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SMWB vs. IAU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMWB vs. IAU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Similarweb Ltd. (SMWB) and iShares Gold Trust (IAU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SMWB achieves a -41.52% return, which is significantly lower than IAU's 4.00% return.


SMWB

1D
0.69%
1M
39.49%
YTD
-41.52%
6M
-43.26%
1Y
-39.92%
3Y*
-13.38%
5Y*
-27.33%
10Y*

IAU

1D
0.18%
1M
-2.65%
YTD
4.00%
6M
6.47%
1Y
32.38%
3Y*
31.72%
5Y*
18.82%
10Y*
13.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMWB vs. IAU - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SMWB
Similarweb Ltd.
-41.52%-47.14%165.85%-17.11%-64.10%-18.11%
IAU
iShares Gold Trust
4.00%63.95%26.85%12.84%-0.63%0.37%

Correlation

The correlation between SMWB and IAU is -0.04, 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

-0.04

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 13, 2021

0.03

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Similarweb Ltd.

iShares Gold Trust

Return for Risk

SMWB vs. IAU — Risk / Return Rank

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

SMWB
SMWB Risk / Return Rank: 1919
Overall Rank
SMWB Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
SMWB Sortino Ratio Rank: 1919
Sortino Ratio Rank
SMWB Omega Ratio Rank: 1919
Omega Ratio Rank
SMWB Calmar Ratio Rank: 2222
Calmar Ratio Rank
SMWB Martin Ratio Rank: 2222
Martin Ratio Rank

IAU
IAU Risk / Return Rank: 3434
Overall Rank
IAU Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
IAU Sortino Ratio Rank: 3030
Sortino Ratio Rank
IAU Omega Ratio Rank: 3737
Omega Ratio Rank
IAU Calmar Ratio Rank: 3737
Calmar Ratio Rank
IAU Martin Ratio Rank: 3131
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


SMWBIAUDifference

Sharpe ratio

Return per unit of total volatility

-0.58

1.23

-1.81

Sortino ratio

Return per unit of downside risk

-0.47

1.63

-2.10

Omega ratio

Gain probability vs. loss probability

0.93

1.25

-0.31

Calmar ratio

Return relative to maximum drawdown

-0.53

1.87

-2.40

Martin ratio

Return relative to average drawdown

-0.93

4.69

-5.62

SMWB vs. IAU - Sharpe Ratio Comparison

The current SMWB Sharpe Ratio is -0.58, which is lower than the IAU Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of SMWB and IAU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SMWBIAUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.58

1.23

-1.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.42

1.05

-1.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.42

0.63

-1.05

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.


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Drawdown Indicators


SMWBIAUDifference

Max Drawdown

Largest peak-to-trough decline

-90.59%

-45.14%

-45.45%

Max Drawdown (1Y)

Largest decline over 1 year

-77.60%

-19.18%

-58.42%

Max Drawdown (3Y)

Largest decline over 3 years

-86.66%

-19.18%

-67.48%

Max Drawdown (5Y)

Largest decline over 5 years

-90.59%

-20.93%

-69.66%

Max Drawdown (10Y)

Largest decline over 10 years

-21.82%

Current Drawdown

Current decline from peak

-82.31%

-16.88%

-65.43%

Average Drawdown

Average peak-to-trough decline

-61.28%

-15.96%

-45.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

44.03%

7.63%

+36.40%

Volatility

SMWB vs. IAU - Volatility Comparison

Similarweb Ltd. (SMWB) has a higher volatility of 24.93% compared to iShares Gold Trust (IAU) at 5.78%. 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.


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Volatility by Period


SMWBIAUDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.93%

5.78%

+19.15%

Volatility (6M)

Calculated over the trailing 6-month period

62.53%

23.00%

+39.53%

Volatility (1Y)

Calculated over the trailing 1-year period

69.42%

26.51%

+42.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

64.79%

17.96%

+46.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

64.49%

15.90%

+48.59%

Dividends

SMWB vs. IAU - Dividend Comparison

Neither SMWB nor IAU has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SMWB and IAU have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SMWB has higher volatility (24.93%) compared to IAU (5.78%). In terms of maximum drawdown, SMWB dropped -90.59% vs IAU's -45.14%.

IAU currently has the higher Sharpe Ratio (1.23 vs -0.58), 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.

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