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 -23.06%/yr vs 18.45%/yr for IAU. At a 0.03 correlation, their price movements are largely independent.
Performance
SMWB vs. IAU - Performance Comparison
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Returns By Period
In the year-to-date period, SMWB achieves a -31.51% return, which is significantly lower than IAU's -2.92% return.
SMWB
- 1D
- 2.81%
- 1M
- 24.21%
- YTD
- -31.51%
- 6M
- -27.95%
- 1Y
- -28.85%
- 3Y*
- -6.77%
- 5Y*
- -23.06%
- 10Y*
- —
IAU
- 1D
- -0.67%
- 1M
- -7.09%
- YTD
- -2.92%
- 6M
- -5.73%
- 1Y
- 24.19%
- 3Y*
- 29.42%
- 5Y*
- 18.45%
- 10Y*
- 11.97%
SMWB vs. IAU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SMWB Similarweb Ltd. | -31.51% | -47.14% | 165.85% | -17.11% | -64.10% | -13.73% |
IAU iShares Gold Trust | -2.92% | 63.95% | 26.85% | 12.84% | -0.63% | -0.66% |
Correlation
The correlation between SMWB and IAU is -0.01, 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 | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
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 |
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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 | -1.29 | ||
| Sortino ratioReturn per unit of downside risk | -1.38 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.19 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | 1.00 | -1.37 |
| Martin ratioReturn relative to average drawdown | -0.63 | 2.71 | -3.34 |
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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
| 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% | -24.40% | -53.20% |
Max Drawdown (3Y)Largest decline over 3 years | -86.66% | -24.40% | -62.26% |
Max Drawdown (5Y)Largest decline over 5 years | -90.59% | -24.40% | -66.19% |
Max Drawdown (10Y)Largest decline over 10 years | — | -24.40% | — |
Current DrawdownCurrent decline from peak | -79.28% | -22.42% | -56.86% |
Average DrawdownAverage peak-to-trough decline | -61.43% | -15.97% | -45.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 45.82% | 8.95% | +36.87% |
Volatility
SMWB vs. IAU - Volatility Comparison
Similarweb Ltd. (SMWB) has a higher volatility of 24.70% compared to iShares Gold Trust (IAU) at 7.97%. 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
| SMWB | IAU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 24.70% | 7.97% | +16.73% |
Volatility (6M)Calculated over the trailing 6-month period | 65.49% | 24.16% | +41.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 72.03% | 27.36% | +44.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 65.51% | 18.16% | +47.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 64.94% | 16.05% | +48.89% |
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 -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SMWB has higher volatility (24.70%) compared to IAU (7.97%). In terms of maximum drawdown, SMWB dropped -90.59% vs IAU's -45.14%.
IAU currently has the higher Sharpe Ratio (0.89 vs -0.40), 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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