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 -20.25%/yr vs 16.68%/yr for IAU. At a 0.03 correlation, their price movements are largely independent.
Performance
SMWB vs. IAU - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SMWB achieves a -4.81% return, which is significantly higher than IAU's -7.29% return.
SMWB
- 1D
- 7.06%
- 1M
- 62.79%
- 6M
- 2.59%
- YTD
- -4.81%
- 1Y
- -13.89%
- 3Y*
- 0.23%
- 5Y*
- -20.25%
- 10Y*
- —
IAU
- 1D
- -2.60%
- 1M
- -4.98%
- 6M
- -13.00%
- YTD
- -7.29%
- 1Y
- 18.88%
- 3Y*
- 26.67%
- 5Y*
- 16.68%
- 10Y*
- 11.37%
SMWB vs. IAU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SMWB Similarweb Ltd. | -4.81% | -47.14% | 165.85% | -17.11% | -64.10% | -13.73% |
IAU iShares Gold Trust | -7.29% | 63.95% | 26.85% | 12.84% | -0.63% | -0.66% |
Correlation
The correlation between SMWB and IAU is -0.02, 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 | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.00 |
Correlation (5Y) Calculated over the trailing 5-year 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 | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -0.77 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.15 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | 0.72 | -0.90 |
| Martin ratioReturn relative to average drawdown | -0.30 | 1.77 | -2.07 |
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% | -26.17% | -51.43% |
Max Drawdown (3Y)Largest decline over 3 years | -86.66% | -26.17% | -60.49% |
Max Drawdown (5Y)Largest decline over 5 years | -90.59% | -26.17% | -64.42% |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.17% | — |
Current DrawdownCurrent decline from peak | -71.20% | -25.91% | -45.29% |
Average DrawdownAverage peak-to-trough decline | -61.59% | -16.00% | -45.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 46.86% | 10.66% | +36.20% |
Volatility
SMWB vs. IAU - Volatility Comparison
Similarweb Ltd. (SMWB) has a higher volatility of 25.81% compared to iShares Gold Trust (IAU) at 7.54%. 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 | 25.81% | 7.54% | +18.27% |
Volatility (6M)Calculated over the trailing 6-month period | 67.87% | 24.02% | +43.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 73.89% | 27.75% | +46.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 65.94% | 18.33% | +47.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 65.21% | 16.04% | +49.17% |
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 -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SMWB has higher volatility (25.81%) compared to IAU (7.54%). In terms of maximum drawdown, SMWB dropped -90.59% vs IAU's -45.14%.
IAU currently has the higher Sharpe Ratio (0.68 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