YGLD vs. IAU
YGLD (Simplify Gold Strategy PLUS Income ETF) and IAU (iShares Gold Trust) are both Gold funds. YGLD is actively managed, while IAU is passively managed. Over the past year, YGLD returned 14.92% vs 24.19% for IAU. Their correlation of 0.93 suggests significant overlap in exposure. YGLD charges 0.50%/yr vs 0.25%/yr for IAU.
Performance
YGLD vs. IAU - Performance Comparison
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Returns By Period
In the year-to-date period, YGLD achieves a -14.78% return, which is significantly lower than IAU's -2.92% return.
YGLD
- 1D
- -0.63%
- 1M
- -10.34%
- YTD
- -14.78%
- 6M
- -20.66%
- 1Y
- 14.92%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IAU
- 1D
- -0.67%
- 1M
- -7.09%
- YTD
- -2.92%
- 6M
- -5.73%
- 1Y
- 24.19%
- 3Y*
- 29.42%
- 5Y*
- 18.45%
- 10Y*
- 11.97%
YGLD vs. IAU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
YGLD Simplify Gold Strategy PLUS Income ETF | -14.78% | 96.82% | -4.26% |
IAU iShares Gold Trust | -2.92% | 63.95% | -0.56% |
Correlation
The correlation between YGLD and IAU is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2024 | 0.93 |
The correlation between YGLD and IAU has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.
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Return for Risk
YGLD vs. IAU — Risk / Return Rank
YGLD
IAU
YGLD vs. IAU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Simplify Gold Strategy PLUS Income ETF (YGLD) 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.
| YGLD | IAU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.19 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 0.37 | 1.00 | -0.63 |
| Martin ratioReturn relative to average drawdown | 0.89 | 2.71 | -1.83 |
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Drawdowns
YGLD vs. IAU - Drawdown Comparison
The maximum YGLD drawdown since its inception was -40.91%, smaller than the maximum IAU drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for YGLD and IAU.
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Drawdown Indicators
| YGLD | IAU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.91% | -45.14% | +4.23% |
Max Drawdown (1Y)Largest decline over 1 year | -40.91% | -24.40% | -16.51% |
Max Drawdown (3Y)Largest decline over 3 years | — | -24.40% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.40% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -24.40% | — |
Current DrawdownCurrent decline from peak | -38.50% | -22.42% | -16.08% |
Average DrawdownAverage peak-to-trough decline | -8.79% | -15.97% | +7.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.89% | 8.95% | +7.94% |
Volatility
YGLD vs. IAU - Volatility Comparison
Simplify Gold Strategy PLUS Income ETF (YGLD) has a higher volatility of 11.70% compared to iShares Gold Trust (IAU) at 7.97%. This indicates that YGLD's price experiences larger fluctuations and is considered to be riskier 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
| YGLD | IAU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.70% | 7.97% | +3.73% |
Volatility (6M)Calculated over the trailing 6-month period | 36.28% | 24.16% | +12.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.63% | 27.36% | +14.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.45% | 18.16% | +21.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.45% | 16.05% | +23.40% |
YGLD vs. IAU - Expense Ratio Comparison
YGLD has a 0.50% expense ratio, which is higher than IAU's 0.25% expense ratio.
Dividends
YGLD vs. IAU - Dividend Comparison
YGLD's dividend yield for the trailing twelve months is around 20.93%, while IAU has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
IAU iShares Gold Trust | 0.00% | 0.00% |
YGLD Simplify Gold Strategy PLUS Income ETF | 20.93% | 12.05% |
Frequently Asked Questions
With a correlation of 0.94, YGLD and IAU move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
YGLD has higher volatility (11.70%) compared to IAU (7.97%). In terms of maximum drawdown, YGLD dropped -40.91% vs IAU's -45.14%.
On 1-year performance, IAU leads with 24.19% vs 14.92% for YGLD. On fees, IAU is cheaper at 0.25% per year. On volatility, IAU has been the lower-risk option at 7.97%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, IAU has performed better with a 24.19% return vs 14.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IAU is cheaper with a 0.25% expense ratio, compared with 0.50% for YGLD.
YGLD has the higher dividend yield at 20.93%, compared with 0.00% for IAU.
They also come from different issuers: Simplify and iShares. Their fees differ too: 0.50% for YGLD and 0.25% for IAU.
IAU currently has the higher Sharpe Ratio (0.89 vs 0.36), 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.
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