GDT vs. IGLD

Last updated Apr 1, 2026

Compare and contrast key facts about WisdomTree Efficient TIPS Plus Gold Fund (GDT) and FT Cboe Vest Gold Strategy Target Income ETF (IGLD).

GDT and IGLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GDT is an actively managed fund by WisdomTree. It was launched on Jan 22, 2026. IGLD is an actively managed fund by First Trust. It was launched on Mar 2, 2021.

Performance

GDT vs. IGLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Efficient TIPS Plus Gold Fund (GDT) and FT Cboe Vest Gold Strategy Target Income ETF (IGLD). The values are adjusted to include any dividend payments, if applicable.

GDT vs. IGLD - Yearly Performance Comparison

	2026 (YTD)
GDT WisdomTree Efficient TIPS Plus Gold Fund	-3.92%
IGLD FT Cboe Vest Gold Strategy Target Income ETF	-4.30%

Returns By Period

GDT

• 1D: 3.36%
• 1M: -10.31%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 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)

GDT vs. IGLD - Expense Ratio Comparison

GDT has a 0.30% expense ratio, which is lower than IGLD's 0.85% expense ratio.

IGLD

FT Cboe Vest Gold Strategy Target Income ETF

GDT

WisdomTree Efficient TIPS Plus Gold Fund

Return for Risk

GDT vs. IGLD — Risk / Return Rank

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

IGLD

IGLD Risk / Return Rank: 84
IGLD Sharpe Ratio Rank: 84
IGLD Sortino Ratio Rank: 83
IGLD Omega Ratio Rank: 84
IGLD Calmar Ratio Rank: 83
IGLD Martin Ratio Rank: 86

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.

GDT vs. IGLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Efficient TIPS Plus Gold Fund (GDT) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	GDT	IGLD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.62	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.05	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.45	1.05	-1.50

Correlation

The correlation between GDT and IGLD is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

GDT vs. IGLD - Dividend Comparison

GDT's dividend yield for the trailing twelve months is around 0.09%, less than IGLD's 12.45% yield.

	TTM	2025	2024	2023	2022	2021
GDT WisdomTree Efficient TIPS Plus Gold Fund	0.09%	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

GDT vs. IGLD - Drawdown Comparison

The maximum GDT drawdown since its inception was -18.06%, roughly equal to the maximum IGLD drawdown of -18.59%. Use the drawdown chart below to compare losses from any high point for GDT and IGLD.

Drawdown Indicators

	GDT	IGLD	Difference
Max Drawdown Largest peak-to-trough decline	-18.06%	-18.59%	+0.53%
Max Drawdown (1Y) Largest decline over 1 year	—	-17.56%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-18.59%	—
Current Drawdown Current decline from peak	-12.30%	-11.57%	-0.73%
Average Drawdown Average peak-to-trough decline	-7.30%	-5.01%	-2.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.08%	—

Volatility

Volatility by Period

	GDT	IGLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	11.19%	—
Volatility (6M) Calculated over the trailing 6-month period	—	21.21%	—
Volatility (1Y) Calculated over the trailing 1-year period	43.16%	23.75%	+19.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	43.16%	14.90%	+28.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	43.16%	14.86%	+28.30%