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IGLD vs. GLCC.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IGLD vs. GLCC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest Gold Strategy Target Income ETF (IGLD) and Global X Gold Producer Equity Covered Call ETF (GLCC.TO). The values are adjusted to include any dividend payments, if applicable.

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IGLD vs. GLCC.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IGLD
FT Cboe Vest Gold Strategy Target Income ETF
5.99%47.46%19.36%9.24%-2.34%4.30%
GLCC.TO
Global X Gold Producer Equity Covered Call ETF
4.62%148.81%10.69%8.61%-8.37%6.67%
Different Trading Currencies

IGLD is traded in USD, while GLCC.TO is traded in CAD. To make them comparable, the GLCC.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IGLD achieves a 5.99% return, which is significantly higher than GLCC.TO's 4.62% return.


IGLD

1D
3.70%
1M
-10.43%
YTD
5.99%
6M
16.73%
1Y
38.18%
3Y*
24.46%
5Y*
15.50%
10Y*

GLCC.TO

1D
6.06%
1M
-20.00%
YTD
4.62%
6M
21.05%
1Y
92.55%
3Y*
42.22%
5Y*
22.79%
10Y*
16.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IGLD vs. GLCC.TO - Expense Ratio Comparison

IGLD has a 0.85% expense ratio, which is higher than GLCC.TO's 0.79% expense ratio.


Return for Risk

IGLD vs. GLCC.TO — Risk / Return Rank

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

IGLD
IGLD Risk / Return Rank: 8484
Overall Rank
IGLD Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
IGLD Sortino Ratio Rank: 8383
Sortino Ratio Rank
IGLD Omega Ratio Rank: 8484
Omega Ratio Rank
IGLD Calmar Ratio Rank: 8383
Calmar Ratio Rank
IGLD Martin Ratio Rank: 8686
Martin Ratio Rank

GLCC.TO
GLCC.TO Risk / Return Rank: 9090
Overall Rank
GLCC.TO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
GLCC.TO Sortino Ratio Rank: 8888
Sortino Ratio Rank
GLCC.TO Omega Ratio Rank: 8989
Omega Ratio Rank
GLCC.TO Calmar Ratio Rank: 9191
Calmar Ratio Rank
GLCC.TO Martin Ratio Rank: 9191
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.

IGLD vs. GLCC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest Gold Strategy Target Income ETF (IGLD) and Global X Gold Producer Equity Covered Call ETF (GLCC.TO). 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.


IGLDGLCC.TODifference

Sharpe ratio

Return per unit of total volatility

1.62

2.16

-0.54

Sortino ratio

Return per unit of downside risk

2.09

2.42

-0.34

Omega ratio

Gain probability vs. loss probability

1.32

1.36

-0.04

Calmar ratio

Return relative to maximum drawdown

2.25

3.19

-0.94

Martin ratio

Return relative to average drawdown

9.68

12.15

-2.47

IGLD vs. GLCC.TO - Sharpe Ratio Comparison

The current IGLD Sharpe Ratio is 1.62, which is comparable to the GLCC.TO Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of IGLD and GLCC.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IGLDGLCC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

2.16

-0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.05

0.68

+0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

1.05

0.00

+1.05

Correlation

The correlation between IGLD and GLCC.TO is 0.70, 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

IGLD vs. GLCC.TO - Dividend Comparison

IGLD's dividend yield for the trailing twelve months is around 12.45%, more than GLCC.TO's 6.21% yield.


TTM20252024202320222021202020192018201720162015
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%
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%

Drawdowns

IGLD vs. GLCC.TO - Drawdown Comparison

The maximum IGLD drawdown since its inception was -18.59%, smaller than the maximum GLCC.TO drawdown of -78.75%. Use the drawdown chart below to compare losses from any high point for IGLD and GLCC.TO.


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Drawdown Indicators


IGLDGLCC.TODifference

Max Drawdown

Largest peak-to-trough decline

-18.59%

-71.12%

+52.53%

Max Drawdown (1Y)

Largest decline over 1 year

-17.56%

-28.86%

+11.30%

Max Drawdown (5Y)

Largest decline over 5 years

-18.59%

-37.60%

+19.01%

Max Drawdown (10Y)

Largest decline over 10 years

-44.83%

Current Drawdown

Current decline from peak

-11.57%

-18.48%

+6.91%

Average Drawdown

Average peak-to-trough decline

-5.01%

-34.62%

+29.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.08%

7.54%

-3.46%

Volatility

IGLD vs. GLCC.TO - Volatility Comparison

The current volatility for FT Cboe Vest Gold Strategy Target Income ETF (IGLD) is 11.19%, while Global X Gold Producer Equity Covered Call ETF (GLCC.TO) has a volatility of 17.43%. This indicates that IGLD experiences smaller price fluctuations and is considered to be less risky than GLCC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGLDGLCC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.19%

17.43%

-6.24%

Volatility (6M)

Calculated over the trailing 6-month period

21.21%

35.52%

-14.31%

Volatility (1Y)

Calculated over the trailing 1-year period

23.75%

43.15%

-19.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.90%

33.75%

-18.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.86%

33.99%

-19.13%