PortfoliosLab logoPortfoliosLab logo
IDV vs. IAU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IDV vs. IAU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares International Select Dividend ETF (IDV) and iShares Gold Trust (IAU). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

IDV vs. IAU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IDV
iShares International Select Dividend ETF
8.60%52.16%4.00%10.32%-6.40%12.00%-5.94%23.56%-10.37%19.74%
IAU
iShares Gold Trust
10.48%63.95%26.85%12.84%-0.63%-4.00%25.03%17.98%-1.76%12.91%

Returns By Period

In the year-to-date period, IDV achieves a 8.60% return, which is significantly lower than IAU's 10.48% return. Over the past 10 years, IDV has underperformed IAU with an annualized return of 10.20%, while IAU has yielded a comparatively higher 14.27% annualized return.


IDV

1D
0.19%
1M
-2.98%
YTD
8.60%
6M
18.79%
1Y
44.44%
3Y*
22.95%
5Y*
12.75%
10Y*
10.20%

IAU

1D
1.72%
1M
-10.66%
YTD
10.48%
6M
23.05%
1Y
52.36%
3Y*
33.88%
5Y*
22.19%
10Y*
14.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


IDV vs. IAU - Expense Ratio Comparison

IDV has a 0.49% expense ratio, which is higher than IAU's 0.25% expense ratio.


Return for Risk

IDV vs. IAU — Risk / Return Rank

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

IDV
IDV Risk / Return Rank: 9696
Overall Rank
IDV Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IDV Sortino Ratio Rank: 9797
Sortino Ratio Rank
IDV Omega Ratio Rank: 9797
Omega Ratio Rank
IDV Calmar Ratio Rank: 9595
Calmar Ratio Rank
IDV Martin Ratio Rank: 9696
Martin Ratio Rank

IAU
IAU Risk / Return Rank: 8686
Overall Rank
IAU Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
IAU Sortino Ratio Rank: 8585
Sortino Ratio Rank
IAU Omega Ratio Rank: 8585
Omega Ratio Rank
IAU Calmar Ratio Rank: 8686
Calmar Ratio Rank
IAU Martin Ratio Rank: 8484
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.

IDV vs. IAU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Select Dividend ETF (IDV) 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.


IDVIAUDifference

Sharpe ratio

Return per unit of total volatility

2.86

1.90

+0.96

Sortino ratio

Return per unit of downside risk

3.56

2.33

+1.23

Omega ratio

Gain probability vs. loss probability

1.58

1.35

+0.24

Calmar ratio

Return relative to maximum drawdown

4.18

2.72

+1.47

Martin ratio

Return relative to average drawdown

18.52

9.95

+8.56

IDV vs. IAU - Sharpe Ratio Comparison

The current IDV Sharpe Ratio is 2.86, which is higher than the IAU Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of IDV and IAU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


IDVIAUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.86

1.90

+0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

1.26

-0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.90

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.65

-0.44

Correlation

The correlation between IDV and IAU is 0.21, 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

IDV vs. IAU - Dividend Comparison

IDV's dividend yield for the trailing twelve months is around 4.60%, while IAU has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
IDV
iShares International Select Dividend ETF
4.60%4.94%6.46%6.51%7.33%5.78%5.47%5.15%5.93%4.52%4.69%5.08%
IAU
iShares Gold Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IDV vs. IAU - Drawdown Comparison

The maximum IDV drawdown since its inception was -70.14%, which is greater than IAU's maximum drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for IDV and IAU.


Loading graphics...

Drawdown Indicators


IDVIAUDifference

Max Drawdown

Largest peak-to-trough decline

-70.14%

-45.14%

-25.00%

Max Drawdown (1Y)

Largest decline over 1 year

-10.76%

-19.18%

+8.42%

Max Drawdown (5Y)

Largest decline over 5 years

-29.19%

-20.93%

-8.26%

Max Drawdown (10Y)

Largest decline over 10 years

-42.50%

-21.82%

-20.68%

Current Drawdown

Current decline from peak

-4.37%

-11.71%

+7.34%

Average Drawdown

Average peak-to-trough decline

-15.53%

-15.98%

+0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.43%

5.23%

-2.80%

Volatility

IDV vs. IAU - Volatility Comparison

The current volatility for iShares International Select Dividend ETF (IDV) is 5.99%, while iShares Gold Trust (IAU) has a volatility of 10.44%. This indicates that IDV experiences smaller price fluctuations and is considered to be less risky than IAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


IDVIAUDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.99%

10.44%

-4.45%

Volatility (6M)

Calculated over the trailing 6-month period

9.93%

24.15%

-14.22%

Volatility (1Y)

Calculated over the trailing 1-year period

15.61%

27.64%

-12.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.48%

17.70%

-2.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.96%

15.83%

+2.13%