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IGLD vs. NVO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGLD vs. NVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest Gold Strategy Target Income ETF (IGLD) and Novo Nordisk A/S (NVO). 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 -3.05% return, which is significantly higher than NVO's -12.15% return.


IGLD

1D
-0.50%
1M
-5.65%
YTD
-3.05%
6M
-3.19%
1Y
18.24%
3Y*
20.70%
5Y*
13.37%
10Y*

NVO

1D
-0.76%
1M
-3.94%
YTD
-12.15%
6M
-7.05%
1Y
-38.72%
3Y*
-16.67%
5Y*
3.13%
10Y*
7.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGLD vs. NVO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IGLD
FT Vest Gold Strategy Target Income ETF
-3.05%47.46%19.36%9.24%-2.34%4.30%
NVO
Novo Nordisk A/S
-12.15%-39.22%-15.93%54.84%22.66%57.15%

Correlation

The correlation between IGLD and NVO is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Mar 3, 2021

0.11

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Return for Risk

IGLD vs. NVO — Risk / Return Rank

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

IGLD
IGLD Risk / Return Rank: 2121
Overall Rank
IGLD Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
IGLD Sortino Ratio Rank: 2121
Sortino Ratio Rank
IGLD Omega Ratio Rank: 2424
Omega Ratio Rank
IGLD Calmar Ratio Rank: 1919
Calmar Ratio Rank
IGLD Martin Ratio Rank: 2121
Martin Ratio Rank

NVO
NVO Risk / Return Rank: 1313
Overall Rank
NVO Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
NVO Sortino Ratio Rank: 1414
Sortino Ratio Rank
NVO Omega Ratio Rank: 1212
Omega Ratio Rank
NVO Calmar Ratio Rank: 1313
Calmar Ratio Rank
NVO Martin Ratio Rank: 1515
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. NVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest Gold Strategy Target Income ETF (IGLD) and Novo Nordisk A/S (NVO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IGLDNVODifference
Sharpe ratioReturn per unit of total volatility

+1.52

Sortino ratioReturn per unit of downside risk

+1.99

Omega ratioGain probability vs. loss probability

1.16

0.87

+0.29

Calmar ratioReturn relative to maximum drawdown

0.84

-0.77

+1.61

Martin ratioReturn relative to average drawdown

2.47

-1.20

+3.67

IGLD vs. NVO - Sharpe Ratio Comparison

The current IGLD Sharpe Ratio is 0.76, which is higher than the NVO Sharpe Ratio of -0.76. The chart below compares the historical Sharpe Ratios of IGLD and NVO, 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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Drawdowns

IGLD vs. NVO - Drawdown Comparison

The maximum IGLD drawdown since its inception was -21.90%, smaller than the maximum NVO drawdown of -74.70%. Use the drawdown chart below to compare losses from any high point for IGLD and NVO.


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Drawdown Indicators


IGLDNVODifference

Max Drawdown

Largest peak-to-trough decline

-21.90%

-74.70%

+52.80%

Max Drawdown (1Y)

Largest decline over 1 year

-21.90%

-50.59%

+28.69%

Max Drawdown (3Y)

Largest decline over 3 years

-21.90%

-74.70%

+52.80%

Max Drawdown (5Y)

Largest decline over 5 years

-21.90%

-74.70%

+52.80%

Max Drawdown (10Y)

Largest decline over 10 years

-74.70%

Current Drawdown

Current decline from peak

-19.11%

-68.62%

+49.51%

Average Drawdown

Average peak-to-trough decline

-5.34%

-17.81%

+12.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.46%

32.66%

-25.20%

Volatility

IGLD vs. NVO - Volatility Comparison

The current volatility for FT Vest Gold Strategy Target Income ETF (IGLD) is 8.12%, while Novo Nordisk A/S (NVO) has a volatility of 10.13%. This indicates that IGLD experiences smaller price fluctuations and is considered to be less risky than NVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGLDNVODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.12%

10.13%

-2.01%

Volatility (6M)

Calculated over the trailing 6-month period

22.26%

37.86%

-15.60%

Volatility (1Y)

Calculated over the trailing 1-year period

24.31%

51.56%

-27.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.45%

38.34%

-22.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.28%

32.53%

-17.25%

Dividends

IGLD vs. NVO - Dividend Comparison

IGLD's dividend yield for the trailing twelve months is around 18.79%, more than NVO's 4.17% yield.


PositionTTM20252024202320222021202020192018201720162015
IGLD
FT Vest Gold Strategy Target Income ETF
18.79%9.91%20.81%7.85%4.45%2.24%0.00%0.00%0.00%0.00%0.00%0.00%
NVO
Novo Nordisk A/S
4.17%3.31%1.68%1.00%1.20%1.35%1.87%2.14%1.45%1.52%2.87%0.92%

Frequently Asked Questions


IGLD and NVO have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NVO has higher volatility (10.13%) compared to IGLD (8.12%). In terms of maximum drawdown, IGLD dropped -21.90% vs NVO's -74.70%.

IGLD currently has the higher Sharpe Ratio (0.76 vs -0.76), 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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