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 -27.33%/yr vs 18.82%/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 -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%
SMWB vs. IAU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
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 |
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.
| SMWB | IAU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.58 | 1.23 | -1.81 |
Sortino ratioReturn per unit of downside risk | -0.47 | 1.63 | -2.10 |
Omega ratioGain probability vs. loss probability | 0.93 | 1.25 | -0.31 |
Calmar ratioReturn relative to maximum drawdown | -0.53 | 1.87 | -2.40 |
Martin ratioReturn relative to average drawdown | -0.93 | 4.69 | -5.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SMWB | IAU | Difference | |
|---|---|---|---|
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.
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% | -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 DrawdownCurrent decline from peak | -82.31% | -16.88% | -65.43% |
Average DrawdownAverage peak-to-trough decline | -61.28% | -15.96% | -45.32% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| SMWB | IAU | Difference | |
|---|---|---|---|
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.
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.
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