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OBIL vs. IAU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between OBIL and IAU is -0.80. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

OBIL vs. IAU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in US Treasury 12 Month Bill ETF (OBIL) and iShares Gold Trust (IAU). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

OBIL:

0.70%

IAU:

17.47%

Max Drawdown

OBIL:

-0.06%

IAU:

-45.14%

Current Drawdown

OBIL:

-0.01%

IAU:

-2.82%

Returns By Period


OBIL

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

IAU

YTD

26.78%

1M

2.97%

6M

23.81%

1Y

40.49%

5Y*

14.09%

10Y*

10.30%

*Annualized

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OBIL vs. IAU - Expense Ratio Comparison

OBIL has a 0.15% expense ratio, which is lower than IAU's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

OBIL vs. IAU — Risk-Adjusted Performance Rank

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

OBIL
The Risk-Adjusted Performance Rank of OBIL is 9999
Overall Rank
The Sharpe Ratio Rank of OBIL is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of OBIL is 9999
Sortino Ratio Rank
The Omega Ratio Rank of OBIL is 9999
Omega Ratio Rank
The Calmar Ratio Rank of OBIL is 9999
Calmar Ratio Rank
The Martin Ratio Rank of OBIL is 9999
Martin Ratio Rank

IAU
The Risk-Adjusted Performance Rank of IAU is 9797
Overall Rank
The Sharpe Ratio Rank of IAU is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of IAU is 9797
Sortino Ratio Rank
The Omega Ratio Rank of IAU is 9696
Omega Ratio Rank
The Calmar Ratio Rank of IAU is 9898
Calmar Ratio Rank
The Martin Ratio Rank of IAU is 9797
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

OBIL vs. IAU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for US Treasury 12 Month Bill ETF (OBIL) 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.



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Dividends

OBIL vs. IAU - Dividend Comparison

Neither OBIL nor IAU has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

OBIL vs. IAU - Drawdown Comparison

The maximum OBIL drawdown since its inception was -0.06%, smaller than the maximum IAU drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for OBIL and IAU. For additional features, visit the drawdowns tool.


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Volatility

OBIL vs. IAU - Volatility Comparison


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