IDYN vs. IAU

Last updated Jun 6, 2026

IDYN (iShares International Equity Factor Rotation Active ETF) and IAU (iShares Gold Trust) are both exchange-traded funds - IDYN is a Foreign Large Cap Equities fund actively managed by iShares, while IAU is a Gold fund tracking the LBMA Gold Price. IDYN is actively managed, while IAU is passively managed. At a 0.44 correlation, their price movements are largely independent. IDYN charges 0.40%/yr vs 0.25%/yr for IAU.

Performance

IDYN vs. IAU - Performance Comparison

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

Returns By Period

In the year-to-date period, IDYN achieves a 6.26% return, which is significantly higher than IAU's 0.06% return.

IDYN

• 1D: -2.79%
• 1M: -2.27%
• YTD: 6.26%
• 6M: 8.83%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

IAU

• 1D: -3.63%
• 1M: -8.18%
• YTD: 0.06%
• 6M: 2.63%
• 1Y: 30.01%
• 3Y*: 29.73%
• 5Y*: 17.65%
• 10Y*: 12.97%

*Multi-year figures are annualized to reflect compound growth (CAGR)

IDYN vs. IAU - Yearly Performance Comparison

	2026 (YTD)	2025
IDYN iShares International Equity Factor Rotation Active ETF	6.26%	10.87%
IAU iShares Gold Trust	0.06%	26.67%

Correlation

The correlation between IDYN and IAU is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Aug 8, 2025	0.44

Return for Risk

IDYN vs. IAU — Risk / Return Rank

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

IAU

IAU Risk / Return Rank: 29
IAU Sharpe Ratio Rank: 30
IAU Sortino Ratio Rank: 27
IAU Omega Ratio Rank: 33
IAU Calmar Ratio Rank: 30
IAU Martin Ratio Rank: 27

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.

IDYN vs. IAU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Equity Factor Rotation Active ETF (IDYN) 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.

Sharpe Ratios by Period

	IDYN	IAU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.07	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.98	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.82	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.28	0.61	+0.67

Drawdowns

IDYN vs. IAU - Drawdown Comparison

The maximum IDYN drawdown since its inception was -12.68%, smaller than the maximum IAU drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for IDYN and IAU.

Drawdown Indicators

	IDYN	IAU	Difference
Max Drawdown Largest peak-to-trough decline	-12.68%	-45.14%	+32.46%
Max Drawdown (1Y) Largest decline over 1 year	—	-20.04%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-20.04%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-20.93%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-21.82%	—
Current Drawdown Current decline from peak	-6.16%	-20.04%	+13.88%
Average Drawdown Average peak-to-trough decline	-2.46%	-15.97%	+13.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	7.89%	—

Volatility

Volatility by Period

	IDYN	IAU	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.64%	—
Volatility (6M) Calculated over the trailing 6-month period	—	23.33%	—
Volatility (1Y) Calculated over the trailing 1-year period	17.14%	26.67%	-9.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.14%	18.01%	-0.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.14%	15.94%	+1.20%

IDYN vs. IAU - Expense Ratio Comparison

IDYN has a 0.40% expense ratio, which is higher than IAU's 0.25% expense ratio.

Dividends

IDYN vs. IAU - Dividend Comparison

IDYN's dividend yield for the trailing twelve months is around 0.39%, while IAU has not paid dividends to shareholders.

Position	TTM	2025
IAU iShares Gold Trust	0.00%	0.00%
IDYN iShares International Equity Factor Rotation Active ETF	0.39%	0.42%

Frequently Asked Questions

Can I hold both IDYN and IAU in my portfolio?

IDYN and IAU have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, IDYN or IAU?

On fees, IAU is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, IDYN or IAU?

IAU is cheaper with a 0.25% expense ratio, compared with 0.40% for IDYN.

Which ETF pays a higher dividend yield, IDYN or IAU?

IDYN has the higher dividend yield at 0.39%, compared with 0.00% for IAU.

What is the main difference between IDYN and IAU?

IDYN is categorized as Foreign Large Cap Equities, while IAU is Gold. Their fees differ too: 0.40% for IDYN and 0.25% for IAU.