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IYM vs. GOAU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IYM vs. GOAU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Basic Materials ETF (IYM) and US Global GO GOLD and Precious Metal Miners ETF (GOAU). The values are adjusted to include any dividend payments, if applicable.

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IYM vs. GOAU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IYM
iShares U.S. Basic Materials ETF
16.42%20.41%-4.54%12.83%-9.15%25.62%17.87%19.22%-16.63%14.88%
GOAU
US Global GO GOLD and Precious Metal Miners ETF
9.07%126.68%13.78%10.67%-11.66%-9.23%14.13%54.17%-11.88%7.92%

Returns By Period

In the year-to-date period, IYM achieves a 16.42% return, which is significantly higher than GOAU's 9.07% return.


IYM

1D
1.61%
1M
-5.46%
YTD
16.42%
6M
22.01%
1Y
34.61%
3Y*
12.30%
5Y*
8.93%
10Y*
11.13%

GOAU

1D
4.64%
1M
-17.24%
YTD
9.07%
6M
14.84%
1Y
87.28%
3Y*
39.02%
5Y*
20.93%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IYM vs. GOAU - Expense Ratio Comparison

IYM has a 0.42% expense ratio, which is lower than GOAU's 0.60% expense ratio.


Return for Risk

IYM vs. GOAU — Risk / Return Rank

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

IYM
IYM Risk / Return Rank: 7979
Overall Rank
IYM Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
IYM Sortino Ratio Rank: 8080
Sortino Ratio Rank
IYM Omega Ratio Rank: 7575
Omega Ratio Rank
IYM Calmar Ratio Rank: 8181
Calmar Ratio Rank
IYM Martin Ratio Rank: 7777
Martin Ratio Rank

GOAU
GOAU Risk / Return Rank: 8383
Overall Rank
GOAU Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
GOAU Sortino Ratio Rank: 8181
Sortino Ratio Rank
GOAU Omega Ratio Rank: 7979
Omega Ratio Rank
GOAU Calmar Ratio Rank: 8686
Calmar Ratio Rank
GOAU Martin Ratio Rank: 8181
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.

IYM vs. GOAU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Basic Materials ETF (IYM) and US Global GO GOLD and Precious Metal Miners ETF (GOAU). 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.


IYMGOAUDifference

Sharpe ratio

Return per unit of total volatility

1.55

1.88

-0.33

Sortino ratio

Return per unit of downside risk

2.15

2.17

-0.02

Omega ratio

Gain probability vs. loss probability

1.29

1.32

-0.02

Calmar ratio

Return relative to maximum drawdown

2.38

2.78

-0.40

Martin ratio

Return relative to average drawdown

8.81

9.55

-0.74

IYM vs. GOAU - Sharpe Ratio Comparison

The current IYM Sharpe Ratio is 1.55, which is comparable to the GOAU Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of IYM and GOAU, 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


IYMGOAUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.55

1.88

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.58

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.50

-0.17

Correlation

The correlation between IYM and GOAU is 0.38, 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

IYM vs. GOAU - Dividend Comparison

IYM's dividend yield for the trailing twelve months is around 1.30%, more than GOAU's 0.86% yield.


TTM20252024202320222021202020192018201720162015
IYM
iShares U.S. Basic Materials ETF
1.30%1.51%1.65%1.77%2.14%1.48%1.39%2.08%1.68%1.43%1.47%2.04%
GOAU
US Global GO GOLD and Precious Metal Miners ETF
0.86%0.94%2.11%0.99%1.55%1.28%0.74%0.16%0.47%0.27%0.00%0.00%

Drawdowns

IYM vs. GOAU - Drawdown Comparison

The maximum IYM drawdown since its inception was -67.78%, which is greater than GOAU's maximum drawdown of -55.41%. Use the drawdown chart below to compare losses from any high point for IYM and GOAU.


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Drawdown Indicators


IYMGOAUDifference

Max Drawdown

Largest peak-to-trough decline

-67.78%

-55.41%

-12.37%

Max Drawdown (1Y)

Largest decline over 1 year

-14.54%

-31.15%

+16.61%

Max Drawdown (5Y)

Largest decline over 5 years

-29.94%

-48.52%

+18.58%

Max Drawdown (10Y)

Largest decline over 10 years

-42.76%

Current Drawdown

Current decline from peak

-5.46%

-17.43%

+11.97%

Average Drawdown

Average peak-to-trough decline

-11.51%

-18.77%

+7.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.93%

9.06%

-5.13%

Volatility

IYM vs. GOAU - Volatility Comparison

The current volatility for iShares U.S. Basic Materials ETF (IYM) is 7.07%, while US Global GO GOLD and Precious Metal Miners ETF (GOAU) has a volatility of 17.04%. This indicates that IYM experiences smaller price fluctuations and is considered to be less risky than GOAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IYMGOAUDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.07%

17.04%

-9.97%

Volatility (6M)

Calculated over the trailing 6-month period

14.93%

39.44%

-24.51%

Volatility (1Y)

Calculated over the trailing 1-year period

22.42%

46.73%

-24.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.33%

35.96%

-15.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.66%

35.37%

-13.71%