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FBTU.L vs. IGLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FBTU.L vs. IGLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust NYSE Arca Biotechnology UCITS ETF Class A USD Accumulating (FBTU.L) 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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FBTU.L vs. IGLD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FBTU.L
First Trust NYSE Arca Biotechnology UCITS ETF Class A USD Accumulating
-5.44%25.95%4.74%3.91%-5.96%-1.13%
IGLD
FT Cboe Vest Gold Strategy Target Income ETF
5.99%47.46%19.36%9.24%-2.34%4.30%

Returns By Period

In the year-to-date period, FBTU.L achieves a -5.44% return, which is significantly lower than IGLD's 5.99% return.


FBTU.L

1D
2.87%
1M
-4.92%
YTD
-5.44%
6M
12.00%
1Y
18.72%
3Y*
8.81%
5Y*
3.92%
10Y*

IGLD

1D
3.70%
1M
-10.43%
YTD
5.99%
6M
16.73%
1Y
38.18%
3Y*
24.46%
5Y*
15.50%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FBTU.L vs. IGLD - Expense Ratio Comparison

FBTU.L has a 0.60% expense ratio, which is lower than IGLD's 0.85% expense ratio.


Return for Risk

FBTU.L vs. IGLD — Risk / Return Rank

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

FBTU.L
FBTU.L Risk / Return Rank: 4343
Overall Rank
FBTU.L Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
FBTU.L Sortino Ratio Rank: 4545
Sortino Ratio Rank
FBTU.L Omega Ratio Rank: 3939
Omega Ratio Rank
FBTU.L Calmar Ratio Rank: 4848
Calmar Ratio Rank
FBTU.L Martin Ratio Rank: 3838
Martin Ratio Rank

IGLD
IGLD Risk / Return Rank: 8484
Overall Rank
IGLD Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
IGLD Sortino Ratio Rank: 8383
Sortino Ratio Rank
IGLD Omega Ratio Rank: 8484
Omega Ratio Rank
IGLD Calmar Ratio Rank: 8383
Calmar Ratio Rank
IGLD Martin Ratio Rank: 8686
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.

FBTU.L vs. IGLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust NYSE Arca Biotechnology UCITS ETF Class A USD Accumulating (FBTU.L) 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.


FBTU.LIGLDDifference

Sharpe ratio

Return per unit of total volatility

0.81

1.62

-0.80

Sortino ratio

Return per unit of downside risk

1.26

2.09

-0.83

Omega ratio

Gain probability vs. loss probability

1.16

1.32

-0.16

Calmar ratio

Return relative to maximum drawdown

1.26

2.25

-0.99

Martin ratio

Return relative to average drawdown

3.61

9.68

-6.07

FBTU.L vs. IGLD - Sharpe Ratio Comparison

The current FBTU.L Sharpe Ratio is 0.81, which is lower than the IGLD Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of FBTU.L 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.


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Sharpe Ratios by Period


FBTU.LIGLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

1.62

-0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

1.05

-0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

1.05

-0.88

Correlation

The correlation between FBTU.L and IGLD is 0.13, 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.


Dividends

FBTU.L vs. IGLD - Dividend Comparison

FBTU.L has not paid dividends to shareholders, while IGLD's dividend yield for the trailing twelve months is around 12.45%.


TTM20252024202320222021
FBTU.L
First Trust NYSE Arca Biotechnology UCITS ETF Class A USD Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%
IGLD
FT Cboe Vest Gold Strategy Target Income ETF
12.45%9.91%20.81%7.85%4.45%2.24%

Drawdowns

FBTU.L vs. IGLD - Drawdown Comparison

The maximum FBTU.L drawdown since its inception was -33.73%, which is greater than IGLD's maximum drawdown of -18.59%. Use the drawdown chart below to compare losses from any high point for FBTU.L and IGLD.


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Drawdown Indicators


FBTU.LIGLDDifference

Max Drawdown

Largest peak-to-trough decline

-33.73%

-18.59%

-15.14%

Max Drawdown (1Y)

Largest decline over 1 year

-15.22%

-17.56%

+2.34%

Max Drawdown (5Y)

Largest decline over 5 years

-29.97%

-18.59%

-11.38%

Current Drawdown

Current decline from peak

-11.52%

-11.57%

+0.05%

Average Drawdown

Average peak-to-trough decline

-13.30%

-5.01%

-8.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.00%

4.08%

+0.92%

Volatility

FBTU.L vs. IGLD - Volatility Comparison

The current volatility for First Trust NYSE Arca Biotechnology UCITS ETF Class A USD Accumulating (FBTU.L) is 7.43%, while FT Cboe Vest Gold Strategy Target Income ETF (IGLD) has a volatility of 11.19%. This indicates that FBTU.L 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.


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Volatility by Period


FBTU.LIGLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.43%

11.19%

-3.76%

Volatility (6M)

Calculated over the trailing 6-month period

14.90%

21.21%

-6.31%

Volatility (1Y)

Calculated over the trailing 1-year period

22.95%

23.75%

-0.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.73%

14.90%

+5.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.25%

14.86%

+6.39%