FDD vs. IGLD
FDD (First Trust STOXX European Select Dividend Index Fund) and IGLD (FT Cboe Vest Gold Strategy Target Income ETF) are both exchange-traded funds - FDD is a Europe Equities fund tracking the STOXX Europe Select Dividend 30, while IGLD is a Precious Metals fund actively managed by First Trust. FDD is passively managed, while IGLD is actively managed. Over the past 5 years, FDD returned 11.03%/yr vs 13.02%/yr for IGLD. At a 0.27 correlation, their price movements are largely independent. FDD charges 0.58%/yr vs 0.85%/yr for IGLD.
Performance
FDD vs. IGLD - Performance Comparison
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Returns By Period
In the year-to-date period, FDD achieves a 11.53% return, which is significantly higher than IGLD's 1.69% return.
FDD
- 1D
- -1.17%
- 1M
- 3.51%
- YTD
- 11.53%
- 6M
- 17.78%
- 1Y
- 33.02%
- 3Y*
- 25.85%
- 5Y*
- 11.03%
- 10Y*
- 9.96%
IGLD
- 1D
- -0.81%
- 1M
- -1.33%
- YTD
- 1.69%
- 6M
- 4.44%
- 1Y
- 24.53%
- 3Y*
- 23.01%
- 5Y*
- 13.02%
- 10Y*
- —
FDD vs. IGLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FDD First Trust STOXX European Select Dividend Index Fund | 11.53% | 62.50% | 0.28% | 14.16% | -16.14% | 8.32% |
IGLD FT Cboe Vest Gold Strategy Target Income ETF | 1.69% | 47.46% | 19.36% | 9.24% | -2.34% | 4.30% |
Correlation
The correlation between FDD and IGLD is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Mar 4, 2021 | 0.27 |
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Return for Risk
FDD vs. IGLD — Risk / Return Rank
FDD
IGLD
FDD vs. IGLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust STOXX European Select Dividend Index Fund (FDD) 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.
| FDD | IGLD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.16 | 1.06 | +1.10 |
Sortino ratioReturn per unit of downside risk | 2.98 | 1.47 | +1.51 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.22 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 3.53 | 1.40 | +2.13 |
Martin ratioReturn relative to average drawdown | 11.86 | 3.82 | +8.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FDD | IGLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.16 | 1.06 | +1.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.86 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 0.94 | -0.84 |
Drawdowns
FDD vs. IGLD - Drawdown Comparison
The maximum FDD drawdown since its inception was -74.77%, which is greater than IGLD's maximum drawdown of -18.59%. Use the drawdown chart below to compare losses from any high point for FDD and IGLD.
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Drawdown Indicators
| FDD | IGLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.77% | -18.59% | -56.18% |
Max Drawdown (1Y)Largest decline over 1 year | -9.39% | -17.56% | +8.17% |
Max Drawdown (3Y)Largest decline over 3 years | -13.06% | -17.56% | +4.50% |
Max Drawdown (5Y)Largest decline over 5 years | -35.11% | -18.59% | -16.52% |
Max Drawdown (10Y)Largest decline over 10 years | -41.43% | — | — |
Current DrawdownCurrent decline from peak | -2.26% | -15.16% | +12.90% |
Average DrawdownAverage peak-to-trough decline | -35.47% | -5.24% | -30.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 6.43% | -3.64% |
Volatility
FDD vs. IGLD - Volatility Comparison
First Trust STOXX European Select Dividend Index Fund (FDD) and FT Cboe Vest Gold Strategy Target Income ETF (IGLD) have volatilities of 5.22% and 5.12%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FDD | IGLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.22% | 5.12% | +0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 12.35% | 21.01% | -8.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.43% | 23.24% | -7.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.39% | 15.17% | +3.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.16% | 15.00% | +5.16% |
FDD vs. IGLD - Expense Ratio Comparison
FDD has a 0.58% expense ratio, which is lower than IGLD's 0.85% expense ratio.
Dividends
FDD vs. IGLD - Dividend Comparison
FDD's dividend yield for the trailing twelve months is around 3.55%, less than IGLD's 17.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDD First Trust STOXX European Select Dividend Index Fund | 3.55% | 3.99% | 7.65% | 6.85% | 6.07% | 3.44% | 4.01% | 4.69% | 5.05% | 2.78% | 4.88% | 4.35% |
IGLD FT Cboe Vest Gold Strategy Target Income ETF | 17.92% | 9.91% | 20.81% | 7.85% | 4.45% | 2.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FDD and IGLD have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FDD has higher volatility (5.22%) compared to IGLD (5.12%). In terms of maximum drawdown, FDD dropped -74.77% vs IGLD's -18.59%.
On 5-year performance, IGLD leads with 13.02% vs 11.03% for FDD. On fees, FDD is cheaper at 0.58% 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 5-year period, IGLD has performed better with a 13.02% return vs 11.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
FDD is cheaper with a 0.58% expense ratio, compared with 0.85% for IGLD.
IGLD has the higher dividend yield at 17.92%, compared with 3.55% for FDD.
FDD is categorized as Europe Equities, while IGLD is Precious Metals. Their fees differ too: 0.58% for FDD and 0.85% for IGLD.
FDD currently has the higher Sharpe Ratio (2.16 vs 1.06), 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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