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IGLD vs. RBIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGLD vs. RBIL - 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 F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF (RBIL). 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 RBIL's 2.70% return.


IGLD

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

RBIL

1D
0.06%
1M
0.38%
YTD
2.70%
6M
2.79%
1Y
4.57%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGLD vs. RBIL - Yearly Performance Comparison


Correlation

The correlation between IGLD and RBIL is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.12

Correlation (All Time)
Calculated using the full available price history since Feb 26, 2025

-0.07

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Return for Risk

IGLD vs. RBIL — 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

RBIL
RBIL Risk / Return Rank: 9898
Overall Rank
RBIL Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
RBIL Sortino Ratio Rank: 9898
Sortino Ratio Rank
RBIL Omega Ratio Rank: 9898
Omega Ratio Rank
RBIL Calmar Ratio Rank: 9898
Calmar Ratio Rank
RBIL Martin Ratio Rank: 9898
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. RBIL - 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 F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF (RBIL). 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.


IGLDRBILDifference
Sharpe ratioReturn per unit of total volatility

-3.95

Sortino ratioReturn per unit of downside risk

-6.45

Omega ratioGain probability vs. loss probability

1.22

2.39

-1.17

Calmar ratioReturn relative to maximum drawdown

1.40

17.00

-15.60

Martin ratioReturn relative to average drawdown

3.82

70.66

-66.83

IGLD vs. RBIL - Sharpe Ratio Comparison

The current IGLD Sharpe Ratio is 1.06, which is lower than the RBIL Sharpe Ratio of 5.01. The chart below compares the historical Sharpe Ratios of IGLD and RBIL, 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


IGLDRBILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

5.01

-3.95

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

4.28

-3.34

Drawdowns

IGLD vs. RBIL - Drawdown Comparison

The maximum IGLD drawdown since its inception was -18.59%, which is greater than RBIL's maximum drawdown of -0.50%. Use the drawdown chart below to compare losses from any high point for IGLD and RBIL.


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Drawdown Indicators


IGLDRBILDifference

Max Drawdown

Largest peak-to-trough decline

-18.59%

-0.50%

-18.09%

Max Drawdown (1Y)

Largest decline over 1 year

-17.56%

-0.27%

-17.29%

Max Drawdown (3Y)

Largest decline over 3 years

-17.56%

Max Drawdown (5Y)

Largest decline over 5 years

-18.59%

Current Drawdown

Current decline from peak

-15.16%

0.00%

-15.16%

Average Drawdown

Average peak-to-trough decline

-5.24%

-0.06%

-5.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.43%

0.07%

+6.36%

Volatility

IGLD vs. RBIL - Volatility Comparison

FT Cboe Vest Gold Strategy Target Income ETF (IGLD) has a higher volatility of 5.12% compared to F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF (RBIL) at 0.30%. This indicates that IGLD's price experiences larger fluctuations and is considered to be riskier than RBIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGLDRBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.12%

0.30%

+4.82%

Volatility (6M)

Calculated over the trailing 6-month period

21.01%

0.79%

+20.22%

Volatility (1Y)

Calculated over the trailing 1-year period

23.24%

0.92%

+22.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.17%

1.05%

+14.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.00%

1.05%

+13.95%

IGLD vs. RBIL - Expense Ratio Comparison

IGLD has a 0.85% expense ratio, which is higher than RBIL's 0.17% expense ratio.


Dividends

IGLD vs. RBIL - Dividend Comparison

IGLD's dividend yield for the trailing twelve months is around 17.92%, more than RBIL's 4.60% yield.


PositionTTM20252024202320222021
IGLD
FT Cboe Vest Gold Strategy Target Income ETF
17.92%9.91%20.81%7.85%4.45%2.24%
RBIL
F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF
4.60%3.65%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IGLD and RBIL have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IGLD has higher volatility (5.12%) compared to RBIL (0.30%). In terms of maximum drawdown, IGLD dropped -18.59% vs RBIL's -0.50%.

On 1-year performance, IGLD leads with 24.53% vs 4.57% for RBIL. On fees, RBIL is cheaper at 0.17% per year. On volatility, RBIL has been the lower-risk option at 0.30%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IGLD has performed better with a 24.53% return vs 4.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RBIL is cheaper with a 0.17% expense ratio, compared with 0.85% for IGLD.

IGLD has the higher dividend yield at 17.92%, compared with 4.60% for RBIL.

IGLD is categorized as Precious Metals, while RBIL is Inflation-Protected Bonds. They also come from different issuers: First Trust and F/m. Their fees differ too: 0.85% for IGLD and 0.17% for RBIL.

RBIL currently has the higher Sharpe Ratio (5.01 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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