PHYS vs. IAU
Compare and contrast key facts about Sprott Physical Gold Trust (PHYS) and iShares Gold Trust (IAU).
IAU is a passively managed fund by iShares that tracks the performance of the Gold Bullion. It was launched on Jan 28, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PHYS or IAU.
Correlation
The correlation between PHYS and IAU is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
PHYS vs. IAU - Performance Comparison
Key characteristics
PHYS:
1.87
IAU:
1.93
PHYS:
2.42
IAU:
2.55
PHYS:
1.32
IAU:
1.34
PHYS:
3.07
IAU:
3.55
PHYS:
9.18
IAU:
10.15
PHYS:
3.08%
IAU:
2.85%
PHYS:
15.14%
IAU:
14.97%
PHYS:
-48.16%
IAU:
-45.14%
PHYS:
-6.69%
IAU:
-5.98%
Returns By Period
The year-to-date returns for both stocks are quite close, with PHYS having a 26.87% return and IAU slightly lower at 26.83%. Over the past 10 years, PHYS has underperformed IAU with an annualized return of 7.64%, while IAU has yielded a comparatively higher 8.12% annualized return.
PHYS
26.87%
-0.93%
12.15%
27.59%
11.32%
7.64%
IAU
26.83%
-1.06%
12.78%
27.97%
11.90%
8.12%
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Risk-Adjusted Performance
PHYS vs. IAU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprott Physical Gold Trust (PHYS) 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.
Dividends
PHYS vs. IAU - Dividend Comparison
Neither PHYS nor IAU has paid dividends to shareholders.
Drawdowns
PHYS vs. IAU - Drawdown Comparison
The maximum PHYS drawdown since its inception was -48.16%, which is greater than IAU's maximum drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for PHYS and IAU. For additional features, visit the drawdowns tool.
Volatility
PHYS vs. IAU - Volatility Comparison
Sprott Physical Gold Trust (PHYS) has a higher volatility of 5.47% compared to iShares Gold Trust (IAU) at 5.17%. This indicates that PHYS's price experiences larger fluctuations and is considered to be riskier than IAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.