IBMM vs. IAU
Compare and contrast key facts about iShares iBonds Dec 2024 Term Muni Bond ETF (IBMM) and iShares Gold Trust (IAU).
IBMM and IAU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IBMM is a passively managed fund by iShares that tracks the performance of the S&P AMT-Free Municipal Series Dec 2024 Index. It was launched on Mar 20, 2018. IAU is a passively managed fund by iShares that tracks the performance of the LBMA Gold Price. It was launched on Jan 21, 2005. Both IBMM and IAU 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
IBMM vs. IAU - Performance Comparison
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IBMM vs. IAU - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
IBMM iShares iBonds Dec 2024 Term Muni Bond ETF | 0.00% |
IAU iShares Gold Trust | -5.45% |
Returns By Period
IBMM
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IAU
- 1D
- 3.80%
- 1M
- -11.01%
- YTD
- 8.61%
- 6M
- 21.15%
- 1Y
- 49.53%
- 3Y*
- 33.12%
- 5Y*
- 21.78%
- 10Y*
- 14.08%
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IBMM vs. IAU - Expense Ratio Comparison
IBMM has a 0.18% expense ratio, which is lower than IAU's 0.25% 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
IBMM vs. IAU — Risk / Return Rank
IBMM
IAU
IBMM vs. IAU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2024 Term Muni Bond ETF (IBMM) and iShares Gold Trust (IAU). 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| IBMM | IAU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 1.80 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.24 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.89 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | — | 0.64 | — |
Dividends
IBMM vs. IAU - Dividend Comparison
Neither IBMM nor IAU has paid dividends to shareholders.
Drawdowns
IBMM vs. IAU - Drawdown Comparison
The maximum IBMM drawdown since its inception was 0.00%, smaller than the maximum IAU drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for IBMM and IAU.
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Drawdown Indicators
| IBMM | IAU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | 0.00% | -45.14% | +45.14% |
Max Drawdown (1Y)Largest decline over 1 year | — | -19.18% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.93% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -21.82% | — |
Current DrawdownCurrent decline from peak | 0.00% | -13.20% | +13.20% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -15.98% | +15.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 5.18% | — |
Volatility
IBMM vs. IAU - Volatility Comparison
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Volatility by Period
| IBMM | IAU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 11.02% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 24.11% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 0.00% | 27.62% | -27.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.00% | 17.69% | -17.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.00% | 15.82% | -15.82% |