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EKG vs. IGLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EKG vs. IGLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Nasdaq Lux Digital Health Solutions ETF (EKG) and FT Cboe Vest Gold Strategy Target Income ETF (IGLD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EKG achieves a -10.11% return, which is significantly lower than IGLD's 1.69% return.


EKG

1D
-0.20%
1M
2.98%
YTD
-10.11%
6M
-12.99%
1Y
-0.93%
3Y*
-0.66%
5Y*
10Y*

IGLD

1D
-0.81%
1M
-1.33%
YTD
1.69%
6M
4.44%
1Y
24.53%
3Y*
23.01%
5Y*
13.02%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EKG vs. IGLD - Yearly Performance Comparison


2026 (YTD)2025202420232022
EKG
First Trust Nasdaq Lux Digital Health Solutions ETF
-10.11%11.89%6.53%-0.11%-19.59%
IGLD
FT Cboe Vest Gold Strategy Target Income ETF
1.69%47.46%19.36%9.24%-7.65%

Correlation

The correlation between EKG and IGLD is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.15

Correlation (3Y)
Calculated over the trailing 3-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Mar 24, 2022

0.17

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Return for Risk

EKG vs. IGLD — Risk / Return Rank

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

EKG
EKG Risk / Return Rank: 88
Overall Rank
EKG Sharpe Ratio Rank: 88
Sharpe Ratio Rank
EKG Sortino Ratio Rank: 88
Sortino Ratio Rank
EKG Omega Ratio Rank: 88
Omega Ratio Rank
EKG Calmar Ratio Rank: 88
Calmar Ratio Rank
EKG Martin Ratio Rank: 88
Martin Ratio Rank

IGLD
IGLD Risk / Return Rank: 2828
Overall Rank
IGLD Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IGLD Sortino Ratio Rank: 2727
Sortino Ratio Rank
IGLD Omega Ratio Rank: 3232
Omega Ratio Rank
IGLD Calmar Ratio Rank: 2828
Calmar Ratio Rank
IGLD Martin Ratio Rank: 2727
Martin Ratio Rank
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.

EKG vs. IGLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Nasdaq Lux Digital Health Solutions ETF (EKG) 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.


EKGIGLDDifference
Sharpe ratioReturn per unit of total volatility

-1.10

Sortino ratioReturn per unit of downside risk

-1.38

Omega ratioGain probability vs. loss probability

1.01

1.22

-0.21

Calmar ratioReturn relative to maximum drawdown

-0.04

1.40

-1.45

Martin ratioReturn relative to average drawdown

-0.10

3.82

-3.92

EKG vs. IGLD - Sharpe Ratio Comparison

The current EKG Sharpe Ratio is -0.04, which is lower than the IGLD Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of EKG and IGLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EKGIGLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.04

1.06

-1.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.13

0.94

-1.07

Drawdowns

EKG vs. IGLD - Drawdown Comparison

The maximum EKG drawdown since its inception was -43.82%, which is greater than IGLD's maximum drawdown of -18.59%. Use the drawdown chart below to compare losses from any high point for EKG and IGLD.


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Drawdown Indicators


EKGIGLDDifference

Max Drawdown

Largest peak-to-trough decline

-43.82%

-18.59%

-25.23%

Max Drawdown (1Y)

Largest decline over 1 year

-22.09%

-17.56%

-4.53%

Max Drawdown (3Y)

Largest decline over 3 years

-34.49%

-17.56%

-16.93%

Max Drawdown (5Y)

Largest decline over 5 years

-18.59%

Current Drawdown

Current decline from peak

-20.78%

-15.16%

-5.62%

Average Drawdown

Average peak-to-trough decline

-22.66%

-5.24%

-17.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.73%

6.43%

+3.30%

Volatility

EKG vs. IGLD - Volatility Comparison

First Trust Nasdaq Lux Digital Health Solutions ETF (EKG) has a higher volatility of 7.09% compared to FT Cboe Vest Gold Strategy Target Income ETF (IGLD) at 5.12%. This indicates that EKG's price experiences larger fluctuations and is considered to be riskier than IGLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EKGIGLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.09%

5.12%

+1.97%

Volatility (6M)

Calculated over the trailing 6-month period

16.42%

21.01%

-4.59%

Volatility (1Y)

Calculated over the trailing 1-year period

21.57%

23.24%

-1.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.07%

15.17%

+11.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.07%

15.00%

+12.07%

EKG vs. IGLD - Expense Ratio Comparison

EKG has a 0.65% expense ratio, which is lower than IGLD's 0.85% expense ratio.


Dividends

EKG vs. IGLD - Dividend Comparison

EKG has not paid dividends to shareholders, while IGLD's dividend yield for the trailing twelve months is around 17.92%.


PositionTTM20252024202320222021
EKG
First Trust Nasdaq Lux Digital Health Solutions ETF
0.00%0.00%0.00%0.00%0.00%0.00%
IGLD
FT Cboe Vest Gold Strategy Target Income ETF
17.92%9.91%20.81%7.85%4.45%2.24%

Frequently Asked Questions


EKG and IGLD have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EKG has higher volatility (7.09%) compared to IGLD (5.12%). In terms of maximum drawdown, EKG dropped -43.82% vs IGLD's -18.59%.

On 3-year performance, IGLD leads with 23.01% vs -0.66% for EKG. On fees, EKG is cheaper at 0.65% per year. On volatility, IGLD has been the lower-risk option at 5.12%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, IGLD has performed better with a 23.01% return vs -0.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EKG is cheaper with a 0.65% expense ratio, compared with 0.85% for IGLD.

IGLD has the higher dividend yield at 17.92%, compared with 0.00% for EKG.

EKG is categorized as Health & Biotech Equities, while IGLD is Precious Metals. Their fees differ too: 0.65% for EKG and 0.85% for IGLD.

IGLD currently has the higher Sharpe Ratio (1.06 vs -0.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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