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IGLD vs. IAUF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


IGLDIAUF

Correlation

-0.50.00.51.00.8

The correlation between IGLD and IAUF is 0.84, 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.

Performance

IGLD vs. IAUF - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%MayJuneJulyAugustSeptemberOctober
11.70%
0.78%
IGLD
IAUF

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IGLD vs. IAUF - Expense Ratio Comparison

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


IGLD
FT Cboe Vest Gold Strategy Target Income ETF
Expense ratio chart for IGLD: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
Expense ratio chart for IAUF: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

IGLD vs. IAUF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest Gold Strategy Target Income ETF (IGLD) and iShares Gold Strategy ETF (IAUF). 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
Sharpe ratio
The chart of Sharpe ratio for IGLD, currently valued at 2.69, compared to the broader market0.002.004.002.69
Sortino ratio
The chart of Sortino ratio for IGLD, currently valued at 3.75, compared to the broader market0.005.0010.003.75
Omega ratio
The chart of Omega ratio for IGLD, currently valued at 1.49, compared to the broader market1.001.502.002.503.001.49
Calmar ratio
The chart of Calmar ratio for IGLD, currently valued at 3.21, compared to the broader market0.005.0010.0015.003.21
Martin ratio
The chart of Martin ratio for IGLD, currently valued at 20.52, compared to the broader market0.0020.0040.0060.0080.00100.0020.52
IAUF
Sharpe ratio
The chart of Sharpe ratio for IAUF, currently valued at 1.85, compared to the broader market0.002.004.001.85
Sortino ratio
The chart of Sortino ratio for IAUF, currently valued at 2.51, compared to the broader market0.005.0010.002.51
Omega ratio
The chart of Omega ratio for IAUF, currently valued at 1.36, compared to the broader market1.001.502.002.503.001.36
Calmar ratio
The chart of Calmar ratio for IAUF, currently valued at 3.49, compared to the broader market0.005.0010.0015.003.49
Martin ratio
The chart of Martin ratio for IAUF, currently valued at 9.54, compared to the broader market0.0020.0040.0060.0080.00100.009.54

IGLD vs. IAUF - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio1.001.502.002.503.00MayJuneJulyAugustSeptemberOctober
2.69
1.85
IGLD
IAUF

Dividends

IGLD vs. IAUF - Dividend Comparison

IGLD's dividend yield for the trailing twelve months is around 7.55%, while IAUF has not paid dividends to shareholders.


TTM202320222021202020192018
IGLD
FT Cboe Vest Gold Strategy Target Income ETF
7.55%7.85%4.45%2.24%0.00%0.00%0.00%
IAUF
iShares Gold Strategy ETF
111.57%13.18%0.88%0.00%7.61%10.04%0.77%

Drawdowns

IGLD vs. IAUF - Drawdown Comparison


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%MayJuneJulyAugustSeptemberOctober0
-2.96%
IGLD
IAUF

Volatility

IGLD vs. IAUF - Volatility Comparison

FT Cboe Vest Gold Strategy Target Income ETF (IGLD) has a higher volatility of 2.45% compared to iShares Gold Strategy ETF (IAUF) at 0.00%. This indicates that IGLD's price experiences larger fluctuations and is considered to be riskier than IAUF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
2.45%
0
IGLD
IAUF