IGLD vs. IAUI

Last updated Apr 1, 2026

Compare and contrast key facts about FT Cboe Vest Gold Strategy Target Income ETF (IGLD) and NEOS Gold High Income ETF (IAUI).

IGLD and IAUI 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. IAUI is an actively managed fund by Neos. It was launched on Jun 4, 2025.

Performance

IGLD vs. IAUI - 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 NEOS Gold High Income ETF (IAUI). The values are adjusted to include any dividend payments, if applicable.

IGLD vs. IAUI - Yearly Performance Comparison

	2026 (YTD)	2025
IGLD FT Cboe Vest Gold Strategy Target Income ETF	5.99%	22.58%
IAUI NEOS Gold High Income ETF	4.93%	20.56%

Returns By Period

In the year-to-date period, IGLD achieves a 5.99% return, which is significantly higher than IAUI's 4.93% return.

IGLD

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

IAUI

• 1D: 3.78%
• 1M: -10.02%
• YTD: 4.93%
• 6M: 15.64%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IGLD vs. IAUI - Expense Ratio Comparison

IGLD has a 0.85% expense ratio, which is higher than IAUI's 0.78% expense ratio.

IGLD

FT Cboe Vest Gold Strategy Target Income ETF

IAUI

NEOS Gold High Income ETF

Return for Risk

IGLD vs. IAUI — Risk / Return Rank

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

IGLD

IGLD Risk / Return Rank: 84
IGLD Sharpe Ratio Rank: 84
IGLD Sortino Ratio Rank: 83
IGLD Omega Ratio Rank: 84
IGLD Calmar Ratio Rank: 83
IGLD Martin Ratio Rank: 86

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. IAUI - 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 NEOS Gold High Income ETF (IAUI). 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	IAUI	Difference
Sharpe ratio Return per unit of total volatility	1.62	—	—
Sortino ratio Return per unit of downside risk	2.09	—	—
Omega ratio Gain probability vs. loss probability	1.32	—	—
Calmar ratio Return relative to maximum drawdown	2.25	—	—
Martin ratio Return relative to average drawdown	9.68	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	IGLD	IAUI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.62	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.05	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.05	1.62	-0.57

Correlation

The correlation between IGLD and IAUI 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. IAUI - Dividend Comparison

IGLD's dividend yield for the trailing twelve months is around 12.45%, more than IAUI's 10.00% yield.

	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%
IAUI NEOS Gold High Income ETF	10.00%	6.88%	0.00%	0.00%	0.00%	0.00%

Drawdowns

IGLD vs. IAUI - Drawdown Comparison

The maximum IGLD drawdown since its inception was -18.59%, which is greater than IAUI's maximum drawdown of -16.88%. Use the drawdown chart below to compare losses from any high point for IGLD and IAUI.

Drawdown Indicators

	IGLD	IAUI	Difference
Max Drawdown Largest peak-to-trough decline	-18.59%	-16.88%	-1.71%
Max Drawdown (1Y) Largest decline over 1 year	-17.56%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-18.59%	—	—
Current Drawdown Current decline from peak	-11.57%	-11.01%	-0.56%
Average Drawdown Average peak-to-trough decline	-5.01%	-1.85%	-3.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.08%	—	—

Volatility

Volatility by Period

	IGLD	IAUI	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.19%	—	—
Volatility (6M) Calculated over the trailing 6-month period	21.21%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	23.75%	20.78%	+2.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.90%	20.78%	-5.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.86%	20.78%	-5.92%