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IGLD vs. VTIP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IGLD and VTIP is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

IGLD vs. VTIP - 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 Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). The values are adjusted to include any dividend payments, if applicable.

0.00%2.00%4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
7.70%
2.12%
IGLD
VTIP

Key characteristics

Sharpe Ratio

IGLD:

1.75

VTIP:

2.66

Sortino Ratio

IGLD:

2.37

VTIP:

4.07

Omega Ratio

IGLD:

1.32

VTIP:

1.55

Calmar Ratio

IGLD:

2.73

VTIP:

6.35

Martin Ratio

IGLD:

9.52

VTIP:

16.45

Ulcer Index

IGLD:

2.14%

VTIP:

0.29%

Daily Std Dev

IGLD:

11.65%

VTIP:

1.80%

Max Drawdown

IGLD:

-18.59%

VTIP:

-6.27%

Current Drawdown

IGLD:

-4.14%

VTIP:

-0.26%

Returns By Period

In the year-to-date period, IGLD achieves a 0.28% return, which is significantly higher than VTIP's 0.02% return.


IGLD

YTD

0.28%

1M

0.01%

6M

7.70%

1Y

20.63%

5Y*

N/A

10Y*

N/A

VTIP

YTD

0.02%

1M

-0.24%

6M

2.12%

1Y

4.89%

5Y*

3.37%

10Y*

2.60%

*Annualized

Compare stocks, funds, or ETFs

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


IGLD vs. VTIP - Expense Ratio Comparison

IGLD has a 0.85% expense ratio, which is higher than VTIP's 0.04% expense ratio.


IGLD
FT Cboe Vest Gold Strategy Target Income ETF
Expense ratio chart for IGLD: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
Expense ratio chart for VTIP: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

IGLD vs. VTIP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest Gold Strategy Target Income ETF (IGLD) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). 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.


Sharpe ratio
The chart of Sharpe ratio for IGLD, currently valued at 1.75, compared to the broader market-1.000.001.002.003.004.005.001.752.66
The chart of Sortino ratio for IGLD, currently valued at 2.37, compared to the broader market-2.000.002.004.006.008.0010.002.374.07
The chart of Omega ratio for IGLD, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.001.321.55
The chart of Calmar ratio for IGLD, currently valued at 2.73, compared to the broader market0.005.0010.0015.002.736.35
The chart of Martin ratio for IGLD, currently valued at 9.52, compared to the broader market0.0020.0040.0060.0080.00100.009.5216.45
IGLD
VTIP

The current IGLD Sharpe Ratio is 1.75, which is lower than the VTIP Sharpe Ratio of 2.66. The chart below compares the historical Sharpe Ratios of IGLD and VTIP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.504.00AugustSeptemberOctoberNovemberDecember2025
1.75
2.66
IGLD
VTIP

Dividends

IGLD vs. VTIP - Dividend Comparison

IGLD's dividend yield for the trailing twelve months is around 20.77%, more than VTIP's 2.70% yield.


TTM20242023202220212020201920182017201620152014
IGLD
FT Cboe Vest Gold Strategy Target Income ETF
20.77%20.81%7.85%4.45%2.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
2.70%2.70%3.36%6.84%4.68%1.20%1.95%2.45%1.52%0.76%0.00%0.82%

Drawdowns

IGLD vs. VTIP - Drawdown Comparison

The maximum IGLD drawdown since its inception was -18.59%, which is greater than VTIP's maximum drawdown of -6.27%. Use the drawdown chart below to compare losses from any high point for IGLD and VTIP. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-4.14%
-0.26%
IGLD
VTIP

Volatility

IGLD vs. VTIP - Volatility Comparison

FT Cboe Vest Gold Strategy Target Income ETF (IGLD) has a higher volatility of 3.24% compared to Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) at 0.38%. This indicates that IGLD's price experiences larger fluctuations and is considered to be riskier than VTIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
3.24%
0.38%
IGLD
VTIP
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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