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IAUM vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

IAUM vs. USD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Gold Trust Micro (IAUM) and USD Cash (USD=X). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


IAUM

1D
0.10%
1M
-10.19%
YTD
-2.40%
6M
-2.08%
1Y
24.22%
3Y*
29.28%
5Y*
10Y*

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IAUM vs. USD=X - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IAUM
iShares Gold Trust Micro
-2.40%64.27%27.04%13.12%-0.49%3.87%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

IAUM vs. USD=X — Risk / Return Rank

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

IAUM
IAUM Risk / Return Rank: 2727
Overall Rank
IAUM Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IAUM Sortino Ratio Rank: 2525
Sortino Ratio Rank
IAUM Omega Ratio Rank: 3131
Omega Ratio Rank
IAUM Calmar Ratio Rank: 2424
Calmar Ratio Rank
IAUM Martin Ratio Rank: 2525
Martin Ratio Rank

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Trust Micro (IAUM) and USD Cash (USD=X). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IAUMUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.19

Calmar ratioReturn relative to maximum drawdown

1.00

Martin ratioReturn relative to average drawdown

2.87

IAUM vs. USD=X - Sharpe Ratio Comparison


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Drawdowns

IAUM vs. USD=X - Drawdown Comparison

The maximum IAUM drawdown since its inception was -24.37%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for IAUM and USD=X.


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Drawdown Indicators


IAUMUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-24.37%

0.00%

-24.37%

Max Drawdown (1Y)

Largest decline over 1 year

-24.37%

0.00%

-24.37%

Max Drawdown (3Y)

Largest decline over 3 years

-24.37%

0.00%

-24.37%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

Current Drawdown

Current decline from peak

-21.99%

0.00%

-21.99%

Average Drawdown

Average peak-to-trough decline

-5.38%

0.00%

-5.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.46%

0.00%

+8.46%

Volatility

IAUM vs. USD=X - Volatility Comparison

iShares Gold Trust Micro (IAUM) has a higher volatility of 7.71% compared to USD Cash (USD=X) at 0.00%. This indicates that IAUM's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IAUMUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.71%

0.00%

+7.71%

Volatility (6M)

Calculated over the trailing 6-month period

23.82%

0.00%

+23.82%

Volatility (1Y)

Calculated over the trailing 1-year period

27.06%

0.00%

+27.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.05%

0.00%

+18.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.05%

0.00%

+18.05%

Frequently Asked Questions


IAUM has higher volatility (7.71%) compared to USD=X (0.00%). In terms of maximum drawdown, IAUM dropped -24.37% vs USD=X's 0.00%.

Portfolio Optimizer

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