YGLD.DE vs. IAUI

Last updated Apr 1, 2026

Compare and contrast key facts about IncomeShares Gold + Yield ETP (YGLD.DE) and NEOS Gold High Income ETF (IAUI).

YGLD.DE and IAUI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. YGLD.DE is an actively managed fund by Leverage Shares. It was launched on Jul 22, 2024. IAUI is an actively managed fund by Neos. It was launched on Jun 4, 2025.

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.

YGLD.DE vs. IAUI - Yearly Performance Comparison

	2026 (YTD)	2025
YGLD.DE IncomeShares Gold + Yield ETP	0.19%	23.79%
IAUI NEOS Gold High Income ETF	6.59%	17.45%

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 0.19% return, which is significantly lower than IAUI's 6.59% return.

YGLD.DE

• 1D: 1.90%
• 1M: -8.00%
• YTD: 0.19%
• 6M: 11.07%
• 1Y: 22.87%
• 3Y*: —
• 5Y*: —
• 10Y*: —

IAUI

• 1D: 2.87%
• 1M: -8.00%
• YTD: 6.59%
• 6M: 17.35%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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.

IAUI

NEOS Gold High Income ETF

YGLD.DE

IncomeShares Gold + Yield ETP

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: 46
YGLD.DE Sharpe Ratio Rank: 41
YGLD.DE Sortino Ratio Rank: 40
YGLD.DE Omega Ratio Rank: 58
YGLD.DE Calmar Ratio Rank: 54
YGLD.DE Martin Ratio Rank: 36

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.

	YGLD.DE	IAUI	Difference
Sharpe ratio Return per unit of total volatility	0.76	—	—
Sortino ratio Return per unit of downside risk	1.14	—	—
Omega ratio Gain probability vs. loss probability	1.21	—	—
Calmar ratio Return relative to maximum drawdown	1.37	—	—
Martin ratio Return relative to average drawdown	3.30	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	YGLD.DE	IAUI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.76	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.82	1.59	-0.77

Correlation

The correlation between YGLD.DE and IAUI is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

YGLD.DE vs. IAUI - Dividend Comparison

YGLD.DE's dividend yield for the trailing twelve months is around 6.72%, less than IAUI's 10.00% yield.

	TTM	2025
YGLD.DE IncomeShares Gold + Yield ETP	6.72%	6.36%
IAUI NEOS Gold High Income ETF	10.00%	6.88%

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.

Drawdown Indicators

	YGLD.DE	IAUI	Difference
Max Drawdown Largest peak-to-trough decline	-16.94%	-16.88%	-0.06%
Max Drawdown (1Y) Largest decline over 1 year	-16.94%	—	—
Current Drawdown Current decline from peak	-10.48%	-11.01%	+0.53%
Average Drawdown Average peak-to-trough decline	-4.65%	-1.85%	-2.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.03%	—	—

Volatility

Volatility by Period

	YGLD.DE	IAUI	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.08%	—	—
Volatility (6M) Calculated over the trailing 6-month period	28.52%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	29.77%	20.12%	+9.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.25%	20.12%	+7.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.25%	20.12%	+7.13%