IAUI vs IAU: returns, Sharpe ratio and drawdown

Over the past year, IAU returned -3.79% against -5.15% for IAUI. IAU had the higher Sharpe ratio over the past year (-0.15 vs -0.30), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -24.48% for IAUI and -28.21% for IAU. Dividends over the past year came to 14.79% of IAUI's price, while IAU paid none.