PortfoliosLab logoPortfoliosLab logo
IGLD vs. PSLV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGLD vs. PSLV - 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 Sprott Physical Silver Trust (PSLV). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IGLD achieves a 1.69% return, which is significantly higher than PSLV's -1.78% return.


IGLD

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

PSLV

1D
-2.76%
1M
-1.61%
YTD
-1.78%
6M
18.46%
1Y
100.09%
3Y*
41.73%
5Y*
18.43%
10Y*
13.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGLD vs. PSLV - 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%4.30%
PSLV
Sprott Physical Silver Trust
-1.78%145.08%19.43%-1.94%2.74%-14.95%

Correlation

The correlation between IGLD and PSLV is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.71

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

0.69

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

0.71

Correlation (All Time)
Calculated using the full available price history since Mar 4, 2021

0.71

The correlation between IGLD and PSLV has been stable across timeframes, ranging from 0.69 to 0.71 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IGLD vs. PSLV — 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

PSLV
PSLV Risk / Return Rank: 7979
Overall Rank
PSLV Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
PSLV Sortino Ratio Rank: 7474
Sortino Ratio Rank
PSLV Omega Ratio Rank: 8181
Omega Ratio Rank
PSLV Calmar Ratio Rank: 7878
Calmar Ratio Rank
PSLV Martin Ratio Rank: 7676
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. PSLV - 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 Sprott Physical Silver Trust (PSLV). 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.


IGLDPSLVDifference
Sharpe ratioReturn per unit of total volatility

-0.66

Sortino ratioReturn per unit of downside risk

-0.49

Omega ratioGain probability vs. loss probability

1.22

1.32

-0.10

Calmar ratioReturn relative to maximum drawdown

1.40

2.48

-1.07

Martin ratioReturn relative to average drawdown

3.82

5.50

-1.68

IGLD vs. PSLV - Sharpe Ratio Comparison

The current IGLD Sharpe Ratio is 1.06, which is lower than the PSLV Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of IGLD and PSLV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


IGLDPSLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

1.72

-0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

0.52

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.17

+0.77

Drawdowns

IGLD vs. PSLV - Drawdown Comparison

The maximum IGLD drawdown since its inception was -18.59%, smaller than the maximum PSLV drawdown of -79.38%. Use the drawdown chart below to compare losses from any high point for IGLD and PSLV.


Loading charts...

Drawdown Indicators


IGLDPSLVDifference

Max Drawdown

Largest peak-to-trough decline

-18.59%

-79.38%

+60.79%

Max Drawdown (1Y)

Largest decline over 1 year

-17.56%

-40.65%

+23.09%

Max Drawdown (3Y)

Largest decline over 3 years

-17.56%

-40.65%

+23.09%

Max Drawdown (5Y)

Largest decline over 5 years

-18.59%

-40.65%

+22.06%

Max Drawdown (10Y)

Largest decline over 10 years

-42.79%

Current Drawdown

Current decline from peak

-15.16%

-36.11%

+20.95%

Average Drawdown

Average peak-to-trough decline

-5.24%

-58.15%

+52.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.43%

18.25%

-11.82%

Volatility

IGLD vs. PSLV - Volatility Comparison

The current volatility for FT Cboe Vest Gold Strategy Target Income ETF (IGLD) is 5.12%, while Sprott Physical Silver Trust (PSLV) has a volatility of 16.57%. This indicates that IGLD experiences smaller price fluctuations and is considered to be less risky than PSLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IGLDPSLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.12%

16.57%

-11.45%

Volatility (6M)

Calculated over the trailing 6-month period

21.01%

57.35%

-36.34%

Volatility (1Y)

Calculated over the trailing 1-year period

23.24%

58.49%

-35.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.17%

35.64%

-20.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.00%

31.14%

-16.14%

IGLD vs. PSLV - Expense Ratio Comparison

IGLD has a 0.85% expense ratio, which is higher than PSLV's 0.51% expense ratio.


Dividends

IGLD vs. PSLV - Dividend Comparison

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


PositionTTM20252024202320222021
IGLD
FT Cboe Vest Gold Strategy Target Income ETF
17.92%9.91%20.81%7.85%4.45%2.24%
PSLV
Sprott Physical Silver Trust
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IGLD and PSLV have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PSLV has higher volatility (16.57%) compared to IGLD (5.12%). In terms of maximum drawdown, IGLD dropped -18.59% vs PSLV's -79.38%.

On 5-year performance, PSLV leads with 18.43% vs 13.02% for IGLD. On fees, PSLV is cheaper at 0.51% 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 5-year period, PSLV has performed better with a 18.43% return vs 13.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PSLV is cheaper with a 0.51% expense ratio, compared with 0.85% for IGLD.

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

IGLD is categorized as Precious Metals, while PSLV is Silver. They also come from different issuers: First Trust and Sprott. Their fees differ too: 0.85% for IGLD and 0.51% for PSLV.

PSLV currently has the higher Sharpe Ratio (1.72 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.

Portfolio Optimizer

Find the right allocation for IGLD and PSLV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer