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BGLD vs. IAUF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

BGLD vs. IAUF

Last updated May 11, 2025

Compare and contrast key facts about FT Cboe Vest Gold Strategy Quarterly Buffer ETF (BGLD) and iShares Gold Strategy ETF (IAUF).

BGLD and IAUF 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 First Trust. It was launched on Jan 20, 2021. IAUF is a passively managed fund by iShares that tracks the performance of the Bloomberg Composite Gold Index. It was launched on Jun 6, 2018.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BGLD or IAUF.

Correlation

The correlation between BGLD and IAUF is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

BGLD vs. IAUF - Performance Comparison

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

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Key characteristics

Returns By Period

BGLD

YTD

16.32%

1M

1.28%

6M

14.88%

1Y

31.61%

5Y*

N/A

10Y*

N/A

IAUF

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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BGLD vs. IAUF - Expense Ratio Comparison

BGLD has a 0.90% expense ratio, which is higher than IAUF's 0.25% expense ratio.

BGLD
FT Cboe Vest Gold Strategy Quarterly Buffer ETF
IAUF
iShares Gold Strategy ETF

Risk-Adjusted Performance

BGLD vs. IAUF — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BGLD
The Risk-Adjusted Performance Rank of BGLD is 9898
Overall Rank
The Sharpe Ratio Rank of BGLD is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of BGLD is 9797
Sortino Ratio Rank
The Omega Ratio Rank of BGLD is 9797
Omega Ratio Rank
The Calmar Ratio Rank of BGLD is 9898
Calmar Ratio Rank
The Martin Ratio Rank of BGLD is 9898
Martin Ratio Rank
IAUF
The Risk-Adjusted Performance Rank of IAUF is 8080
Overall Rank
The Sharpe Ratio Rank of IAUF is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of IAUF is 7878
Sortino Ratio Rank
The Omega Ratio Rank of IAUF is 7777
Omega Ratio Rank
The Calmar Ratio Rank of IAUF is 7878
Calmar Ratio Rank
The Martin Ratio Rank of IAUF is 8585
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BGLD vs. IAUF - Risk-Adjusted Performance Comparison

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

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Dividends

BGLD vs. IAUF - Dividend Comparison

BGLD's dividend yield for the trailing twelve months is around 21.53%, while IAUF has not paid dividends to shareholders.

TTM2024202320222021202020192018
BGLD
FT Cboe Vest Gold Strategy Quarterly Buffer ETF		21.53%25.04%10.49%0.40%0.00%0.00%0.00%0.00%
IAUF
iShares Gold Strategy ETF		100.19%100.19%13.18%0.88%0.00%7.61%10.04%0.77%

Drawdowns

BGLD vs. IAUF - Drawdown Comparison

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Volatility

BGLD vs. IAUF - Volatility Comparison

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