SMWB vs. IAU
SMWB (Similarweb Ltd.) is a stock, while IAU (iShares Gold Trust) is Gold fund tracking the LBMA Gold Price. Over the past 5 years, SMWB returned -21.45%/yr vs 17.12%/yr for IAU. Their 0.03 correlation means their historical movements had little consistent relationship.
Performance
SMWB vs. IAU - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SMWB achieves a -4.27% return, which is significantly higher than IAU's -6.16% return.
SMWB
- 1D
- -0.69%
- 1M
- 16.02%
- 6M
- 37.62%
- YTD
- -4.27%
- 1Y
- -9.36%
- 3Y*
- -0.19%
- 5Y*
- -21.45%
- 10Y*
- —
- ALL TIME*
- -18.43%
IAU
- 1D
- -1.46%
- 1M
- -1.73%
- 6M
- -16.48%
- YTD
- -6.16%
- 1Y
- 20.35%
- 3Y*
- 27.40%
- 5Y*
- 17.12%
- 10Y*
- 11.21%
- ALL TIME*
- 10.71%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $349.43M | $363.40M | $472.72M | |
SMWB Similarweb Ltd. | $4.77M | $6.24M | $4.89M |
SMWB vs. IAU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SMWB Similarweb Ltd. | -4.27% | -47.14% | 165.85% | -17.11% | -64.10% | -13.73% |
IAU iShares Gold Trust | -6.16% | 63.95% | 26.85% | 12.84% | -0.63% | -0.66% |
Correlation
The correlation between SMWB and IAU is -0.03, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.03 |
Correlation (3Y) Balances recent behavior with more history. | -0.01 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.03 |
Correlation (All Time) Calculated using the full available price history since May 12, 2021 | 0.03 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SMWB vs. IAU — Risk / Return Rank
SMWB
IAU
SMWB vs. IAU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Similarweb Ltd. (SMWB) 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.
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.
| SMWB | IAU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.01 | ||
| Sortino ratioReturn per unit of downside risk | -0.91 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.17 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | 0.87 | -1.05 |
| Martin ratioReturn relative to average drawdown | -0.30 | 1.88 | -2.18 |
Loading charts...
Drawdowns
SMWB vs. IAU - Drawdown Comparison
The maximum SMWB drawdown since its inception was -90.59%, which is greater than IAU's maximum drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for SMWB and IAU.
Loading charts...
Drawdown Indicators
| SMWB | IAU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.59% | -45.14% | -45.45% |
Max Drawdown (1Y)Largest decline over 1 year | -77.60% | -26.36% | -51.24% |
Max Drawdown (3Y)Largest decline over 3 years | -86.66% | -26.36% | -60.30% |
Max Drawdown (5Y)Largest decline over 5 years | -90.59% | -26.36% | -64.23% |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.36% | — |
Current DrawdownCurrent decline from peak | -71.04% | -25.01% | -46.03% |
Average DrawdownAverage peak-to-trough decline | -61.70% | -16.02% | -45.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 47.47% | 12.16% | +35.31% |
Volatility
SMWB vs. IAU - Volatility Comparison
Similarweb Ltd. (SMWB) has a higher volatility of 22.66% compared to iShares Gold Trust (IAU) at 6.35%. This indicates that SMWB'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.
Loading charts...
Volatility by Period
| SMWB | IAU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.66% | 6.35% | +16.31% |
Volatility (6M)Calculated over the trailing 6-month period | 68.98% | 23.35% | +45.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 75.76% | 27.92% | +47.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 66.35% | 18.42% | +47.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 65.39% | 16.08% | +49.31% |
Dividends
SMWB vs. IAU - Dividend Comparison
Neither SMWB nor IAU has paid dividends to shareholders.
Frequently Asked Questions
SMWB and IAU have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SMWB has higher volatility (22.66%) compared to IAU (6.35%). In terms of maximum drawdown, SMWB dropped -90.59% vs IAU's -45.14%.
IAU currently has the higher Sharpe Ratio (0.82 vs -0.19), 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.
Find the right allocation for SMWB and IAU
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer