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BGLD vs. APRB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BGLD vs. APRB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest Gold Strategy Quarterly Buffer ETF (BGLD) and Aptus April Buffer ETF (APRB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BGLD achieves a 0.32% return, which is significantly lower than APRB's 4.77% return.


BGLD

1D
-0.52%
1M
0.80%
YTD
0.32%
6M
1.34%
1Y
12.93%
3Y*
19.37%
5Y*
11.20%
10Y*

APRB

1D
-0.11%
1M
1.69%
YTD
4.77%
6M
5.32%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BGLD vs. APRB - Yearly Performance Comparison


Correlation

The correlation between BGLD and APRB is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 15, 2025

0.28

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Return for Risk

BGLD vs. APRB — Risk / Return Rank

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

BGLD
BGLD Risk / Return Rank: 2828
Overall Rank
BGLD Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
BGLD Sortino Ratio Rank: 2828
Sortino Ratio Rank
BGLD Omega Ratio Rank: 3131
Omega Ratio Rank
BGLD Calmar Ratio Rank: 2525
Calmar Ratio Rank
BGLD Martin Ratio Rank: 2727
Martin Ratio Rank

APRB
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. APRB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest Gold Strategy Quarterly Buffer ETF (BGLD) and Aptus April Buffer ETF (APRB). 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.


BGLDAPRBDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.21

Calmar ratioReturn relative to maximum drawdown

1.17

Martin ratioReturn relative to average drawdown

3.72

BGLD vs. APRB - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BGLDAPRBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.13

Sharpe Ratio (All Time)

Calculated using the full available price history

1.05

2.00

-0.95

Drawdowns

BGLD vs. APRB - Drawdown Comparison

The maximum BGLD drawdown since its inception was -16.19%, which is greater than APRB's maximum drawdown of -4.59%. Use the drawdown chart below to compare losses from any high point for BGLD and APRB.


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Drawdown Indicators


BGLDAPRBDifference

Max Drawdown

Largest peak-to-trough decline

-16.19%

-4.59%

-11.60%

Max Drawdown (1Y)

Largest decline over 1 year

-11.11%

Max Drawdown (3Y)

Largest decline over 3 years

-11.11%

Max Drawdown (5Y)

Largest decline over 5 years

-15.52%

Current Drawdown

Current decline from peak

-7.22%

-0.11%

-7.11%

Average Drawdown

Average peak-to-trough decline

-3.64%

-0.74%

-2.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

Volatility

BGLD vs. APRB - Volatility Comparison


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Volatility by Period


BGLDAPRBDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.20%

Volatility (6M)

Calculated over the trailing 6-month period

10.04%

Volatility (1Y)

Calculated over the trailing 1-year period

11.90%

5.98%

+5.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.97%

5.98%

+3.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.89%

5.98%

+3.91%

BGLD vs. APRB - Expense Ratio Comparison

BGLD has a 0.91% expense ratio, which is higher than APRB's 0.25% expense ratio.


Dividends

BGLD vs. APRB - Dividend Comparison

BGLD's dividend yield for the trailing twelve months is around 44.18%, while APRB has not paid dividends to shareholders.


PositionTTM2025202420232022
APRB
Aptus April Buffer ETF
0.00%0.00%0.00%0.00%0.00%
BGLD
FT Vest Gold Strategy Quarterly Buffer ETF
44.18%44.32%25.04%10.49%0.40%

Frequently Asked Questions


BGLD and APRB have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, APRB is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

APRB is cheaper with a 0.25% expense ratio, compared with 0.91% for BGLD.

BGLD has the higher dividend yield at 44.18%, compared with 0.00% for APRB.

They also come from different issuers: FT Vest and Aptus Capital Advisors. Their fees differ too: 0.91% for BGLD and 0.25% for APRB.

Portfolio Optimizer

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