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IGLD vs. IAU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IGLD vs. IAU - 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 iShares Gold Trust (IAU). The values are adjusted to include any dividend payments, if applicable.

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IGLD vs. IAU - 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%
IAU
iShares Gold Trust
8.61%63.95%26.85%12.84%-0.63%6.52%

Returns By Period

In the year-to-date period, IGLD achieves a 5.99% return, which is significantly lower than IAU's 8.61% return.


IGLD

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

IAU

1D
3.80%
1M
-11.01%
YTD
8.61%
6M
21.15%
1Y
49.53%
3Y*
33.12%
5Y*
21.78%
10Y*
14.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IGLD vs. IAU - Expense Ratio Comparison

IGLD has a 0.85% expense ratio, which is higher than IAU's 0.25% expense ratio.


Return for Risk

IGLD vs. IAU — 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

IAU
IAU Risk / Return Rank: 8787
Overall Rank
IAU Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
IAU Sortino Ratio Rank: 8686
Sortino Ratio Rank
IAU Omega Ratio Rank: 8686
Omega Ratio Rank
IAU Calmar Ratio Rank: 8989
Calmar Ratio Rank
IAU Martin Ratio Rank: 8787
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. IAU - 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 iShares Gold Trust (IAU). 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.


IGLDIAUDifference

Sharpe ratio

Return per unit of total volatility

1.62

1.80

-0.19

Sortino ratio

Return per unit of downside risk

2.09

2.24

-0.15

Omega ratio

Gain probability vs. loss probability

1.32

1.33

-0.01

Calmar ratio

Return relative to maximum drawdown

2.25

2.69

-0.44

Martin ratio

Return relative to average drawdown

9.68

9.97

-0.28

IGLD vs. IAU - Sharpe Ratio Comparison

The current IGLD Sharpe Ratio is 1.62, which is comparable to the IAU Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of IGLD and IAU, 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


IGLDIAUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

1.80

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.05

1.24

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

1.05

0.64

+0.40

Correlation

The correlation between IGLD and IAU is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IGLD vs. IAU - Dividend Comparison

IGLD's dividend yield for the trailing twelve months is around 12.45%, while IAU has not paid dividends to shareholders.


TTM20252024202320222021
IGLD
FT Cboe Vest Gold Strategy Target Income ETF
12.45%9.91%20.81%7.85%4.45%2.24%
IAU
iShares Gold Trust
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IGLD vs. IAU - Drawdown Comparison

The maximum IGLD drawdown since its inception was -18.59%, smaller than the maximum IAU drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for IGLD and IAU.


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Drawdown Indicators


IGLDIAUDifference

Max Drawdown

Largest peak-to-trough decline

-18.59%

-45.14%

+26.55%

Max Drawdown (1Y)

Largest decline over 1 year

-17.56%

-19.18%

+1.62%

Max Drawdown (5Y)

Largest decline over 5 years

-18.59%

-20.93%

+2.34%

Max Drawdown (10Y)

Largest decline over 10 years

-21.82%

Current Drawdown

Current decline from peak

-11.57%

-13.20%

+1.63%

Average Drawdown

Average peak-to-trough decline

-5.01%

-15.98%

+10.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.08%

5.18%

-1.10%

Volatility

IGLD vs. IAU - Volatility Comparison

FT Cboe Vest Gold Strategy Target Income ETF (IGLD) and iShares Gold Trust (IAU) have volatilities of 11.19% and 11.02%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGLDIAUDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.19%

11.02%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

21.21%

24.11%

-2.90%

Volatility (1Y)

Calculated over the trailing 1-year period

23.75%

27.62%

-3.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.90%

17.69%

-2.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.86%

15.82%

-0.96%