BGLD vs. AIOO

Last updated Apr 2, 2026

Compare and contrast key facts about FT Vest Gold Strategy Quarterly Buffer ETF (BGLD) and AllianzIM U.S. Equity Buffer100 Protection ETF (AIOO).

BGLD and AIOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BGLD is an actively managed fund by FT Vest. It was launched on Jan 20, 2021. AIOO is an actively managed fund by Allianz. It was launched on Jun 30, 2025.

Performance

BGLD vs. AIOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest Gold Strategy Quarterly Buffer ETF (BGLD) and AllianzIM U.S. Equity Buffer100 Protection ETF (AIOO). The values are adjusted to include any dividend payments, if applicable.

BGLD vs. AIOO - Yearly Performance Comparison

	2026 (YTD)	2025
BGLD FT Vest Gold Strategy Quarterly Buffer ETF	1.46%	12.81%
AIOO AllianzIM U.S. Equity Buffer100 Protection ETF	-0.07%	2.67%

Returns By Period

In the year-to-date period, BGLD achieves a 1.46% return, which is significantly higher than AIOO's -0.07% return.

BGLD

• 1D: 1.28%
• 1M: -6.16%
• YTD: 1.46%
• 6M: 3.57%
• 1Y: 18.03%
• 3Y*: 20.72%
• 5Y*: 12.47%
• 10Y*: —

AIOO

• 1D: -0.08%
• 1M: -0.35%
• YTD: -0.07%
• 6M: 0.53%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BGLD vs. AIOO - Expense Ratio Comparison

BGLD has a 0.91% expense ratio, which is higher than AIOO's 0.64% expense ratio.

BGLD

FT Vest Gold Strategy Quarterly Buffer ETF

AIOO

AllianzIM U.S. Equity Buffer100 Protection ETF

Return for Risk

BGLD vs. AIOO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BGLD

BGLD Risk / Return Rank: 73
BGLD Sharpe Ratio Rank: 78
BGLD Sortino Ratio Rank: 78
BGLD Omega Ratio Rank: 77
BGLD Calmar Ratio Rank: 60
BGLD Martin Ratio Rank: 74

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BGLD vs. AIOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest Gold Strategy Quarterly Buffer ETF (BGLD) and AllianzIM U.S. Equity Buffer100 Protection ETF (AIOO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	BGLD	AIOO	Difference
Sharpe ratio Return per unit of total volatility	1.49	—	—
Sortino ratio Return per unit of downside risk	2.06	—	—
Omega ratio Gain probability vs. loss probability	1.30	—	—
Calmar ratio Return relative to maximum drawdown	1.61	—	—
Martin ratio Return relative to average drawdown	8.19	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	BGLD	AIOO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.49	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.27	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.11	1.76	-0.65

Correlation

The correlation between BGLD and AIOO is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

BGLD vs. AIOO - Dividend Comparison

BGLD's dividend yield for the trailing twelve months is around 43.68%, while AIOO has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022
BGLD FT Vest Gold Strategy Quarterly Buffer ETF	43.68%	44.32%	25.04%	10.49%	0.40%
AIOO AllianzIM U.S. Equity Buffer100 Protection ETF	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

BGLD vs. AIOO - Drawdown Comparison

The maximum BGLD drawdown since its inception was -16.19%, which is greater than AIOO's maximum drawdown of -0.74%. Use the drawdown chart below to compare losses from any high point for BGLD and AIOO.

Drawdown Indicators

	BGLD	AIOO	Difference
Max Drawdown Largest peak-to-trough decline	-16.19%	-0.74%	-15.45%
Max Drawdown (1Y) Largest decline over 1 year	-11.11%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-16.19%	—	—
Current Drawdown Current decline from peak	-6.16%	-0.52%	-5.64%
Average Drawdown Average peak-to-trough decline	-3.54%	-0.19%	-3.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.19%	—	—

Volatility

Volatility by Period

	BGLD	AIOO	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.56%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.36%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	12.12%	1.98%	+10.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.89%	1.98%	+7.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.88%	1.98%	+7.90%