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V vs. IAU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

V vs. IAU

Last updated Jun 13, 2026

V (Visa Inc.) is a stock, while IAU (iShares Gold Trust) is Gold fund tracking the LBMA Gold Price. Over the past 10 years, V returned 15.98%/yr vs 12.31%/yr for IAU. At a correlation of -0.00, they often move in opposite directions.

Performance

V vs. IAU - Performance Comparison

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

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Returns By Period

In the year-to-date period, V achieves a -7.69% return, which is significantly lower than IAU's -2.44% return. Over the past 10 years, V has outperformed IAU with an annualized return of 15.98%, while IAU has yielded a comparatively lower 12.31% annualized return.

V

1D
1.05%
1M
-0.04%
YTD
-7.69%
6M
-6.93%
1Y
-7.91%
3Y*
13.87%
5Y*
7.33%
10Y*
15.98%

IAU

1D
0.08%
1M
-9.54%
YTD
-2.44%
6M
-2.22%
1Y
22.32%
3Y*
29.07%
5Y*
17.23%
10Y*
12.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

V vs. IAU - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
V
Visa Inc.		-7.69%11.76%22.32%26.31%-3.40%-0.31%17.12%43.33%16.49%47.18%
IAU
iShares Gold Trust		-2.44%63.95%26.85%12.84%-0.63%-4.00%25.03%17.98%-1.76%12.91%

Correlation

The correlation between V 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

0.02

Correlation (10Y)
Calculated over the trailing 10-year period

0.01

Correlation (All Time)
Calculated using the full available price history since Mar 19, 2008

-0.00

Compare stocks, funds, or ETFs

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Visa Inc.

iShares Gold Trust

Often compared with V:
V vs. MAV vs. SPYV vs. AXPV vs. HDV vs. VOOV vs. NVDAV vs. TSM
Often compared with IAU:
IAU vs. GLDIAU vs. GLDMIAU vs. IAUMIAU vs. SGOLIAU vs. GDXIAU vs. VOOIAU vs. PHYS

Return for Risk

V vs. IAU — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
V
V Risk / Return Rank: 1515
Overall Rank
V Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
V Sortino Ratio Rank: 1717
Sortino Ratio Rank
V Omega Ratio Rank: 1818
Omega Ratio Rank
V Calmar Ratio Rank: 1515
Calmar Ratio Rank
V Martin Ratio Rank: 55
Martin Ratio Rank
IAU
IAU Risk / Return Rank: 2626
Overall Rank
IAU Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IAU Sortino Ratio Rank: 2525
Sortino Ratio Rank
IAU Omega Ratio Rank: 3030
Omega Ratio Rank
IAU Calmar Ratio Rank: 2424
Calmar Ratio Rank
IAU Martin Ratio Rank: 2424
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.

V vs. IAU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Visa Inc. (V) 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.

VIAUDifference
Sharpe ratioReturn per unit of total volatility
-0.56
0.89

-1.45

Sortino ratioReturn per unit of downside risk
-0.68
1.25

-1.93

Omega ratioGain probability vs. loss probability

0.92

1.19

-0.27

Calmar ratioReturn relative to maximum drawdown

-0.73

0.99

-1.72

Martin ratioReturn relative to average drawdown

-1.57

2.83

-4.40

V vs. IAU - Sharpe Ratio Comparison

The current V Sharpe Ratio is -0.56, which is lower than the IAU Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of V and IAU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

V vs. IAU - Drawdown Comparison

The maximum V drawdown since its inception was -51.90%, which is greater than IAU's maximum drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for V and IAU.

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Drawdown Indicators

VIAUDifference

Max Drawdown

Largest peak-to-trough decline

-51.90%

-45.14%

-6.76%

Max Drawdown (1Y)

Largest decline over 1 year

-17.18%

-24.40%

+7.22%

Max Drawdown (3Y)

Largest decline over 3 years

-20.38%

-24.40%

+4.02%

Max Drawdown (5Y)

Largest decline over 5 years

-28.60%

-24.40%

-4.20%

Max Drawdown (10Y)

Largest decline over 10 years

-36.36%

-24.40%

-11.96%

Current Drawdown

Current decline from peak

-12.96%

-22.03%

+9.07%

Average Drawdown

Average peak-to-trough decline

-8.26%

-15.97%

+7.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.73%

8.47%

+2.26%

Volatility

V vs. IAU - Volatility Comparison

The current volatility for Visa Inc. (V) is 5.57%, while iShares Gold Trust (IAU) has a volatility of 7.70%. This indicates that V 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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Volatility by Period

VIAUDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.57%

7.70%

-2.13%

Volatility (6M)

Calculated over the trailing 6-month period

17.57%

23.94%

-6.37%

Volatility (1Y)

Calculated over the trailing 1-year period

22.35%

27.17%

-4.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.82%

18.16%

+4.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.45%

16.02%

+8.43%

Dividends

V vs. IAU - Dividend Comparison

V's dividend yield for the trailing twelve months is around 0.81%, while IAU has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
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%
V
Visa Inc.		0.81%0.70%0.68%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%

Frequently Asked Questions

V 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.

IAU has higher volatility (7.70%) compared to V (5.57%). In terms of maximum drawdown, V dropped -51.90% vs IAU's -45.14%.

IAU currently has the higher Sharpe Ratio (0.89 vs -0.56), 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.

Portfolio Optimizer

Find the right allocation for V and IAU

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