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THD vs. IAU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

THD vs. IAU - Performance Comparison

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

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THD vs. IAU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
THD
iShares MSCI Thailand ETF
16.27%2.36%-2.21%-12.63%1.22%1.87%-9.89%8.32%-8.25%31.45%
IAU
iShares Gold Trust
8.61%63.95%26.85%12.84%-0.63%-4.00%25.03%17.98%-1.76%12.91%

Returns By Period

In the year-to-date period, THD achieves a 16.27% return, which is significantly higher than IAU's 8.61% return. Over the past 10 years, THD has underperformed IAU with an annualized return of 3.09%, while IAU has yielded a comparatively higher 14.08% annualized return.


THD

1D
3.63%
1M
-7.55%
YTD
16.27%
6M
19.40%
1Y
38.44%
3Y*
1.39%
5Y*
-0.40%
10Y*
3.09%

IAU

1D
3.80%
1M
-11.01%
YTD
8.61%
6M
21.15%
1Y
49.53%
3Y*
33.12%
5Y*
21.78%
10Y*
14.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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THD vs. IAU - Expense Ratio Comparison

THD has a 0.59% expense ratio, which is higher than IAU's 0.25% expense ratio.


Return for Risk

THD vs. IAU — Risk / Return Rank

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

THD
THD Risk / Return Rank: 8080
Overall Rank
THD Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
THD Sortino Ratio Rank: 8585
Sortino Ratio Rank
THD Omega Ratio Rank: 7777
Omega Ratio Rank
THD Calmar Ratio Rank: 8888
Calmar Ratio Rank
THD Martin Ratio Rank: 7474
Martin Ratio Rank

IAU
IAU Risk / Return Rank: 8787
Overall Rank
IAU Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
IAU Sortino Ratio Rank: 8686
Sortino Ratio Rank
IAU Omega Ratio Rank: 8686
Omega Ratio Rank
IAU Calmar Ratio Rank: 8989
Calmar Ratio Rank
IAU Martin Ratio Rank: 8787
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.

THD vs. IAU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Thailand ETF (THD) 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.


THDIAUDifference

Sharpe ratio

Return per unit of total volatility

1.47

1.80

-0.33

Sortino ratio

Return per unit of downside risk

2.25

2.24

+0.01

Omega ratio

Gain probability vs. loss probability

1.29

1.33

-0.05

Calmar ratio

Return relative to maximum drawdown

2.79

2.69

+0.10

Martin ratio

Return relative to average drawdown

7.61

9.97

-2.36

THD vs. IAU - Sharpe Ratio Comparison

The current THD Sharpe Ratio is 1.47, which is comparable to the IAU Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of THD and IAU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


THDIAUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.47

1.80

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

1.24

-1.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.14

0.89

-0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.64

-0.48

Correlation

The correlation between THD and IAU is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

THD vs. IAU - Dividend Comparison

THD's dividend yield for the trailing twelve months is around 2.89%, while IAU has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
THD
iShares MSCI Thailand ETF
2.89%3.36%3.15%2.92%2.41%3.16%2.31%2.42%2.57%2.16%2.61%3.58%
IAU
iShares Gold Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

THD vs. IAU - Drawdown Comparison

The maximum THD drawdown since its inception was -64.22%, which is greater than IAU's maximum drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for THD and IAU.


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Drawdown Indicators


THDIAUDifference

Max Drawdown

Largest peak-to-trough decline

-64.22%

-45.14%

-19.08%

Max Drawdown (1Y)

Largest decline over 1 year

-13.43%

-19.18%

+5.75%

Max Drawdown (5Y)

Largest decline over 5 years

-40.24%

-20.93%

-19.31%

Max Drawdown (10Y)

Largest decline over 10 years

-49.32%

-21.82%

-27.50%

Current Drawdown

Current decline from peak

-14.62%

-13.20%

-1.42%

Average Drawdown

Average peak-to-trough decline

-18.34%

-15.98%

-2.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.93%

5.18%

-0.25%

Volatility

THD vs. IAU - Volatility Comparison

iShares MSCI Thailand ETF (THD) and iShares Gold Trust (IAU) have volatilities of 10.58% and 11.02%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


THDIAUDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.58%

11.02%

-0.44%

Volatility (6M)

Calculated over the trailing 6-month period

17.11%

24.11%

-7.00%

Volatility (1Y)

Calculated over the trailing 1-year period

26.30%

27.62%

-1.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.59%

17.69%

+1.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.50%

15.82%

+5.68%