IGLD vs. SBRA

Last updated Jun 21, 2026

IGLD (FT Vest Gold Strategy Target Income ETF) is Gold fund actively managed by First Trust, while SBRA (Sabra Health Care REIT, Inc.) is a stock. Over the past 5 years, IGLD returned 13.37%/yr vs 9.18%/yr for SBRA. At a 0.12 correlation, their price movements are largely independent.

Performance

IGLD vs. SBRA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest Gold Strategy Target Income ETF (IGLD) and Sabra Health Care REIT, Inc. (SBRA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IGLD achieves a -3.05% return, which is significantly lower than SBRA's -1.50% return.

IGLD

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

SBRA

• 1D: 0.39%
• 1M: -12.55%
• YTD: -1.50%
• 6M: -0.18%
• 1Y: 5.62%
• 3Y*: 23.82%
• 5Y*: 9.18%
• 10Y*: 6.89%

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

IGLD vs. SBRA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
IGLD FT Vest Gold Strategy Target Income ETF	-3.05%	47.46%	19.36%	9.24%	-2.34%	4.30%
SBRA Sabra Health Care REIT, Inc.	-1.50%	17.02%	31.23%	26.26%	0.38%	-16.67%

Correlation

The correlation between IGLD and SBRA is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.03
Correlation (3Y) Calculated over the trailing 3-year period	0.11
Correlation (5Y) Calculated over the trailing 5-year period	0.11
Correlation (All Time) Calculated using the full available price history since Mar 3, 2021	0.12

Return for Risk

IGLD vs. SBRA — Risk / Return Rank

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

IGLD

IGLD Risk / Return Rank: 21
IGLD Sharpe Ratio Rank: 22
IGLD Sortino Ratio Rank: 21
IGLD Omega Ratio Rank: 24
IGLD Calmar Ratio Rank: 19
IGLD Martin Ratio Rank: 21

SBRA

SBRA Risk / Return Rank: 48
SBRA Sharpe Ratio Rank: 52
SBRA Sortino Ratio Rank: 44
SBRA Omega Ratio Rank: 42
SBRA Calmar Ratio Rank: 50
SBRA Martin Ratio Rank: 54

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. SBRA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest Gold Strategy Target Income ETF (IGLD) and Sabra Health Care REIT, Inc. (SBRA). 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.

	IGLD	SBRA	Difference
Sharpe ratio: Return per unit of total volatility	0.76	0.26	+0.50
Sortino ratio: Return per unit of downside risk	1.12	0.52	+0.60
Omega ratio: Gain probability vs. loss probability	1.16	1.06	+0.11
Calmar ratio: Return relative to maximum drawdown	0.84	0.34	+0.50
Martin ratio: Return relative to average drawdown	2.47	1.10	+1.37

IGLD vs. SBRA - Sharpe Ratio Comparison

The current IGLD Sharpe Ratio is 0.76, which is higher than the SBRA Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of IGLD and SBRA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

IGLD vs. SBRA - Drawdown Comparison

The maximum IGLD drawdown since its inception was -21.90%, smaller than the maximum SBRA drawdown of -99.49%. Use the drawdown chart below to compare losses from any high point for IGLD and SBRA.

Drawdown Indicators

	IGLD	SBRA	Difference
Max Drawdown Largest peak-to-trough decline	-21.90%	-99.49%	+77.59%
Max Drawdown (1Y) Largest decline over 1 year	-21.90%	-16.10%	-5.80%
Max Drawdown (3Y) Largest decline over 3 years	-21.90%	-16.78%	-5.12%
Max Drawdown (5Y) Largest decline over 5 years	-21.90%	-36.79%	+14.89%
Max Drawdown (10Y) Largest decline over 10 years	—	-74.93%	—
Current Drawdown Current decline from peak	-19.11%	-13.96%	-5.15%
Average Drawdown Average peak-to-trough decline	-5.34%	-37.68%	+32.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.46%	4.97%	+2.49%

Volatility

IGLD vs. SBRA - Volatility Comparison

The current volatility for FT Vest Gold Strategy Target Income ETF (IGLD) is 8.12%, while Sabra Health Care REIT, Inc. (SBRA) has a volatility of 9.65%. This indicates that IGLD experiences smaller price fluctuations and is considered to be less risky than SBRA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IGLD	SBRA	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.12%	9.65%	-1.53%
Volatility (6M) Calculated over the trailing 6-month period	22.26%	16.23%	+6.03%
Volatility (1Y) Calculated over the trailing 1-year period	24.31%	20.95%	+3.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.45%	26.99%	-11.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.28%	36.46%	-21.18%

Dividends

IGLD vs. SBRA - Dividend Comparison

IGLD's dividend yield for the trailing twelve months is around 18.79%, more than SBRA's 6.62% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
SBRA Sabra Health Care REIT, Inc.	6.62%	6.34%	6.93%	8.41%	9.65%	8.86%	7.77%	8.43%	10.92%	9.22%	6.84%	7.91%

Frequently Asked Questions

Can I hold both IGLD and SBRA in my portfolio?

IGLD and SBRA have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IGLD or SBRA?

SBRA has higher volatility (9.65%) compared to IGLD (8.12%). In terms of maximum drawdown, IGLD dropped -21.90% vs SBRA's -99.49%.

Which has better risk-adjusted returns?

IGLD currently has the higher Sharpe Ratio (0.76 vs 0.26), 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.