IGLD vs. IAU
Compare and contrast key facts about FT Cboe Vest Gold Strategy Target Income ETF (IGLD) and iShares Gold Trust (IAU).
IGLD and IAU 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. IAU is a passively managed fund by iShares that tracks the performance of the LBMA Gold Price. It was launched on Jan 21, 2005.
Performance
IGLD vs. IAU - Performance Comparison
Loading graphics...
IGLD vs. IAU - 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% |
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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
IGLD
IAU
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.
| IGLD | IAU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.62 | 1.80 | -0.19 |
Sortino ratioReturn per unit of downside risk | 2.09 | 2.24 | -0.15 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.33 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.25 | 2.69 | -0.44 |
Martin ratioReturn relative to average drawdown | 9.68 | 9.97 | -0.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| IGLD | IAU | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
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.
Loading graphics...
Drawdown Indicators
| IGLD | IAU | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -11.57% | -13.20% | +1.63% |
Average DrawdownAverage peak-to-trough decline | -5.01% | -15.98% | +10.97% |
Ulcer IndexDepth 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.
Loading graphics...
Volatility by Period
| IGLD | IAU | Difference | |
|---|---|---|---|
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% |