IGLD vs. GLCC.TO
Compare and contrast key facts about FT Cboe Vest Gold Strategy Target Income ETF (IGLD) and Global X Gold Producer Equity Covered Call ETF (GLCC.TO).
IGLD and GLCC.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IGLD is an actively managed fund by First Trust. It was launched on Mar 2, 2021. GLCC.TO is an actively managed fund by Global X. It was launched on Apr 11, 2011.
Performance
IGLD vs. GLCC.TO - Performance Comparison
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IGLD vs. GLCC.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
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%
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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
IGLD
GLCC.TO
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.
| IGLD | GLCC.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.62 | 2.16 | -0.54 |
Sortino ratioReturn per unit of downside risk | 2.09 | 2.42 | -0.34 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.36 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.25 | 3.19 | -0.94 |
Martin ratioReturn relative to average drawdown | 9.68 | 12.15 | -2.47 |
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
| IGLD | GLCC.TO | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| IGLD | GLCC.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -11.57% | -18.48% | +6.91% |
Average DrawdownAverage peak-to-trough decline | -5.01% | -34.62% | +29.61% |
Ulcer IndexDepth 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
| IGLD | GLCC.TO | Difference | |
|---|---|---|---|
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% |