IWFH vs. IAU

Last updated Apr 2, 2026

Compare and contrast key facts about iShares Virtual Work and Life Multisector ETF (IWFH) and iShares Gold Trust (IAU).

IWFH and IAU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IWFH is a passively managed fund by iShares that tracks the performance of the NYSE FactSet Global Virtual Work and Life Index. It was launched on Sep 29, 2020. 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 IWFH 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

IWFH vs. IAU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Virtual Work and Life Multisector ETF (IWFH) and iShares Gold Trust (IAU). The values are adjusted to include any dividend payments, if applicable.

IWFH vs. IAU - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
IWFH iShares Virtual Work and Life Multisector ETF	0.00%	0.00%	-7.41%	17.42%	-39.32%	-25.56%	15.64%
IAU iShares Gold Trust	10.48%	63.95%	26.85%	12.84%	-0.63%	-4.00%	-0.06%

Returns By Period

IWFH

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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)

IWFH vs. IAU - Expense Ratio Comparison

IWFH has a 0.47% expense ratio, which is higher than IAU's 0.25% expense ratio.

IWFH

iShares Virtual Work and Life Multisector ETF

IAU

iShares Gold Trust

Return for Risk

IWFH 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: 86
IAU Sharpe Ratio Rank: 88
IAU Sortino Ratio Rank: 85
IAU Omega Ratio Rank: 85
IAU Calmar Ratio Rank: 86
IAU Martin Ratio Rank: 84

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.

IWFH vs. IAU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Virtual Work and Life Multisector ETF (IWFH) 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

	IWFH	IAU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.90	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.26	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.90	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.65	—

Correlation

The correlation between IWFH and IAU is 0.13, 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

IWFH vs. IAU - Dividend Comparison

Neither IWFH nor IAU has paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020
IWFH iShares Virtual Work and Life Multisector ETF	0.00%	0.00%	0.05%	1.83%	0.31%	0.00%	0.18%
IAU iShares Gold Trust	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

Drawdown Indicators

	IWFH	IAU	Difference
Max Drawdown Largest peak-to-trough decline	—	-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 Drawdown Current decline from peak	—	-11.71%	—
Average Drawdown Average peak-to-trough decline	—	-15.98%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	5.23%	—

Volatility

Volatility by Period

	IWFH	IAU	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	10.44%	—
Volatility (6M) Calculated over the trailing 6-month period	—	24.15%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	27.64%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	17.70%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	15.83%	—