.15% 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%.


Return for Risk

IAUM vs. TLT — Risk / Return Rank

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

IAUM
IAUM Risk / Return Rank: 8888
Overall Rank
IAUM Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
IAUM Sortino Ratio Rank: 8787
Sortino Ratio Rank
IAUM Omega Ratio Rank: 8686
Omega Ratio Rank
IAUM Calmar Ratio Rank: 8989
Calmar Ratio Rank
IAUM Martin Ratio Rank: 8888
Martin Ratio Rank

TLT
TLT Risk / Return Rank: 1212
Overall Rank
TLT Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
TLT Sortino Ratio Rank: 1010
Sortino Ratio Rank
TLT Omega Ratio Rank: 1010
Omega Ratio Rank
TLT Calmar Ratio Rank: 1414
Calmar Ratio Rank
TLT Martin Ratio Rank: 1313
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. TLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Trust Micro (IAUM) and iShares 20+ Year Treasury Bond ETF (TLT). 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.


IAUMTLTDifference

Sharpe ratio

Return per unit of total volatility

1.82

-0.04

+1.86

Sortino ratio

Return per unit of downside risk

2.26

0.02

+2.24

Omega ratio

Gain probability vs. loss probability

1.33

1.00

+0.33

Calmar ratio

Return relative to maximum drawdown

2.72

0.05

+2.66

Martin ratio

Return relative to average drawdown

10.05

0.11

+9.94

IAUM vs. TLT - Sharpe Ratio Comparison

The current IAUM Sharpe Ratio is 1.82, which is higher than the TLT Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of IAUM and TLT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IAUMTLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.82

-0.04

+1.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

1.29

0.26

+1.03

Correlation

The correlation between IAUM and TLT is 0.24, 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. TLT - Dividend Comparison

IAUM has not paid dividends to shareholders, while TLT's dividend yield for the trailing twelve months is around 4.49%.


TTM20252024202320222021202020192018201720162015
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%
TLT
iShares 20+ Year Treasury Bond ETF
4.49%4.43%4.30%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%

Drawdowns

IAUM vs. TLT - Drawdown Comparison

The maximum IAUM drawdown since its inception was -20.87%, smaller than the maximum TLT drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for IAUM and TLT.


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Drawdown Indicators


IAUMTLTDifference

Max Drawdown

Largest peak-to-trough decline

-20.87%

-48.35%

+27.48%

Max Drawdown (1Y)

Largest decline over 1 year

-19.15%

-9.23%

-9.92%

Max Drawdown (5Y)

Largest decline over 5 years

-43.70%

Max Drawdown (10Y)

Largest decline over 10 years

-48.35%

Current Drawdown

Current decline from peak

-13.18%

-40.17%

+26.99%

Average Drawdown

Average peak-to-trough decline

-4.98%

-13.62%

+8.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.18%

4.38%

+0.80%

Volatility

IAUM vs. TLT - Volatility Comparison

iShares Gold Trust Micro (IAUM) has a higher volatility of 10.97% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 3.71%. This indicates that IAUM's price experiences larger fluctuations and is considered to be riskier than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IAUMTLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.97%

3.71%

+7.26%

Volatility (6M)

Calculated over the trailing 6-month period

23.96%

6.61%

+17.35%

Volatility (1Y)

Calculated over the trailing 1-year period

27.51%

11.44%

+16.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.78%

15.90%

+1.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.78%

14.93%

+2.85%