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IGV vs. IAU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IGV vs. IAU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Expanded Tech-Software Sector ET (IGV) and iShares Gold Trust (IAU). The values are adjusted to include any dividend payments, if applicable.

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IGV vs. IAU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGV
iShares Expanded Tech-Software Sector ET
-24.26%5.56%23.41%58.56%-35.65%12.30%52.86%34.33%12.44%42.16%
IAU
iShares Gold Trust
8.61%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, IGV achieves a -24.26% return, which is significantly lower than IAU's 8.61% return. Both investments have delivered pretty close results over the past 10 years, with IGV having a 14.82% annualized return and IAU not far behind at 14.08%.


IGV

1D
3.13%
1M
-1.86%
YTD
-24.26%
6M
-30.40%
1Y
-10.05%
3Y*
9.52%
5Y*
2.75%
10Y*
14.82%

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

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IGV vs. IAU - Expense Ratio Comparison

IGV has a 0.46% expense ratio, which is higher than IAU's 0.25% expense ratio.


Return for Risk

IGV vs. IAU — Risk / Return Rank

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

IGV
IGV Risk / Return Rank: 66
Overall Rank
IGV Sharpe Ratio Rank: 66
Sharpe Ratio Rank
IGV Sortino Ratio Rank: 66
Sortino Ratio Rank
IGV Omega Ratio Rank: 66
Omega Ratio Rank
IGV Calmar Ratio Rank: 77
Calmar Ratio Rank
IGV Martin Ratio Rank: 66
Martin Ratio Rank

IAU
IAU Risk / Return Rank: 8787
Overall Rank
IAU Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
IAU Sortino Ratio Rank: 8686
Sortino Ratio Rank
IAU Omega Ratio Rank: 8686
Omega Ratio Rank
IAU Calmar Ratio Rank: 8989
Calmar Ratio Rank
IAU Martin Ratio Rank: 8787
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.

IGV vs. IAU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Expanded Tech-Software Sector ET (IGV) 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.


IGVIAUDifference

Sharpe ratio

Return per unit of total volatility

-0.35

1.80

-2.16

Sortino ratio

Return per unit of downside risk

-0.32

2.24

-2.56

Omega ratio

Gain probability vs. loss probability

0.96

1.33

-0.37

Calmar ratio

Return relative to maximum drawdown

-0.31

2.69

-3.01

Martin ratio

Return relative to average drawdown

-0.81

9.97

-10.78

IGV vs. IAU - Sharpe Ratio Comparison

The current IGV Sharpe Ratio is -0.35, which is lower than the IAU Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of IGV 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.


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Sharpe Ratios by Period


IGVIAUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.35

1.80

-2.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

1.24

-1.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.89

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.64

-0.31

Correlation

The correlation between IGV and IAU is 0.04, 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

IGV vs. IAU - Dividend Comparison

Neither IGV nor IAU has paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
IGV
iShares Expanded Tech-Software Sector ET
0.00%0.00%0.00%0.01%0.01%0.00%0.35%0.02%0.16%0.09%0.82%0.22%
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

IGV vs. IAU - Drawdown Comparison

The maximum IGV drawdown since its inception was -63.45%, which is greater than IAU's maximum drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for IGV and IAU.


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Drawdown Indicators


IGVIAUDifference

Max Drawdown

Largest peak-to-trough decline

-63.45%

-45.14%

-18.31%

Max Drawdown (1Y)

Largest decline over 1 year

-34.72%

-19.18%

-15.54%

Max Drawdown (5Y)

Largest decline over 5 years

-45.85%

-20.93%

-24.92%

Max Drawdown (10Y)

Largest decline over 10 years

-45.85%

-21.82%

-24.03%

Current Drawdown

Current decline from peak

-32.04%

-13.20%

-18.84%

Average Drawdown

Average peak-to-trough decline

-14.37%

-15.98%

+1.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.51%

5.18%

+8.33%

Volatility

IGV vs. IAU - Volatility Comparison

The current volatility for iShares Expanded Tech-Software Sector ET (IGV) is 8.65%, while iShares Gold Trust (IAU) has a volatility of 11.02%. This indicates that IGV 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.


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Volatility by Period


IGVIAUDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.65%

11.02%

-2.37%

Volatility (6M)

Calculated over the trailing 6-month period

19.69%

24.11%

-4.42%

Volatility (1Y)

Calculated over the trailing 1-year period

28.43%

27.62%

+0.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.10%

17.69%

+9.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.89%

15.82%

+10.07%