IAUM vs. XLF
IAUM (iShares Gold Trust Micro) and XLF (State Street Financial Select Sector SPDR ETF) are both exchange-traded funds - IAUM is a Gold fund tracking the LBMA Gold Price PM, while XLF is a Financials Equities fund tracking the Financial Select Sector Index. Both are passively managed. Over the past 5 years, IAUM returned 17.21%/yr vs 10.80%/yr for XLF. At a 0.06 correlation, their price movements are largely independent. IAUM charges 0.09%/yr vs 0.08%/yr for XLF.
Performance
IAUM vs. XLF - Performance Comparison
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Returns By Period
In the year-to-date period, IAUM achieves a -7.12% return, which is significantly lower than XLF's 3.21% return.
IAUM
- 1D
- -0.18%
- 1M
- -4.97%
- 6M
- -12.59%
- YTD
- -7.12%
- 1Y
- 19.59%
- 3Y*
- 26.77%
- 5Y*
- 17.21%
- 10Y*
- —
- ALL TIME*
- 17.56%
XLF
- 1D
- -0.39%
- 1M
- 4.98%
- 6M
- 3.83%
- YTD
- 3.21%
- 1Y
- 8.32%
- 3Y*
- 18.56%
- 5Y*
- 10.80%
- 10Y*
- 13.37%
- ALL TIME*
- 6.03%
IAUM vs. XLF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
IAUM iShares Gold Trust Micro | -7.12% | 64.27% | 27.04% | 13.12% | -0.49% | 3.87% |
XLF State Street Financial Select Sector SPDR ETF | 3.21% | 14.90% | 30.56% | 12.03% | -10.59% | 7.49% |
Correlation
The correlation between IAUM and XLF is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2021 | 0.06 |
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Return for Risk
IAUM vs. XLF — Risk / Return Rank
IAUM
XLF
IAUM vs. XLF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Gold Trust Micro (IAUM) and State Street Financial Select Sector SPDR ETF (XLF). 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.
| IAUM | XLF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.14 | ||
| Sortino ratioReturn per unit of downside risk | +0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.11 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.75 | 0.56 | +0.18 |
| Martin ratioReturn relative to average drawdown | 1.75 | 1.43 | +0.31 |
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Drawdowns
IAUM vs. XLF - Drawdown Comparison
The maximum IAUM drawdown since its inception was -26.31%, smaller than the maximum XLF drawdown of -82.69%. Use the drawdown chart below to compare losses from any high point for IAUM and XLF.
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Drawdown Indicators
| IAUM | XLF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.31% | -82.69% | +56.38% |
Max Drawdown (1Y)Largest decline over 1 year | -26.31% | -14.79% | -11.52% |
Max Drawdown (3Y)Largest decline over 3 years | -26.31% | -15.54% | -10.77% |
Max Drawdown (5Y)Largest decline over 5 years | -26.31% | -25.81% | -0.50% |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.86% | — |
Current DrawdownCurrent decline from peak | -25.77% | -1.25% | -24.52% |
Average DrawdownAverage peak-to-trough decline | -5.74% | -19.95% | +14.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.24% | 5.81% | +5.43% |
Volatility
IAUM vs. XLF - Volatility Comparison
iShares Gold Trust Micro (IAUM) has a higher volatility of 6.30% compared to State Street Financial Select Sector SPDR ETF (XLF) at 4.07%. This indicates that IAUM's price experiences larger fluctuations and is considered to be riskier than XLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IAUM | XLF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.30% | 4.07% | +2.23% |
Volatility (6M)Calculated over the trailing 6-month period | 23.90% | 11.28% | +12.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.75% | 14.66% | +13.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.26% | 18.45% | -0.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.17% | 22.07% | -3.90% |
IAUM vs. XLF - Expense Ratio Comparison
IAUM has a 0.09% expense ratio, which is higher than XLF's 0.08% 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%.
Dividends
IAUM vs. XLF - Dividend Comparison
IAUM has not paid dividends to shareholders, while XLF's dividend yield for the trailing twelve months is around 1.44%.
| Position | 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% |
XLF State Street Financial Select Sector SPDR ETF | 1.44% | 1.31% | 1.42% | 1.71% | 2.04% | 1.63% | 2.03% | 1.87% | 2.08% | 1.48% | 21.10% | 1.95% |
Frequently Asked Questions
IAUM and XLF have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IAUM has higher volatility (6.30%) compared to XLF (4.07%). In terms of maximum drawdown, IAUM dropped -26.31% vs XLF's -82.69%.
On 5-year performance, IAUM leads with 17.21% vs 10.80% for XLF. On fees, XLF is cheaper at 0.08% per year. On volatility, XLF has been the lower-risk option at 4.07%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, IAUM has performed better with a 17.21% return vs 10.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
XLF is cheaper with a 0.08% expense ratio, compared with 0.09% for IAUM.
XLF has the higher dividend yield at 1.44%, compared with 0.00% for IAUM.
IAUM is categorized as Gold, while XLF is Financials Equities. IAUM tracks LBMA Gold Price PM, while XLF tracks Financial Select Sector Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.09% for IAUM and 0.08% for XLF.
IAUM currently has the higher Sharpe Ratio (0.71 vs 0.57), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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