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YGLD.DE vs. IAUI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YGLD.DE vs. IAUI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in IncomeShares Gold + Yield ETP (YGLD.DE) and NEOS Gold High Income ETF (IAUI). The values are adjusted to include any dividend payments, if applicable.

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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 -11.04% return, which is significantly lower than IAUI's -4.66% return.


YGLD.DE

1D
0.00%
1M
-6.80%
YTD
-11.04%
6M
-12.14%
1Y
13.12%
3Y*
5Y*
10Y*

IAUI

1D
0.89%
1M
-8.09%
YTD
-4.66%
6M
-6.70%
1Y
13.98%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

YGLD.DE vs. IAUI - Yearly Performance Comparison


2026 (YTD)2025
YGLD.DE
IncomeShares Gold + Yield ETP
-11.04%23.25%
IAUI
NEOS Gold High Income ETF
-4.66%16.91%

Correlation

The correlation between YGLD.DE and IAUI is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.62

Correlation (All Time)
Calculated using the full available price history since Jun 5, 2025

0.62

The correlation between YGLD.DE and IAUI has been stable across timeframes, ranging from 0.62 to 0.62 - a consistent structural relationship.

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Return for Risk

YGLD.DE vs. IAUI — Risk / Return Rank

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

YGLD.DE
YGLD.DE Risk / Return Rank: 1717
Overall Rank
YGLD.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
YGLD.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
YGLD.DE Omega Ratio Rank: 2121
Omega Ratio Rank
YGLD.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
YGLD.DE Martin Ratio Rank: 1515
Martin Ratio Rank

IAUI
IAUI Risk / Return Rank: 1616
Overall Rank
IAUI Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
IAUI Sortino Ratio Rank: 1616
Sortino Ratio Rank
IAUI Omega Ratio Rank: 1818
Omega Ratio Rank
IAUI Calmar Ratio Rank: 1515
Calmar Ratio Rank
IAUI Martin Ratio Rank: 1616
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.

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.

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.


YGLD.DEIAUIDifference
Sharpe ratioReturn per unit of total volatility

-0.25

Sortino ratioReturn per unit of downside risk

-0.27

Omega ratioGain probability vs. loss probability

1.14

1.15

-0.01

Calmar ratioReturn relative to maximum drawdown

0.62

0.69

-0.07

Martin ratioReturn relative to average drawdown

1.35

2.07

-0.72

YGLD.DE vs. IAUI - Sharpe Ratio Comparison

The current YGLD.DE Sharpe Ratio is 0.43, which is lower than the IAUI Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of YGLD.DE and IAUI, 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

YGLD.DE vs. IAUI - Drawdown Comparison

The maximum YGLD.DE drawdown since its inception was -21.11%, roughly equal to the maximum IAUI drawdown of -20.23%. Use the drawdown chart below to compare losses from any high point for YGLD.DE and IAUI.


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Drawdown Indicators


YGLD.DEIAUIDifference

Max Drawdown

Largest peak-to-trough decline

-21.11%

-20.23%

-0.88%

Max Drawdown (1Y)

Largest decline over 1 year

-21.11%

-20.23%

-0.88%

Current Drawdown

Current decline from peak

-20.51%

-19.52%

-0.99%

Average Drawdown

Average peak-to-trough decline

-6.04%

-4.15%

-1.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.70%

6.78%

+2.92%

Volatility

YGLD.DE vs. IAUI - Volatility Comparison

The current volatility for IncomeShares Gold + Yield ETP (YGLD.DE) is 6.70%, while NEOS Gold High Income ETF (IAUI) has a volatility of 7.45%. This indicates that YGLD.DE experiences smaller price fluctuations and is considered to be less risky than IAUI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YGLD.DEIAUIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.70%

7.45%

-0.75%

Volatility (6M)

Calculated over the trailing 6-month period

18.31%

18.74%

-0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

30.24%

20.41%

+9.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.52%

20.05%

+6.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.52%

20.05%

+6.47%

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 6.65%, less than IAUI's 14.06% yield.


PositionTTM2025
IAUI
NEOS Gold High Income ETF
14.06%6.88%
YGLD.DE
IncomeShares Gold + Yield ETP
6.65%6.36%

Frequently Asked Questions


YGLD.DE and IAUI have a correlation of 0.62, 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.

Portfolio Optimizer

Find the right allocation for YGLD.DE and IAUI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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