IAU vs GLD: returns, Sharpe ratio and drawdown

Over the past year, IAU returned -5.04% against -5.24% for GLD. Over five years, IAU averaged +18.35% a year, compared with +18.18% for GLD. IAU had the higher Sharpe ratio over the past year (-0.19 vs -0.19), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -26.36% for IAU and -26.40% for GLD.