GLCC.TO vs. IGLD
Compare and contrast key facts about Global X Gold Producer Equity Covered Call ETF (GLCC.TO) and FT Cboe Vest Gold Strategy Target Income ETF (IGLD).
GLCC.TO and IGLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GLCC.TO is an actively managed fund by Global X. It was launched on Apr 11, 2011. IGLD is an actively managed fund by First Trust. It was launched on Mar 2, 2021.
Performance
GLCC.TO vs. IGLD - Performance Comparison
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GLCC.TO vs. IGLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
GLCC.TO Global X Gold Producer Equity Covered Call ETF | 5.98% | 137.43% | 20.18% | 6.19% | -1.80% | 6.58% |
IGLD FT Cboe Vest Gold Strategy Target Income ETF | 7.43% | 40.70% | 29.61% | 6.83% | 4.62% | 4.20% |
Different Trading Currencies
GLCC.TO is traded in CAD, while IGLD is traded in USD. To make them comparable, the IGLD values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, GLCC.TO achieves a 5.98% return, which is significantly lower than IGLD's 7.43% return.
GLCC.TO
- 1D
- 5.95%
- 1M
- -18.48%
- YTD
- 5.98%
- 6M
- 20.90%
- 1Y
- 86.11%
- 3Y*
- 43.56%
- 5Y*
- 25.34%
- 10Y*
- 17.68%
IGLD
- 1D
- 3.58%
- 1M
- -8.66%
- YTD
- 7.43%
- 6M
- 16.63%
- 1Y
- 33.58%
- 3Y*
- 25.65%
- 5Y*
- 17.91%
- 10Y*
- —
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GLCC.TO vs. IGLD - Expense Ratio Comparison
GLCC.TO has a 0.79% expense ratio, which is lower than IGLD's 0.85% expense ratio.
Return for Risk
GLCC.TO vs. IGLD — Risk / Return Rank
GLCC.TO
IGLD
GLCC.TO vs. IGLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Gold Producer Equity Covered Call ETF (GLCC.TO) 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.
| GLCC.TO | IGLD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.10 | 1.51 | +0.59 |
Sortino ratioReturn per unit of downside risk | 2.39 | 1.99 | +0.40 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.30 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 3.04 | 2.16 | +0.89 |
Martin ratioReturn relative to average drawdown | 11.66 | 9.03 | +2.63 |
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
| GLCC.TO | IGLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.10 | 1.51 | +0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 1.27 | -0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.00 | 1.25 | -1.25 |
Correlation
The correlation between GLCC.TO and IGLD is 0.55, 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
GLCC.TO vs. IGLD - Dividend Comparison
GLCC.TO's dividend yield for the trailing twelve months is around 6.21%, less than IGLD's 12.45% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GLCC.TO Global X Gold Producer Equity Covered Call ETF | 6.21% | 6.01% | 10.30% | 11.16% | 10.08% | 6.31% | 6.47% | 4.58% | 5.62% | 7.09% | 9.21% | 11.63% |
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
GLCC.TO vs. IGLD - Drawdown Comparison
The maximum GLCC.TO drawdown since its inception was -71.12%, which is greater than IGLD's maximum drawdown of -16.48%. Use the drawdown chart below to compare losses from any high point for GLCC.TO and IGLD.
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Drawdown Indicators
| GLCC.TO | IGLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.12% | -18.59% | -52.53% |
Max Drawdown (1Y)Largest decline over 1 year | -28.86% | -17.56% | -11.30% |
Max Drawdown (5Y)Largest decline over 5 years | -37.60% | -18.59% | -19.01% |
Max Drawdown (10Y)Largest decline over 10 years | -44.83% | — | — |
Current DrawdownCurrent decline from peak | -18.48% | -11.57% | -6.91% |
Average DrawdownAverage peak-to-trough decline | -34.62% | -5.01% | -29.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.54% | 4.08% | +3.46% |
Volatility
GLCC.TO vs. IGLD - Volatility Comparison
Global X Gold Producer Equity Covered Call ETF (GLCC.TO) has a higher volatility of 17.09% compared to FT Cboe Vest Gold Strategy Target Income ETF (IGLD) at 10.92%. This indicates that GLCC.TO'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.
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Volatility by Period
| GLCC.TO | IGLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.09% | 10.92% | +6.17% |
Volatility (6M)Calculated over the trailing 6-month period | 34.47% | 20.20% | +14.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.29% | 22.41% | +18.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.17% | 14.21% | +16.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.75% | 14.16% | +17.59% |