{"schemaVersion":1,"ticker":"IAU","asOf":"2026-10-26","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/iau/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-26","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, IAU against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/iau/"},"benchmark":{"ticker":"GLD","name":"the price of gold","tier":1,"kind":"physical","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"IAU","b":"GLD","window":{"from":"2005-02-04","to":"2026-10-23","firstReturn":"2005-02-11","weeklyReturns":1133,"years":21.71,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.01826259,"perWeek":0.0003512036,"days":5434,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":8.05421687,"b":7.84036653,"edge":"IAU (slight)","lead":"IAU"},"annualised":{"a":0.10640846,"b":0.10519538,"edge":"Tie"},"price":{"a":8.05421687,"b":7.84036653,"edge":"IAU (slight)","lead":"IAU"},"volatility":{"a":0.17372658,"b":0.17315534,"edge":"Tie"},"downsideDeviation":{"a":0.11900558,"b":0.11871463,"edge":"Tie"},"maxDrawdown":{"a":-0.44365814,"b":-0.44743994,"edge":"Tie","aPeak":"2011-09-02","aTrough":"2015-11-27","bPeak":"2011-09-02","bTrough":"2015-11-27"},"excess":{"a":0.0980521,"b":0.09685501,"edge":"Tie"},"sharpe":{"a":0.5644047,"b":0.55935326,"edge":"Tie"},"sortino":{"a":0.82392858,"b":0.8158641,"edge":"Tie"},"calmar":{"a":0.23984336,"b":0.23510502,"edge":"Tie"}},"relative":{"IAU":{"on":"GLD","beta":1.002571,"r2":0.99854934,"alpha":0.00094808,"alphaT":0.66651902,"alphaLow":-0.00184283,"alphaHigh":0.00373898,"upsideCapture":1.00378894,"downsideCapture":1.00026544,"treynor":0.09780065,"trackingError":0.00663178,"informationRatio":0.18050856,"upWeeks":635,"downWeeks":498,"treynorReference":0.09685501,"edges":{"beta":{"edge":"Tie","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"Tie"},"downsideCapture":{"edge":"Tie"},"treynor":{"edge":"Tie"},"informationRatio":{"edge":null,"lead":"IAU","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"IAU":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":1133,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":8.05421687}},"GLD":{"kept":"2026-10-26","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":7,"agree":7},"vendor":{"weeks":1133,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":7.84036653}}}}