MDLZ vs. IAUM
MDLZ (Mondelez International, Inc.) is a stock, while IAUM (iShares Gold Trust Micro) is Gold fund tracking the LBMA Gold Price PM. Over the past 3 years, MDLZ returned -1.98%/yr vs 29.28%/yr for IAUM. At a 0.08 correlation, their price movements are largely independent.
Performance
MDLZ vs. IAUM - Performance Comparison
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Returns By Period
In the year-to-date period, MDLZ achieves a 18.03% return, which is significantly higher than IAUM's -2.40% return.
MDLZ
- 1D
- -0.58%
- 1M
- 3.31%
- YTD
- 18.03%
- 6M
- 18.65%
- 1Y
- -2.75%
- 3Y*
- -1.98%
- 5Y*
- 2.36%
- 10Y*
- 6.09%
IAUM
- 1D
- 0.10%
- 1M
- -9.51%
- YTD
- -2.40%
- 6M
- -2.08%
- 1Y
- 22.55%
- 3Y*
- 29.28%
- 5Y*
- —
- 10Y*
- —
MDLZ vs. IAUM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
MDLZ Mondelez International, Inc. | 18.03% | -7.03% | -15.30% | 11.17% | 2.92% | 6.66% |
IAUM iShares Gold Trust Micro | -2.40% | 64.27% | 27.04% | 13.12% | -0.49% | 3.87% |
Correlation
The correlation between MDLZ and IAUM is 0.06, 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 | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2021 | 0.08 |
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Return for Risk
MDLZ vs. IAUM — Risk / Return Rank
MDLZ
IAUM
MDLZ vs. IAUM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mondelez International, Inc. (MDLZ) and iShares Gold Trust Micro (IAUM). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MDLZ | IAUM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.10 | ||
| Sortino ratioReturn per unit of downside risk | -1.39 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.19 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.17 | 1.00 | -1.17 |
| Martin ratioReturn relative to average drawdown | -0.30 | 2.87 | -3.17 |
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Drawdowns
MDLZ vs. IAUM - Drawdown Comparison
The maximum MDLZ drawdown since its inception was -42.52%, which is greater than IAUM's maximum drawdown of -24.37%. Use the drawdown chart below to compare losses from any high point for MDLZ and IAUM.
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Drawdown Indicators
| MDLZ | IAUM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.52% | -24.37% | -18.15% |
Max Drawdown (1Y)Largest decline over 1 year | -25.93% | -24.37% | -1.56% |
Max Drawdown (3Y)Largest decline over 3 years | -29.00% | -24.37% | -4.63% |
Max Drawdown (5Y)Largest decline over 5 years | -29.14% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -29.74% | — | — |
Current DrawdownCurrent decline from peak | -12.59% | -21.99% | +9.40% |
Average DrawdownAverage peak-to-trough decline | -11.03% | -5.38% | -5.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.70% | 8.46% | +6.24% |
Volatility
MDLZ vs. IAUM - Volatility Comparison
The current volatility for Mondelez International, Inc. (MDLZ) is 5.46%, while iShares Gold Trust Micro (IAUM) has a volatility of 7.71%. This indicates that MDLZ experiences smaller price fluctuations and is considered to be less risky than IAUM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MDLZ | IAUM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.46% | 7.71% | -2.25% |
Volatility (6M)Calculated over the trailing 6-month period | 16.28% | 23.82% | -7.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.26% | 27.06% | -4.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.52% | 18.05% | +1.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.03% | 18.05% | +2.98% |
Dividends
MDLZ vs. IAUM - Dividend Comparison
MDLZ's dividend yield for the trailing twelve months is around 3.13%, while IAUM has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IAUM iShares Gold Trust Micro | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MDLZ Mondelez International, Inc. | 3.13% | 3.60% | 3.00% | 2.24% | 2.21% | 2.01% | 2.05% | 1.98% | 2.40% | 1.92% | 1.62% | 1.43% |
Frequently Asked Questions
MDLZ and IAUM have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IAUM has higher volatility (7.71%) compared to MDLZ (5.46%). In terms of maximum drawdown, MDLZ dropped -42.52% vs IAUM's -24.37%.
IAUM currently has the higher Sharpe Ratio (0.90 vs -0.20), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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