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FTRI vs. IGLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTRI vs. IGLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Indxx Global Natural Resources Income ETF (FTRI) 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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FTRI vs. IGLD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FTRI
First Trust Indxx Global Natural Resources Income ETF
14.35%33.62%-3.93%1.53%7.49%7.42%
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, FTRI achieves a 14.35% return, which is significantly higher than IGLD's 5.99% return.


FTRI

1D
1.91%
1M
-5.92%
YTD
14.35%
6M
18.78%
1Y
38.47%
3Y*
15.03%
5Y*
11.80%
10Y*
11.48%

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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FTRI vs. IGLD - Expense Ratio Comparison

FTRI has a 0.70% expense ratio, which is lower than IGLD's 0.85% expense ratio.


Return for Risk

FTRI vs. IGLD — Risk / Return Rank

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

FTRI
FTRI Risk / Return Rank: 8989
Overall Rank
FTRI Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
FTRI Sortino Ratio Rank: 8888
Sortino Ratio Rank
FTRI Omega Ratio Rank: 8787
Omega Ratio Rank
FTRI Calmar Ratio Rank: 8989
Calmar Ratio Rank
FTRI Martin Ratio Rank: 9292
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.

FTRI vs. IGLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Indxx Global Natural Resources Income ETF (FTRI) 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.


FTRIIGLDDifference

Sharpe ratio

Return per unit of total volatility

1.89

1.62

+0.27

Sortino ratio

Return per unit of downside risk

2.41

2.09

+0.33

Omega ratio

Gain probability vs. loss probability

1.35

1.32

+0.03

Calmar ratio

Return relative to maximum drawdown

2.88

2.25

+0.63

Martin ratio

Return relative to average drawdown

12.58

9.68

+2.89

FTRI vs. IGLD - Sharpe Ratio Comparison

The current FTRI Sharpe Ratio is 1.89, which is comparable to the IGLD Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of FTRI 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


FTRIIGLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.89

1.62

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

1.05

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

1.05

-0.54

Correlation

The correlation between FTRI and IGLD is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FTRI vs. IGLD - Dividend Comparison

FTRI's dividend yield for the trailing twelve months is around 2.27%, less than IGLD's 12.45% yield.


TTM20252024202320222021202020192018201720162015
FTRI
First Trust Indxx Global Natural Resources Income ETF
2.27%2.35%4.29%6.56%8.37%6.58%3.64%6.25%4.24%3.60%2.96%0.89%
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

FTRI vs. IGLD - Drawdown Comparison

The maximum FTRI 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 FTRI and IGLD.


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Drawdown Indicators


FTRIIGLDDifference

Max Drawdown

Largest peak-to-trough decline

-43.82%

-18.59%

-25.23%

Max Drawdown (1Y)

Largest decline over 1 year

-13.48%

-17.56%

+4.08%

Max Drawdown (5Y)

Largest decline over 5 years

-27.51%

-18.59%

-8.92%

Max Drawdown (10Y)

Largest decline over 10 years

-43.82%

Current Drawdown

Current decline from peak

-6.25%

-11.57%

+5.32%

Average Drawdown

Average peak-to-trough decline

-8.49%

-5.01%

-3.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.08%

4.08%

-1.00%

Volatility

FTRI vs. IGLD - Volatility Comparison

The current volatility for First Trust Indxx Global Natural Resources Income ETF (FTRI) is 7.03%, while FT Cboe Vest Gold Strategy Target Income ETF (IGLD) has a volatility of 11.19%. This indicates that FTRI 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


FTRIIGLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.03%

11.19%

-4.16%

Volatility (6M)

Calculated over the trailing 6-month period

14.48%

21.21%

-6.73%

Volatility (1Y)

Calculated over the trailing 1-year period

20.48%

23.75%

-3.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.92%

14.90%

+6.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.32%

14.86%

+7.46%