HUSV vs. IGLD
HUSV (First Trust Horizon Managed Volatility Domestic ETF) and IGLD (FT Cboe Vest Gold Strategy Target Income ETF) are both exchange-traded funds - HUSV is a Volatility Hedged Equity fund actively managed by First Trust, while IGLD is a Precious Metals fund actively managed by First Trust. Both are actively managed. Over the past 5 years, HUSV returned 5.62%/yr vs 13.20%/yr for IGLD. At a 0.13 correlation, their price movements are largely independent. HUSV charges 0.70%/yr vs 0.85%/yr for IGLD.
Performance
HUSV vs. IGLD - Performance Comparison
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Returns By Period
In the year-to-date period, HUSV achieves a 1.34% return, which is significantly lower than IGLD's 2.52% return.
HUSV
- 1D
- 0.48%
- 1M
- 0.41%
- YTD
- 1.34%
- 6M
- 1.26%
- 1Y
- -1.00%
- 3Y*
- 8.36%
- 5Y*
- 5.62%
- 10Y*
- —
IGLD
- 1D
- 0.82%
- 1M
- -0.97%
- YTD
- 2.52%
- 6M
- 5.30%
- 1Y
- 25.16%
- 3Y*
- 23.03%
- 5Y*
- 13.20%
- 10Y*
- —
HUSV vs. IGLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
HUSV First Trust Horizon Managed Volatility Domestic ETF | 1.34% | 4.96% | 12.64% | 3.51% | -6.31% | 30.12% |
IGLD FT Cboe Vest Gold Strategy Target Income ETF | 2.52% | 47.46% | 19.36% | 9.24% | -2.34% | 4.30% |
Correlation
The correlation between HUSV and IGLD is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Mar 4, 2021 | 0.13 |
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Return for Risk
HUSV vs. IGLD — Risk / Return Rank
HUSV
IGLD
HUSV vs. IGLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Horizon Managed Volatility Domestic ETF (HUSV) 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.
| HUSV | IGLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.20 | ||
| Sortino ratioReturn per unit of downside risk | -1.59 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.23 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.15 | 1.44 | -1.59 |
| Martin ratioReturn relative to average drawdown | -0.36 | 3.88 | -4.24 |
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
| HUSV | IGLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.11 | 1.09 | -1.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.87 | -0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.95 | -0.35 |
Drawdowns
HUSV vs. IGLD - Drawdown Comparison
The maximum HUSV drawdown since its inception was -35.72%, which is greater than IGLD's maximum drawdown of -18.59%. Use the drawdown chart below to compare losses from any high point for HUSV and IGLD.
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Drawdown Indicators
| HUSV | IGLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.72% | -18.59% | -17.13% |
Max Drawdown (1Y)Largest decline over 1 year | -6.78% | -17.56% | +10.78% |
Max Drawdown (3Y)Largest decline over 3 years | -9.35% | -17.56% | +8.21% |
Max Drawdown (5Y)Largest decline over 5 years | -17.00% | -18.59% | +1.59% |
Current DrawdownCurrent decline from peak | -3.49% | -14.46% | +10.97% |
Average DrawdownAverage peak-to-trough decline | -3.61% | -5.25% | +1.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 6.49% | -3.69% |
Volatility
HUSV vs. IGLD - Volatility Comparison
The current volatility for First Trust Horizon Managed Volatility Domestic ETF (HUSV) is 2.40%, while FT Cboe Vest Gold Strategy Target Income ETF (IGLD) has a volatility of 5.17%. This indicates that HUSV 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
| HUSV | IGLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.40% | 5.17% | -2.77% |
Volatility (6M)Calculated over the trailing 6-month period | 6.31% | 21.01% | -14.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.08% | 23.24% | -14.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.02% | 15.17% | -3.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.48% | 15.00% | -0.52% |
HUSV vs. IGLD - Expense Ratio Comparison
HUSV has a 0.70% expense ratio, which is lower than IGLD's 0.85% expense ratio.
Dividends
HUSV vs. IGLD - Dividend Comparison
HUSV's dividend yield for the trailing twelve months is around 1.37%, less than IGLD's 17.77% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
HUSV First Trust Horizon Managed Volatility Domestic ETF | 1.37% | 1.38% | 1.14% | 1.80% | 1.68% | 1.35% | 1.29% | 1.36% | 1.48% | 1.31% | 0.35% |
IGLD FT Cboe Vest Gold Strategy Target Income ETF | 17.77% | 9.91% | 20.81% | 7.85% | 4.45% | 2.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
HUSV and IGLD have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IGLD has higher volatility (5.17%) compared to HUSV (2.40%). In terms of maximum drawdown, HUSV dropped -35.72% vs IGLD's -18.59%.
On 5-year performance, IGLD leads with 13.20% vs 5.62% for HUSV. On fees, HUSV is cheaper at 0.70% per year. On volatility, HUSV has been the lower-risk option at 2.40%. 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 13.20% return vs 5.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
HUSV is cheaper with a 0.70% expense ratio, compared with 0.85% for IGLD.
IGLD has the higher dividend yield at 17.77%, compared with 1.37% for HUSV.
HUSV is categorized as Volatility Hedged Equity, while IGLD is Precious Metals. Their fees differ too: 0.70% for HUSV and 0.85% for IGLD.
IGLD currently has the higher Sharpe Ratio (1.09 vs -0.11), 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.
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