PortfoliosLab logoPortfoliosLab logo
GLDI vs. IGLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLDI vs. IGLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Credit Suisse X-Links Gold Shares Covered Call ETN (GLDI) and FT Vest Gold Strategy Target Income ETF (IGLD). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, GLDI achieves a -2.64% return, which is significantly higher than IGLD's -3.45% return.


GLDI

1D
0.42%
1M
-6.93%
YTD
-2.64%
6M
-2.08%
1Y
14.82%
3Y*
17.80%
5Y*
10.20%
10Y*
8.20%

IGLD

1D
-0.23%
1M
-9.34%
YTD
-3.45%
6M
-2.82%
1Y
17.44%
3Y*
20.89%
5Y*
12.02%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLDI vs. IGLD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
GLDI
Credit Suisse X-Links Gold Shares Covered Call ETN
-2.64%34.25%17.76%8.93%-1.11%4.21%
IGLD
FT Vest Gold Strategy Target Income ETF
-3.45%47.46%19.36%9.24%-2.34%4.30%

Correlation

The correlation between GLDI and IGLD is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.82

Correlation (3Y)
Calculated over the trailing 3-year period

0.78

Correlation (5Y)
Calculated over the trailing 5-year period

0.81

Correlation (All Time)
Calculated using the full available price history since Mar 3, 2021

0.82

The correlation between GLDI and IGLD has been stable across timeframes, ranging from 0.78 to 0.82 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

GLDI vs. IGLD — Risk / Return Rank

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

GLDI
GLDI Risk / Return Rank: 2929
Overall Rank
GLDI Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
GLDI Sortino Ratio Rank: 2525
Sortino Ratio Rank
GLDI Omega Ratio Rank: 3333
Omega Ratio Rank
GLDI Calmar Ratio Rank: 2525
Calmar Ratio Rank
GLDI Martin Ratio Rank: 3030
Martin Ratio Rank

IGLD
IGLD Risk / Return Rank: 2323
Overall Rank
IGLD Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
IGLD Sortino Ratio Rank: 2222
Sortino Ratio Rank
IGLD Omega Ratio Rank: 2626
Omega Ratio Rank
IGLD Calmar Ratio Rank: 2121
Calmar Ratio Rank
IGLD Martin Ratio Rank: 2222
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.

GLDI vs. IGLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Credit Suisse X-Links Gold Shares Covered Call ETN (GLDI) 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.


GLDIIGLDDifference
Sharpe ratioReturn per unit of total volatility

+0.22

Sortino ratioReturn per unit of downside risk

+0.18

Omega ratioGain probability vs. loss probability

1.20

1.16

+0.04

Calmar ratioReturn relative to maximum drawdown

1.05

0.80

+0.25

Martin ratioReturn relative to average drawdown

3.77

2.45

+1.32

GLDI vs. IGLD - Sharpe Ratio Comparison

The current GLDI Sharpe Ratio is 0.95, which is higher than the IGLD Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of GLDI 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.


Loading charts...

Drawdowns

GLDI vs. IGLD - Drawdown Comparison

The maximum GLDI drawdown since its inception was -32.26%, which is greater than IGLD's maximum drawdown of -21.90%. Use the drawdown chart below to compare losses from any high point for GLDI and IGLD.


Loading charts...

Drawdown Indicators


GLDIIGLDDifference

Max Drawdown

Largest peak-to-trough decline

-32.26%

-21.90%

-10.36%

Max Drawdown (1Y)

Largest decline over 1 year

-14.14%

-21.90%

+7.76%

Max Drawdown (3Y)

Largest decline over 3 years

-14.14%

-21.90%

+7.76%

Max Drawdown (5Y)

Largest decline over 5 years

-14.14%

-21.90%

+7.76%

Max Drawdown (10Y)

Largest decline over 10 years

-14.94%

Current Drawdown

Current decline from peak

-11.63%

-19.44%

+7.81%

Average Drawdown

Average peak-to-trough decline

-13.99%

-5.31%

-8.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.94%

7.12%

-3.18%

Volatility

GLDI vs. IGLD - Volatility Comparison

The current volatility for Credit Suisse X-Links Gold Shares Covered Call ETN (GLDI) is 6.70%, while FT Vest Gold Strategy Target Income ETF (IGLD) has a volatility of 7.55%. This indicates that GLDI 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 charts...

Volatility by Period


GLDIIGLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.70%

7.55%

-0.85%

Volatility (6M)

Calculated over the trailing 6-month period

14.24%

22.02%

-7.78%

Volatility (1Y)

Calculated over the trailing 1-year period

15.75%

24.13%

-8.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.61%

15.44%

-3.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.50%

15.23%

-3.73%

GLDI vs. IGLD - Expense Ratio Comparison

GLDI has a 0.65% expense ratio, which is lower than IGLD's 0.85% expense ratio.


Dividends

GLDI vs. IGLD - Dividend Comparison

GLDI's dividend yield for the trailing twelve months is around 23.45%, more than IGLD's 18.87% yield.


PositionTTM20252024202320222021202020192018201720162015
GLDI
Credit Suisse X-Links Gold Shares Covered Call ETN
23.45%16.15%10.45%10.02%13.73%10.65%14.25%7.25%5.33%7.77%17.26%10.07%
IGLD
FT Vest Gold Strategy Target Income ETF
18.87%9.91%20.81%7.85%4.45%2.24%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GLDI and IGLD have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IGLD has higher volatility (7.55%) compared to GLDI (6.70%). In terms of maximum drawdown, GLDI dropped -32.26% vs IGLD's -21.90%.

On 5-year performance, IGLD leads with 12.02% vs 10.20% for GLDI. On fees, GLDI is cheaper at 0.65% per year. On volatility, GLDI has been the lower-risk option at 6.70%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IGLD has performed better with a 12.02% return vs 10.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GLDI is cheaper with a 0.65% expense ratio, compared with 0.85% for IGLD.

GLDI has the higher dividend yield at 23.45%, compared with 18.87% for IGLD.

GLDI is categorized as Precious Metals, while IGLD is Gold. They also come from different issuers: Credit Suisse and First Trust. Their fees differ too: 0.65% for GLDI and 0.85% for IGLD.

GLDI currently has the higher Sharpe Ratio (0.95 vs 0.73), 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.

Portfolio Optimizer

Find the right allocation for GLDI and IGLD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer