YGLD.DE vs. IAUI
YGLD.DE (IncomeShares Gold + Yield ETP) and IAUI (NEOS Gold High Income ETF) are both Derivative Income funds. Both are actively managed. A 0.63 correlation means they provide meaningful diversification when combined. YGLD.DE charges 0.35%/yr vs 0.78%/yr for IAUI.
Performance
YGLD.DE vs. IAUI - Performance Comparison
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Different Trading Currencies
YGLD.DE is traded in EUR, while IAUI is traded in USD. To make them comparable, the IAUI values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, YGLD.DE achieves a -5.17% return, which is significantly lower than IAUI's 3.43% return.
YGLD.DE
- 1D
- -0.03%
- 1M
- -1.25%
- YTD
- -5.17%
- 6M
- -1.72%
- 1Y
- 16.88%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IAUI
- 1D
- 0.47%
- 1M
- -0.56%
- YTD
- 3.43%
- 6M
- 4.74%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
YGLD.DE vs. IAUI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
YGLD.DE IncomeShares Gold + Yield ETP | -5.17% | 23.79% |
IAUI NEOS Gold High Income ETF | 3.43% | 17.45% |
Correlation
The correlation between YGLD.DE and IAUI is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 6, 2025 | 0.63 |
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Return for Risk
YGLD.DE vs. IAUI — Risk / Return Rank
YGLD.DE
IAUI
YGLD.DE vs. IAUI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for IncomeShares Gold + Yield ETP (YGLD.DE) and NEOS Gold High Income ETF (IAUI). 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.
| YGLD.DE | IAUI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.17 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.99 | — | — |
| Martin ratioReturn relative to average drawdown | 1.95 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| YGLD.DE | IAUI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.56 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 1.12 | -0.54 |
Drawdowns
YGLD.DE vs. IAUI - Drawdown Comparison
The maximum YGLD.DE drawdown since its inception was -16.94%, which is greater than IAUI's maximum drawdown of -16.06%. Use the drawdown chart below to compare losses from any high point for YGLD.DE and IAUI.
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Drawdown Indicators
| YGLD.DE | IAUI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.94% | -16.06% | -0.88% |
Max Drawdown (1Y)Largest decline over 1 year | -16.94% | — | — |
Current DrawdownCurrent decline from peak | -15.27% | -12.70% | -2.57% |
Average DrawdownAverage peak-to-trough decline | -5.54% | -3.44% | -2.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.62% | — | — |
Volatility
YGLD.DE vs. IAUI - Volatility Comparison
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Volatility by Period
| YGLD.DE | IAUI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.19% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 17.41% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 29.80% | 19.35% | +10.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.34% | 19.35% | +6.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.34% | 19.35% | +6.99% |
YGLD.DE vs. IAUI - Expense Ratio Comparison
YGLD.DE has a 0.35% expense ratio, which is lower than IAUI's 0.78% expense ratio.
Dividends
YGLD.DE vs. IAUI - Dividend Comparison
YGLD.DE's dividend yield for the trailing twelve months is around 6.24%, less than IAUI's 12.58% yield.
| Position | TTM | 2025 |
|---|---|---|
IAUI NEOS Gold High Income ETF | 12.58% | 6.88% |
YGLD.DE IncomeShares Gold + Yield ETP | 6.24% | 6.36% |
Frequently Asked Questions
YGLD.DE and IAUI have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, YGLD.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
YGLD.DE is cheaper with a 0.35% expense ratio, compared with 0.78% for IAUI.
They also come from different issuers: Leverage Shares and Neos. Their fees differ too: 0.35% for YGLD.DE and 0.78% for IAUI.
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