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IGLD vs. GOLY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGLD vs. GOLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest Gold Strategy Target Income ETF (IGLD) and Strategy Shares Gold-Hedged Bond ETF (GOLY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IGLD achieves a -5.55% return, which is significantly higher than GOLY's -24.89% return.


IGLD

1D
-1.96%
1M
-8.08%
YTD
-5.55%
6M
-8.37%
1Y
14.83%
3Y*
20.33%
5Y*
12.76%
10Y*

GOLY

1D
-1.69%
1M
-8.50%
YTD
-24.89%
6M
-27.50%
1Y
-9.04%
3Y*
15.20%
5Y*
5.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGLD vs. GOLY - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IGLD
FT Vest Gold Strategy Target Income ETF
-5.55%47.46%19.36%9.24%-2.34%-2.53%
GOLY
Strategy Shares Gold-Hedged Bond ETF
-24.89%57.98%19.82%12.74%-19.96%-1.40%

Correlation

The correlation between IGLD and GOLY is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.75

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

0.77

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

0.77

Correlation (All Time)
Calculated using the full available price history since May 18, 2021

0.77

The correlation between IGLD and GOLY has been stable across timeframes, ranging from 0.75 to 0.77 - a consistent structural relationship.

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Return for Risk

IGLD vs. GOLY — Risk / Return Rank

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

IGLD
IGLD Risk / Return Rank: 1818
Overall Rank
IGLD Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
IGLD Sortino Ratio Rank: 1818
Sortino Ratio Rank
IGLD Omega Ratio Rank: 2020
Omega Ratio Rank
IGLD Calmar Ratio Rank: 1717
Calmar Ratio Rank
IGLD Martin Ratio Rank: 1818
Martin Ratio Rank

GOLY
GOLY Risk / Return Rank: 66
Overall Rank
GOLY Sharpe Ratio Rank: 66
Sharpe Ratio Rank
GOLY Sortino Ratio Rank: 77
Sortino Ratio Rank
GOLY Omega Ratio Rank: 66
Omega Ratio Rank
GOLY Calmar Ratio Rank: 77
Calmar Ratio Rank
GOLY Martin Ratio Rank: 66
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. GOLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest Gold Strategy Target Income ETF (IGLD) and Strategy Shares Gold-Hedged Bond ETF (GOLY). 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.


IGLDGOLYDifference
Sharpe ratioReturn per unit of total volatility

+0.88

Sortino ratioReturn per unit of downside risk

+1.08

Omega ratioGain probability vs. loss probability

1.14

0.98

+0.16

Calmar ratioReturn relative to maximum drawdown

0.68

-0.25

+0.93

Martin ratioReturn relative to average drawdown

1.94

-0.60

+2.54

IGLD vs. GOLY - Sharpe Ratio Comparison

The current IGLD Sharpe Ratio is 0.61, which is higher than the GOLY Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of IGLD and GOLY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IGLD vs. GOLY - Drawdown Comparison

The maximum IGLD drawdown since its inception was -21.90%, smaller than the maximum GOLY drawdown of -36.08%. Use the drawdown chart below to compare losses from any high point for IGLD and GOLY.


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Drawdown Indicators


IGLDGOLYDifference

Max Drawdown

Largest peak-to-trough decline

-21.90%

-36.08%

+14.18%

Max Drawdown (1Y)

Largest decline over 1 year

-21.90%

-36.08%

+14.18%

Max Drawdown (3Y)

Largest decline over 3 years

-21.90%

-36.08%

+14.18%

Max Drawdown (5Y)

Largest decline over 5 years

-21.90%

-36.08%

+14.18%

Current Drawdown

Current decline from peak

-21.20%

-35.19%

+13.99%

Average Drawdown

Average peak-to-trough decline

-5.37%

-12.06%

+6.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.68%

14.99%

-7.31%

Volatility

IGLD vs. GOLY - Volatility Comparison

The current volatility for FT Vest Gold Strategy Target Income ETF (IGLD) is 8.14%, while Strategy Shares Gold-Hedged Bond ETF (GOLY) has a volatility of 9.36%. This indicates that IGLD experiences smaller price fluctuations and is considered to be less risky than GOLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGLDGOLYDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.14%

9.36%

-1.22%

Volatility (6M)

Calculated over the trailing 6-month period

22.34%

30.58%

-8.24%

Volatility (1Y)

Calculated over the trailing 1-year period

24.40%

33.78%

-9.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.48%

22.57%

-7.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.30%

22.42%

-7.12%

IGLD vs. GOLY - Expense Ratio Comparison

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


Dividends

IGLD vs. GOLY - Dividend Comparison

IGLD's dividend yield for the trailing twelve months is around 19.29%, more than GOLY's 9.80% yield.


PositionTTM20252024202320222021
GOLY
Strategy Shares Gold-Hedged Bond ETF
9.80%7.22%3.85%2.94%2.57%1.11%
IGLD
FT Vest Gold Strategy Target Income ETF
19.29%9.91%20.81%7.85%4.45%2.24%

Frequently Asked Questions


IGLD and GOLY have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GOLY has higher volatility (9.36%) compared to IGLD (8.14%). In terms of maximum drawdown, IGLD dropped -21.90% vs GOLY's -36.08%.

On 5-year performance, IGLD leads with 12.76% vs 5.64% for GOLY. On fees, GOLY is cheaper at 0.79% per year. On volatility, IGLD has been the lower-risk option at 8.14%. 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 12.76% return vs 5.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GOLY is cheaper with a 0.79% expense ratio, compared with 0.85% for IGLD.

IGLD has the higher dividend yield at 19.29%, compared with 9.80% for GOLY.

IGLD is categorized as Gold, while GOLY is Nontraditional Bonds. They also come from different issuers: First Trust and Strategy Shares. Their fees differ too: 0.85% for IGLD and 0.79% for GOLY.

IGLD currently has the higher Sharpe Ratio (0.61 vs -0.27), 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

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