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IS3V.DE vs. AAAU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS3V.DE vs. AAAU - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Global Inflation Linked Government Bond UCITS ETF (EUR Hedged) Acc (IS3V.DE) and Goldman Sachs Physical Gold ETF (AAAU). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IS3V.DE is traded in EUR, while AAAU is traded in USD. To make them comparable, the AAAU values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IS3V.DE achieves a 0.90% return, which is significantly lower than AAAU's 5.01% return.


IS3V.DE

1D
0.02%
1M
-0.09%
YTD
0.90%
6M
0.47%
1Y
2.38%
3Y*
0.94%
5Y*
-2.66%
10Y*

AAAU

1D
0.00%
1M
-3.44%
YTD
5.01%
6M
6.77%
1Y
31.32%
3Y*
27.85%
5Y*
19.70%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS3V.DE vs. AAAU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IS3V.DE
iShares Global Inflation Linked Government Bond UCITS ETF (EUR Hedged) Acc
0.90%2.39%-2.15%1.88%-19.26%4.95%4.83%
AAAU
Goldman Sachs Physical Gold ETF
2.01%44.59%35.29%9.58%5.67%3.17%-1.55%

Correlation

The correlation between IS3V.DE and AAAU is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.08

Correlation (3Y)
Calculated over the trailing 3-year period

0.12

Correlation (5Y)
Calculated over the trailing 5-year period

0.19

Correlation (All Time)
Calculated using the full available price history since Apr 30, 2020

0.19

The correlation between IS3V.DE and AAAU shifts across timeframes, from 0.08 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IS3V.DE vs. AAAU — Risk / Return Rank

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

IS3V.DE
IS3V.DE Risk / Return Rank: 1616
Overall Rank
IS3V.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
IS3V.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
IS3V.DE Omega Ratio Rank: 1515
Omega Ratio Rank
IS3V.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
IS3V.DE Martin Ratio Rank: 1818
Martin Ratio Rank

AAAU
AAAU Risk / Return Rank: 3030
Overall Rank
AAAU Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
AAAU Sortino Ratio Rank: 2828
Sortino Ratio Rank
AAAU Omega Ratio Rank: 3333
Omega Ratio Rank
AAAU Calmar Ratio Rank: 3030
Calmar Ratio Rank
AAAU Martin Ratio Rank: 2727
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.

IS3V.DE vs. AAAU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Inflation Linked Government Bond UCITS ETF (EUR Hedged) Acc (IS3V.DE) and Goldman Sachs Physical Gold ETF (AAAU). 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.


IS3V.DEAAAUDifference
Sharpe ratioReturn per unit of total volatility

-0.81

Sortino ratioReturn per unit of downside risk

-1.00

Omega ratioGain probability vs. loss probability

1.08

1.26

-0.18

Calmar ratioReturn relative to maximum drawdown

0.71

1.84

-1.13

Martin ratioReturn relative to average drawdown

1.83

4.36

-2.53

IS3V.DE vs. AAAU - Sharpe Ratio Comparison

The current IS3V.DE Sharpe Ratio is 0.45, which is lower than the AAAU Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of IS3V.DE and AAAU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IS3V.DEAAAUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.45

1.26

-0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.34

1.19

-1.53

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.19

1.15

-1.35

Drawdowns

IS3V.DE vs. AAAU - Drawdown Comparison

The maximum IS3V.DE drawdown since its inception was -24.54%, which is greater than AAAU's maximum drawdown of -18.54%. Use the drawdown chart below to compare losses from any high point for IS3V.DE and AAAU.


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Drawdown Indicators


IS3V.DEAAAUDifference

Max Drawdown

Largest peak-to-trough decline

-24.54%

-18.54%

-6.00%

Max Drawdown (1Y)

Largest decline over 1 year

-3.14%

-17.11%

+13.97%

Max Drawdown (3Y)

Largest decline over 3 years

-5.80%

-17.11%

+11.31%

Max Drawdown (5Y)

Largest decline over 5 years

-24.54%

-17.11%

-7.43%

Current Drawdown

Current decline from peak

-18.28%

-15.47%

-2.81%

Average Drawdown

Average peak-to-trough decline

-13.47%

-5.27%

-8.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.22%

7.21%

-5.99%

Volatility

IS3V.DE vs. AAAU - Volatility Comparison

The current volatility for iShares Global Inflation Linked Government Bond UCITS ETF (EUR Hedged) Acc (IS3V.DE) is 1.65%, while Goldman Sachs Physical Gold ETF (AAAU) has a volatility of 3.74%. This indicates that IS3V.DE experiences smaller price fluctuations and is considered to be less risky than AAAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS3V.DEAAAUDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.65%

3.74%

-2.09%

Volatility (6M)

Calculated over the trailing 6-month period

4.00%

21.58%

-17.58%

Volatility (1Y)

Calculated over the trailing 1-year period

4.94%

24.92%

-19.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.81%

16.56%

-8.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.38%

15.81%

-8.43%

IS3V.DE vs. AAAU - Expense Ratio Comparison

IS3V.DE has a 0.20% expense ratio, which is higher than AAAU's 0.18% 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

IS3V.DE vs. AAAU - Dividend Comparison

Neither IS3V.DE nor AAAU has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IS3V.DE and AAAU have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AAAU is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AAAU is cheaper with a 0.18% expense ratio, compared with 0.20% for IS3V.DE.

IS3V.DE is categorized as Inflation-Protected Bonds, while AAAU is Gold. IS3V.DE tracks Bloomberg World Government Inflation-Linked Bond (EUR Hedged), while AAAU tracks LBMA Gold PM Price. They also come from different issuers: iShares and Goldman Sachs. Their fees differ too: 0.20% for IS3V.DE and 0.18% for AAAU.

Portfolio Optimizer

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