FTHF vs. IGLD

Last updated Jun 24, 2026

FTHF (First Trust Emerging Markets Human Flourishing ETF) and IGLD (FT Vest Gold Strategy Target Income ETF) are both exchange-traded funds - FTHF is a Emerging Markets Diversified fund tracking the Emerging Markets Human Flourishing Index, while IGLD is a Gold fund actively managed by First Trust. FTHF is passively managed, while IGLD is actively managed. Over the past year, FTHF returned 99.98% vs 14.83% for IGLD. At a 0.37 correlation, their price movements are largely independent. FTHF charges 0.75%/yr vs 0.85%/yr for IGLD.

Performance

FTHF vs. IGLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Emerging Markets Human Flourishing ETF (FTHF) and FT Vest Gold Strategy Target Income ETF (IGLD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FTHF achieves a 48.98% return, which is significantly higher than IGLD's -5.55% return.

FTHF

• 1D: -6.80%
• 1M: 6.57%
• YTD: 48.98%
• 6M: 51.53%
• 1Y: 99.98%
• 3Y*: —
• 5Y*: —
• 10Y*: —

IGLD

• 1D: -1.96%
• 1M: -8.08%
• YTD: -5.55%
• 6M: -8.37%
• 1Y: 14.83%
• 3Y*: 20.33%
• 5Y*: 12.76%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FTHF vs. IGLD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
FTHF First Trust Emerging Markets Human Flourishing ETF	48.98%	65.30%	-8.14%	18.14%
IGLD FT Vest Gold Strategy Target Income ETF	-5.55%	47.46%	19.36%	3.52%

Correlation

The correlation between FTHF and IGLD is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.41
Correlation (All Time) Calculated using the full available price history since Oct 31, 2023	0.37

Return for Risk

FTHF vs. IGLD — Risk / Return Rank

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

FTHF

FTHF Risk / Return Rank: 87
FTHF Sharpe Ratio Rank: 89
FTHF Sortino Ratio Rank: 79
FTHF Omega Ratio Rank: 89
FTHF Calmar Ratio Rank: 93
FTHF Martin Ratio Rank: 86

IGLD

IGLD Risk / Return Rank: 18
IGLD Sharpe Ratio Rank: 19
IGLD Sortino Ratio Rank: 18
IGLD Omega Ratio Rank: 20
IGLD Calmar Ratio Rank: 17
IGLD Martin Ratio Rank: 18

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.

FTHF vs. IGLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Emerging Markets Human Flourishing ETF (FTHF) and FT 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	FTHF	IGLD	Difference
Sharpe ratio: Return per unit of total volatility	2.79	0.61	+2.18
Sortino ratio: Return per unit of downside risk	3.22	0.94	+2.27
Omega ratio: Gain probability vs. loss probability	1.52	1.14	+0.38
Calmar ratio: Return relative to maximum drawdown	6.16	0.68	+5.48
Martin ratio: Return relative to average drawdown	16.85	1.94	+14.91

FTHF vs. IGLD - Sharpe Ratio Comparison

The current FTHF Sharpe Ratio is 2.79, which is higher than the IGLD Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of FTHF 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.

Drawdowns

FTHF vs. IGLD - Drawdown Comparison

The maximum FTHF drawdown since its inception was -17.36%, smaller than the maximum IGLD drawdown of -21.90%. Use the drawdown chart below to compare losses from any high point for FTHF and IGLD.

Drawdown Indicators

	FTHF	IGLD	Difference
Max Drawdown Largest peak-to-trough decline	-17.36%	-21.90%	+4.54%
Max Drawdown (1Y) Largest decline over 1 year	-16.31%	-21.90%	+5.59%
Max Drawdown (3Y) Largest decline over 3 years	—	-21.90%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-21.90%	—
Current Drawdown Current decline from peak	-6.80%	-21.20%	+14.40%
Average Drawdown Average peak-to-trough decline	-4.22%	-5.37%	+1.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.95%	7.68%	-1.73%

Volatility

FTHF vs. IGLD - Volatility Comparison

First Trust Emerging Markets Human Flourishing ETF (FTHF) has a higher volatility of 17.38% compared to FT Vest Gold Strategy Target Income ETF (IGLD) at 8.14%. This indicates that FTHF'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.

Volatility by Period

	FTHF	IGLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.38%	8.14%	+9.24%
Volatility (6M) Calculated over the trailing 6-month period	28.89%	22.34%	+6.55%
Volatility (1Y) Calculated over the trailing 1-year period	36.06%	24.40%	+11.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.89%	15.48%	+11.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.89%	15.30%	+11.59%

FTHF vs. IGLD - Expense Ratio Comparison

FTHF has a 0.75% expense ratio, which is lower than IGLD's 0.85% expense ratio.

Dividends

FTHF vs. IGLD - Dividend Comparison

FTHF's dividend yield for the trailing twelve months is around 3.03%, less than IGLD's 19.29% yield.

Position	TTM	2025	2024	2023	2022	2021
FTHF First Trust Emerging Markets Human Flourishing ETF	3.03%	4.40%	3.34%	0.51%	0.00%	0.00%
IGLD FT Vest Gold Strategy Target Income ETF	19.29%	9.91%	20.81%	7.85%	4.45%	2.24%

Frequently Asked Questions

Can I hold both FTHF and IGLD in my portfolio?

FTHF and IGLD have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FTHF or IGLD?

FTHF has higher volatility (17.38%) compared to IGLD (8.14%). In terms of maximum drawdown, FTHF dropped -17.36% vs IGLD's -21.90%.

Which ETF is better, FTHF or IGLD?

On 1-year performance, FTHF leads with 99.98% vs 14.83% for IGLD. On fees, FTHF is cheaper at 0.75% per year. On volatility, IGLD has been the lower-risk option at 8.14%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FTHF or IGLD?

Over the 1-year period, FTHF has performed better with a 99.98% return vs 14.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FTHF or IGLD?

FTHF is cheaper with a 0.75% expense ratio, compared with 0.85% for IGLD.

Which ETF pays a higher dividend yield, FTHF or IGLD?

IGLD has the higher dividend yield at 19.29%, compared with 3.03% for FTHF.

What is the main difference between FTHF and IGLD?

FTHF is categorized as Emerging Markets Diversified, while IGLD is Gold. Their fees differ too: 0.75% for FTHF and 0.85% for IGLD.

Which has better risk-adjusted returns?

FTHF currently has the higher Sharpe Ratio (2.79 vs 0.61), 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.