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UTEN vs. IAU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between UTEN and IAU is 0.13, 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.


Performance

UTEN vs. IAU - Performance Comparison

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

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Key characteristics

Sharpe Ratio

UTEN:

0.52

IAU:

1.89

Sortino Ratio

UTEN:

0.68

IAU:

2.67

Omega Ratio

UTEN:

1.08

IAU:

1.34

Calmar Ratio

UTEN:

0.36

IAU:

4.32

Martin Ratio

UTEN:

0.88

IAU:

11.04

Ulcer Index

UTEN:

3.66%

IAU:

3.18%

Daily Std Dev

UTEN:

7.26%

IAU:

17.82%

Max Drawdown

UTEN:

-13.36%

IAU:

-45.14%

Current Drawdown

UTEN:

-4.11%

IAU:

-5.60%

Returns By Period

In the year-to-date period, UTEN achieves a 2.52% return, which is significantly lower than IAU's 23.15% return.


UTEN

YTD

2.52%

1M

-0.63%

6M

1.83%

1Y

3.72%

3Y*

N/A

5Y*

N/A

10Y*

N/A

IAU

YTD

23.15%

1M

-2.65%

6M

23.70%

1Y

33.44%

3Y*

20.28%

5Y*

12.75%

10Y*

10.10%

*Annualized

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US Treasury 10 Year Note ETF

iShares Gold Trust

UTEN vs. IAU - Expense Ratio Comparison

UTEN has a 0.15% expense ratio, which is lower than IAU's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

UTEN vs. IAU — Risk-Adjusted Performance Rank

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

UTEN
The Risk-Adjusted Performance Rank of UTEN is 3939
Overall Rank
The Sharpe Ratio Rank of UTEN is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of UTEN is 3939
Sortino Ratio Rank
The Omega Ratio Rank of UTEN is 3333
Omega Ratio Rank
The Calmar Ratio Rank of UTEN is 4343
Calmar Ratio Rank
The Martin Ratio Rank of UTEN is 3131
Martin Ratio Rank

IAU
The Risk-Adjusted Performance Rank of IAU is 9595
Overall Rank
The Sharpe Ratio Rank of IAU is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of IAU is 9494
Sortino Ratio Rank
The Omega Ratio Rank of IAU is 9292
Omega Ratio Rank
The Calmar Ratio Rank of IAU is 9797
Calmar Ratio Rank
The Martin Ratio Rank of IAU is 9494
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

UTEN vs. IAU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for US Treasury 10 Year Note ETF (UTEN) 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.


The current UTEN Sharpe Ratio is 0.52, which is lower than the IAU Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of UTEN 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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Dividends

UTEN vs. IAU - Dividend Comparison

UTEN's dividend yield for the trailing twelve months is around 4.18%, while IAU has not paid dividends to shareholders.


TTM202420232022
UTEN
US Treasury 10 Year Note ETF
4.18%4.13%3.62%1.39%
IAU
iShares Gold Trust
0.00%0.00%0.00%0.00%

Drawdowns

UTEN vs. IAU - Drawdown Comparison

The maximum UTEN drawdown since its inception was -13.36%, smaller than the maximum IAU drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for UTEN and IAU. For additional features, visit the drawdowns tool.


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Volatility

UTEN vs. IAU - Volatility Comparison

The current volatility for US Treasury 10 Year Note ETF (UTEN) is 2.06%, while iShares Gold Trust (IAU) has a volatility of 8.61%. This indicates that UTEN experiences smaller price fluctuations and is considered to be less risky than IAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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User Portfolios with UTEN or IAU


MIB
30%
YTD
IMIB.L
IAU
1 / 99

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