IDVY vs. IGLD

Last updated Jun 4, 2026

IDVY (First Trust International Rising Dividend Achievers ETF) and IGLD (FT Cboe Vest Gold Strategy Target Income ETF) are both exchange-traded funds - IDVY is a Dividend fund tracking the Nasdaq International Rising Dividend Achievers Index, while IGLD is a Precious Metals fund actively managed by First Trust. IDVY is passively managed, while IGLD is actively managed. A 0.56 correlation means they provide meaningful diversification when combined. IDVY charges 0.60%/yr vs 0.85%/yr for IGLD.

Performance

IDVY vs. IGLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust International Rising Dividend Achievers ETF (IDVY) and FT Cboe Vest Gold Strategy Target Income ETF (IGLD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

IDVY

• 1D: -0.57%
• 1M: 3.54%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

IGLD

• 1D: 0.82%
• 1M: -0.97%
• YTD: 2.52%
• 6M: 5.30%
• 1Y: 25.16%
• 3Y*: 23.03%
• 5Y*: 13.20%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IDVY vs. IGLD - Yearly Performance Comparison

	2026 (YTD)
IDVY First Trust International Rising Dividend Achievers ETF	0.47%
IGLD FT Cboe Vest Gold Strategy Target Income ETF	-10.94%

Correlation

The correlation between IDVY and IGLD is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Feb 12, 2026	0.56

Return for Risk

IDVY 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: 30
IGLD Sharpe Ratio Rank: 31
IGLD Sortino Ratio Rank: 28
IGLD Omega Ratio Rank: 35
IGLD Calmar Ratio Rank: 30
IGLD Martin Ratio Rank: 28

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.

IDVY vs. IGLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust International Rising Dividend Achievers ETF (IDVY) 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

	IDVY	IGLD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.09	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.87	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.06	0.95	-0.89

Drawdowns

IDVY vs. IGLD - Drawdown Comparison

The maximum IDVY drawdown since its inception was -13.52%, smaller than the maximum IGLD drawdown of -18.59%. Use the drawdown chart below to compare losses from any high point for IDVY and IGLD.

Drawdown Indicators

	IDVY	IGLD	Difference
Max Drawdown Largest peak-to-trough decline	-13.52%	-18.59%	+5.07%
Max Drawdown (1Y) Largest decline over 1 year	—	-17.56%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-17.56%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-18.59%	—
Current Drawdown Current decline from peak	-1.79%	-14.46%	+12.67%
Average Drawdown Average peak-to-trough decline	-4.66%	-5.25%	+0.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	6.49%	—

Volatility

Volatility by Period

	IDVY	IGLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.17%	—
Volatility (6M) Calculated over the trailing 6-month period	—	21.01%	—
Volatility (1Y) Calculated over the trailing 1-year period	26.41%	23.24%	+3.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.41%	15.17%	+11.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.41%	15.00%	+11.41%

IDVY vs. IGLD - Expense Ratio Comparison

IDVY has a 0.60% expense ratio, which is lower than IGLD's 0.85% expense ratio.

Dividends

IDVY vs. IGLD - Dividend Comparison

IDVY has not paid dividends to shareholders, while IGLD's dividend yield for the trailing twelve months is around 17.77%.

Position	TTM	2025	2024	2023	2022	2021
IDVY First Trust International Rising Dividend Achievers ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IGLD FT Cboe Vest Gold Strategy Target Income ETF	17.77%	9.91%	20.81%	7.85%	4.45%	2.24%

Frequently Asked Questions

Can I hold both IDVY and IGLD in my portfolio?

IDVY and IGLD have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, IDVY or IGLD?

On fees, IDVY is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, IDVY or IGLD?

IDVY is cheaper with a 0.60% expense ratio, compared with 0.85% for IGLD.

Which ETF pays a higher dividend yield, IDVY or IGLD?

IGLD has the higher dividend yield at 17.77%, compared with 0.00% for IDVY.

What is the main difference between IDVY and IGLD?

IDVY is categorized as Dividend, while IGLD is Precious Metals. Their fees differ too: 0.60% for IDVY and 0.85% for IGLD.