FTQI vs. IGLD
Compare and contrast key facts about First Trust Nasdaq BuyWrite Income ETF (FTQI) and FT Cboe Vest Gold Strategy Target Income ETF (IGLD).
FTQI and IGLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FTQI is a passively managed fund by First Trust that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 6, 2014. IGLD is an actively managed fund by First Trust. It was launched on Mar 2, 2021.
Performance
FTQI vs. IGLD - Performance Comparison
Loading graphics...
FTQI vs. IGLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FTQI First Trust Nasdaq BuyWrite Income ETF | -1.37% | 12.68% | 18.30% | 23.63% | -8.77% | 7.36% |
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, FTQI achieves a -1.37% return, which is significantly lower than IGLD's 5.99% return.
FTQI
- 1D
- 3.05%
- 1M
- -1.40%
- YTD
- -1.37%
- 6M
- 2.69%
- 1Y
- 19.08%
- 3Y*
- 13.75%
- 5Y*
- 9.36%
- 10Y*
- 6.85%
IGLD
- 1D
- 3.70%
- 1M
- -10.43%
- YTD
- 5.99%
- 6M
- 16.73%
- 1Y
- 38.18%
- 3Y*
- 24.46%
- 5Y*
- 15.50%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FTQI vs. IGLD - Expense Ratio Comparison
FTQI has a 0.75% expense ratio, which is lower than IGLD's 0.85% expense ratio.
Return for Risk
FTQI vs. IGLD — Risk / Return Rank
FTQI
IGLD
FTQI vs. IGLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Nasdaq BuyWrite Income ETF (FTQI) 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.
| FTQI | IGLD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 1.62 | -0.50 |
Sortino ratioReturn per unit of downside risk | 1.70 | 2.09 | -0.39 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.32 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.66 | 2.25 | -0.59 |
Martin ratioReturn relative to average drawdown | 9.64 | 9.68 | -0.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FTQI | IGLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 1.62 | -0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 1.05 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 1.05 | -0.59 |
Correlation
The correlation between FTQI and IGLD is 0.12, 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
FTQI vs. IGLD - Dividend Comparison
FTQI's dividend yield for the trailing twelve months is around 11.97%, less than IGLD's 12.45% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTQI First Trust Nasdaq BuyWrite Income ETF | 11.97% | 11.46% | 11.66% | 11.49% | 9.85% | 3.05% | 3.27% | 2.95% | 3.27% | 2.74% | 3.02% | 3.54% |
IGLD FT Cboe Vest Gold Strategy Target Income ETF | 12.45% | 9.91% | 20.81% | 7.85% | 4.45% | 2.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FTQI vs. IGLD - Drawdown Comparison
The maximum FTQI drawdown since its inception was -19.42%, roughly equal to the maximum IGLD drawdown of -18.59%. Use the drawdown chart below to compare losses from any high point for FTQI and IGLD.
Loading graphics...
Drawdown Indicators
| FTQI | IGLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.42% | -18.59% | -0.83% |
Max Drawdown (1Y)Largest decline over 1 year | -11.75% | -17.56% | +5.81% |
Max Drawdown (5Y)Largest decline over 5 years | -19.42% | -18.59% | -0.83% |
Max Drawdown (10Y)Largest decline over 10 years | -19.42% | — | — |
Current DrawdownCurrent decline from peak | -3.38% | -11.57% | +8.19% |
Average DrawdownAverage peak-to-trough decline | -3.81% | -5.01% | +1.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.02% | 4.08% | -2.06% |
Volatility
FTQI vs. IGLD - Volatility Comparison
The current volatility for First Trust Nasdaq BuyWrite Income ETF (FTQI) is 5.30%, while FT Cboe Vest Gold Strategy Target Income ETF (IGLD) has a volatility of 11.19%. This indicates that FTQI 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.
Loading graphics...
Volatility by Period
| FTQI | IGLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.30% | 11.19% | -5.89% |
Volatility (6M)Calculated over the trailing 6-month period | 8.88% | 21.21% | -12.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.12% | 23.75% | -6.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.83% | 14.90% | -0.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.41% | 14.86% | -1.45% |