iShares Gold Trust (IAU): analysis and statistics
Return, volatility, Sharpe ratio and risk for iShares Gold Trust, in the Macro. Data as of 2026-10-29.
| Last close price | $76.57 |
| Sector (GICS) | Macro |
| Annualized return (3.0 yr) | +26.45% |
| Total return over period | +101.45% |
| Annualized volatility | 21.47% |
| Period volatility | 37.09% |
| Period T-bill | 12.40% |
| Sharpe ratio | 2.40 |
| Sortino ratio | 3.33 |
| Max drawdown | -26.36% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.27% |
| Correlation with the S&P 500 | 0.21 |
| Period range | $36.64 – $101.57 |
| Trading days analyzed | 752 |
Over the last 3.0 years, iShares Gold Trust (IAU) has posted an annualized return of +26.45% with annual volatility of 21.47%, a Sharpe ratio of 2.40. Its worst stretch (max drawdown from a peak) was -26.36%. Its correlation with the S&P 500 is 0.21, 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.
Optimize a portfolio with IAU →
Other Macro stocks
What is the Sharpe ratio? · How to optimize an investment portfolio