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PHYS vs. IAUM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

PHYS vs. IAUM

Last updated May 12, 2025

Compare and contrast key facts about Sprott Physical Gold Trust (PHYS) and iShares Gold Trust Micro ETF of Benef Interest (IAUM).

IAUM is a passively managed fund by iShares that tracks the performance of the LBMA Gold Price PM ($/ozt). It was launched on Jun 15, 2021.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PHYS or IAUM.

Correlation

The correlation between PHYS and IAUM is -1.00. 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

PHYS vs. IAUM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Physical Gold Trust (PHYS) and iShares Gold Trust Micro ETF of Benef Interest (IAUM). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

PHYS:

17.46%

IAUM:

35.19%

Max Drawdown

PHYS:

-48.16%

IAUM:

-3.46%

Current Drawdown

PHYS:

-3.02%

IAUM:

-2.75%

Returns By Period

PHYS

YTD

26.17%

1M

2.38%

6M

22.52%

1Y

38.63%

5Y*

13.11%

10Y*

9.71%

IAUM

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

PHYS vs. IAUM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
PHYS
The Risk-Adjusted Performance Rank of PHYS is 9696
Overall Rank
The Sharpe Ratio Rank of PHYS is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of PHYS is 9595
Sortino Ratio Rank
The Omega Ratio Rank of PHYS is 9494
Omega Ratio Rank
The Calmar Ratio Rank of PHYS is 9898
Calmar Ratio Rank
The Martin Ratio Rank of PHYS is 9696
Martin Ratio Rank
IAUM
The Risk-Adjusted Performance Rank of IAUM is 9696
Overall Rank
The Sharpe Ratio Rank of IAUM is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of IAUM is 9696
Sortino Ratio Rank
The Omega Ratio Rank of IAUM is 9595
Omega Ratio Rank
The Calmar Ratio Rank of IAUM is 9898
Calmar Ratio Rank
The Martin Ratio Rank of IAUM is 9696
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.

PHYS vs. IAUM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Physical Gold Trust (PHYS) and iShares Gold Trust Micro ETF of Benef Interest (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.

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Dividends

PHYS vs. IAUM - Dividend Comparison

Neither PHYS nor IAUM has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

PHYS vs. IAUM - Drawdown Comparison

The maximum PHYS drawdown since its inception was -48.16%, which is greater than IAUM's maximum drawdown of -3.46%. Use the drawdown chart below to compare losses from any high point for PHYS and IAUM. For additional features, visit the drawdowns tool.

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Volatility

PHYS vs. IAUM - Volatility Comparison

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