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

Correlation

The correlation between BGLD and IGLD is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

BGLD vs. IGLD - 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 FT Cboe Vest Gold Strategy Target Income ETF (IGLD). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
15.35%
11.41%
BGLD
IGLD

Key characteristics

Sharpe Ratio

BGLD:

3.79

IGLD:

2.67

Sortino Ratio

BGLD:

4.88

IGLD:

3.56

Omega Ratio

BGLD:

1.76

IGLD:

1.49

Calmar Ratio

BGLD:

7.31

IGLD:

4.23

Martin Ratio

BGLD:

32.26

IGLD:

14.29

Ulcer Index

BGLD:

1.17%

IGLD:

2.22%

Daily Std Dev

BGLD:

10.02%

IGLD:

11.88%

Max Drawdown

BGLD:

-16.19%

IGLD:

-18.58%

Current Drawdown

BGLD:

0.00%

IGLD:

0.00%

Returns By Period

In the year-to-date period, BGLD achieves a 9.72% return, which is significantly higher than IGLD's 7.65% return.


BGLD

YTD

9.72%

1M

6.84%

6M

15.35%

1Y

35.81%

5Y*

N/A

10Y*

N/A

IGLD

YTD

7.65%

1M

5.83%

6M

11.42%

1Y

29.82%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BGLD vs. IGLD - Expense Ratio Comparison

BGLD has a 0.90% expense ratio, which is higher than IGLD's 0.85% expense ratio.


BGLD
FT Cboe Vest Gold Strategy Quarterly Buffer ETF
Expense ratio chart for BGLD: current value at 0.90% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.90%
Expense ratio chart for IGLD: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%

Risk-Adjusted Performance

BGLD vs. IGLD — 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 9797
Calmar Ratio Rank
The Martin Ratio Rank of BGLD is 9797
Martin Ratio Rank

IGLD
The Risk-Adjusted Performance Rank of IGLD is 9292
Overall Rank
The Sharpe Ratio Rank of IGLD is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of IGLD is 9292
Sortino Ratio Rank
The Omega Ratio Rank of IGLD is 9292
Omega Ratio Rank
The Calmar Ratio Rank of IGLD is 9292
Calmar Ratio Rank
The Martin Ratio Rank of IGLD is 8888
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. IGLD - 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 FT Cboe Vest Gold Strategy Target Income ETF (IGLD). 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.


Sharpe ratio
The chart of Sharpe ratio for BGLD, currently valued at 3.79, compared to the broader market0.002.004.003.792.67
The chart of Sortino ratio for BGLD, currently valued at 4.88, compared to the broader market-2.000.002.004.006.008.0010.0012.004.883.56
The chart of Omega ratio for BGLD, currently valued at 1.76, compared to the broader market0.501.001.502.002.503.001.761.49
The chart of Calmar ratio for BGLD, currently valued at 7.31, compared to the broader market0.005.0010.0015.007.314.23
The chart of Martin ratio for BGLD, currently valued at 32.26, compared to the broader market0.0020.0040.0060.0080.00100.0032.2614.29
BGLD
IGLD

The current BGLD Sharpe Ratio is 3.79, which is higher than the IGLD Sharpe Ratio of 2.67. The chart below compares the historical Sharpe Ratios of BGLD and IGLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
3.79
2.67
BGLD
IGLD

Dividends

BGLD vs. IGLD - Dividend Comparison

BGLD's dividend yield for the trailing twelve months is around 22.82%, more than IGLD's 19.40% yield.


TTM2024202320222021
BGLD
FT Cboe Vest Gold Strategy Quarterly Buffer ETF
22.82%25.04%10.49%0.40%0.00%
IGLD
FT Cboe Vest Gold Strategy Target Income ETF
19.40%20.81%7.85%4.45%2.24%

Drawdowns

BGLD vs. IGLD - Drawdown Comparison

The maximum BGLD drawdown since its inception was -16.19%, smaller than the maximum IGLD drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for BGLD and IGLD. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February00
BGLD
IGLD

Volatility

BGLD vs. IGLD - Volatility Comparison

The current volatility for FT Cboe Vest Gold Strategy Quarterly Buffer ETF (BGLD) is 2.16%, while FT Cboe Vest Gold Strategy Target Income ETF (IGLD) has a volatility of 3.59%. This indicates that BGLD experiences smaller price fluctuations and is considered to be less risky than IGLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
2.16%
3.59%
BGLD
IGLD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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