iShares Gold Trust (IAU): analysis and statistics
Return, volatility, Sharpe ratio and risk for iShares Gold Trust, in the Macro sector. Data as of 2026-09-13.
| Last close price | $81.71 |
| Sector (GICS) | Macro |
| Annualized return (3.0 yr) | +31.47% |
| Total return over period | +126.03% |
| Annualized volatility | 21.28% |
| Period volatility | 36.73% |
| Sharpe ratio | 1.29 |
| Sortino ratio | 1.82 |
| Max drawdown | -26.36% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.20% |
| Correlation with the S&P 500 | 0.20 |
| Period range | $34.47 – $101.57 |
| Trading days analyzed | 751 |
Over the last 3.0 years, iShares Gold Trust (IAU) has posted an annualized return of +31.47% with annual volatility of 21.28%, a Sharpe ratio of 1.29. Its worst stretch (max drawdown from a peak) was -26.36%. Its correlation with the S&P 500 is 0.20, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how IAU would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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