UTEN vs. IAU

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

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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%.

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.

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

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.

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.