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IGLD vs. IAUM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGLD vs. IAUM - 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 Micro (IAUM). 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 1.69% return, which is significantly lower than IAUM's 3.00% return.


IGLD

1D
-0.81%
1M
-1.33%
YTD
1.69%
6M
4.44%
1Y
24.53%
3Y*
23.01%
5Y*
13.02%
10Y*

IAUM

1D
-0.96%
1M
-1.62%
YTD
3.00%
6M
5.58%
1Y
32.42%
3Y*
31.53%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGLD vs. IAUM - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IGLD
FT Cboe Vest Gold Strategy Target Income ETF
1.69%47.46%19.36%9.24%-2.34%3.53%
IAUM
iShares Gold Trust Micro
3.00%64.27%27.04%13.12%-0.49%3.87%

Correlation

The correlation between IGLD and IAUM is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.95

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

0.92

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2021

0.92

The correlation between IGLD and IAUM has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.

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Return for Risk

IGLD vs. IAUM — Risk / Return Rank

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

IGLD
IGLD Risk / Return Rank: 2828
Overall Rank
IGLD Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IGLD Sortino Ratio Rank: 2727
Sortino Ratio Rank
IGLD Omega Ratio Rank: 3232
Omega Ratio Rank
IGLD Calmar Ratio Rank: 2828
Calmar Ratio Rank
IGLD Martin Ratio Rank: 2727
Martin Ratio Rank

IAUM
IAUM Risk / Return Rank: 3232
Overall Rank
IAUM Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
IAUM Sortino Ratio Rank: 2929
Sortino Ratio Rank
IAUM Omega Ratio Rank: 3636
Omega Ratio Rank
IAUM Calmar Ratio Rank: 3434
Calmar Ratio Rank
IAUM Martin Ratio Rank: 2929
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. IAUM - 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 Micro (IAUM). 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.


IGLDIAUMDifference
Sharpe ratioReturn per unit of total volatility

-0.18

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.22

1.25

-0.03

Calmar ratioReturn relative to maximum drawdown

1.40

1.70

-0.30

Martin ratioReturn relative to average drawdown

3.82

4.22

-0.39

IGLD vs. IAUM - Sharpe Ratio Comparison

The current IGLD Sharpe Ratio is 1.06, which is comparable to the IAUM Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of IGLD and IAUM, 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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Sharpe Ratios by Period


IGLDIAUMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

1.24

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

1.16

-0.22

Drawdowns

IGLD vs. IAUM - Drawdown Comparison

The maximum IGLD drawdown since its inception was -18.59%, smaller than the maximum IAUM drawdown of -20.87%. Use the drawdown chart below to compare losses from any high point for IGLD and IAUM.


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Drawdown Indicators


IGLDIAUMDifference

Max Drawdown

Largest peak-to-trough decline

-18.59%

-20.87%

+2.28%

Max Drawdown (1Y)

Largest decline over 1 year

-17.56%

-19.15%

+1.59%

Max Drawdown (3Y)

Largest decline over 3 years

-17.56%

-19.15%

+1.59%

Max Drawdown (5Y)

Largest decline over 5 years

-18.59%

Current Drawdown

Current decline from peak

-15.16%

-17.68%

+2.52%

Average Drawdown

Average peak-to-trough decline

-5.24%

-5.30%

+0.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.43%

7.70%

-1.27%

Volatility

IGLD vs. IAUM - Volatility Comparison

The current volatility for FT Cboe Vest Gold Strategy Target Income ETF (IGLD) is 5.12%, while iShares Gold Trust Micro (IAUM) has a volatility of 5.50%. This indicates that IGLD experiences smaller price fluctuations and is considered to be less risky than IAUM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGLDIAUMDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.12%

5.50%

-0.38%

Volatility (6M)

Calculated over the trailing 6-month period

21.01%

22.89%

-1.88%

Volatility (1Y)

Calculated over the trailing 1-year period

23.24%

26.31%

-3.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.17%

17.86%

-2.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.00%

17.86%

-2.86%

IGLD vs. IAUM - Expense Ratio Comparison

IGLD has a 0.85% expense ratio, which is higher than IAUM's 0.09% expense ratio.


Dividends

IGLD vs. IAUM - Dividend Comparison

IGLD's dividend yield for the trailing twelve months is around 17.92%, while IAUM has not paid dividends to shareholders.


PositionTTM20252024202320222021
IAUM
iShares Gold Trust Micro
0.00%0.00%0.00%0.00%0.00%0.00%
IGLD
FT Cboe Vest Gold Strategy Target Income ETF
17.92%9.91%20.81%7.85%4.45%2.24%

Frequently Asked Questions


With a correlation of 0.95, IGLD and IAUM move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

IAUM has higher volatility (5.50%) compared to IGLD (5.12%). In terms of maximum drawdown, IGLD dropped -18.59% vs IAUM's -20.87%.

On 3-year performance, IAUM leads with 31.53% vs 23.01% for IGLD. On fees, IAUM is cheaper at 0.09% per year. On volatility, IGLD has been the lower-risk option at 5.12%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, IAUM has performed better with a 31.53% return vs 23.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IAUM is cheaper with a 0.09% expense ratio, compared with 0.85% for IGLD.

IGLD has the higher dividend yield at 17.92%, compared with 0.00% for IAUM.

IGLD is categorized as Precious Metals, while IAUM is Gold. They also come from different issuers: First Trust and iShares. Their fees differ too: 0.85% for IGLD and 0.09% for IAUM.

IAUM currently has the higher Sharpe Ratio (1.24 vs 1.06), 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.

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