TUSA vs. IGLD
Compare and contrast key facts about First Trust Total US Market AlphaDEX ETF (TUSA) and FT Cboe Vest Gold Strategy Target Income ETF (IGLD).
TUSA and IGLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TUSA is a passively managed fund by First Trust that tracks the performance of the NASDAQ AlphaDEX Total US Market Index. It was launched on Dec 5, 2006. IGLD is an actively managed fund by First Trust. It was launched on Mar 2, 2021.
Performance
TUSA vs. IGLD - Performance Comparison
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TUSA vs. IGLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
TUSA First Trust Total US Market AlphaDEX ETF | 7.05% | 13.64% | 11.12% | 11.75% | -13.54% | 14.07% |
IGLD FT Cboe Vest Gold Strategy Target Income ETF | 7.26% | 47.46% | 19.36% | 9.24% | -2.34% | 4.30% |
Returns By Period
The year-to-date returns for both investments are quite close, with TUSA having a 7.05% return and IGLD slightly higher at 7.26%.
TUSA
- 1D
- -0.28%
- 1M
- -4.01%
- YTD
- 7.05%
- 6M
- 9.20%
- 1Y
- 19.97%
- 3Y*
- 14.76%
- 5Y*
- 7.51%
- 10Y*
- 11.03%
IGLD
- 1D
- 1.19%
- 1M
- -10.51%
- YTD
- 7.26%
- 6M
- 18.12%
- 1Y
- 40.06%
- 3Y*
- 24.96%
- 5Y*
- 15.78%
- 10Y*
- —
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TUSA vs. IGLD - Expense Ratio Comparison
TUSA has a 0.70% expense ratio, which is lower than IGLD's 0.85% expense ratio.
Return for Risk
TUSA vs. IGLD — Risk / Return Rank
TUSA
IGLD
TUSA vs. IGLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Total US Market AlphaDEX ETF (TUSA) and FT Cboe Vest Gold Strategy Target Income ETF (IGLD). 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.
| TUSA | IGLD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 1.69 | -0.58 |
Sortino ratioReturn per unit of downside risk | 1.69 | 2.17 | -0.48 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.33 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.56 | 2.27 | -0.71 |
Martin ratioReturn relative to average drawdown | 6.97 | 9.64 | -2.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TUSA | IGLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 1.69 | -0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 1.06 | -0.64 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 1.06 | -0.74 |
Correlation
The correlation between TUSA and IGLD is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
TUSA vs. IGLD - Dividend Comparison
TUSA's dividend yield for the trailing twelve months is around 1.65%, less than IGLD's 13.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TUSA First Trust Total US Market AlphaDEX ETF | 1.65% | 1.59% | 2.05% | 2.15% | 2.31% | 0.72% | 0.99% | 1.13% | 1.14% | 0.79% | 1.24% | 0.95% |
IGLD FT Cboe Vest Gold Strategy Target Income ETF | 13.93% | 9.91% | 20.81% | 7.85% | 4.45% | 2.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
TUSA vs. IGLD - Drawdown Comparison
The maximum TUSA drawdown since its inception was -56.53%, which is greater than IGLD's maximum drawdown of -18.59%. Use the drawdown chart below to compare losses from any high point for TUSA and IGLD.
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Drawdown Indicators
| TUSA | IGLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.53% | -18.59% | -37.94% |
Max Drawdown (1Y)Largest decline over 1 year | -12.98% | -17.56% | +4.58% |
Max Drawdown (5Y)Largest decline over 5 years | -23.35% | -18.59% | -4.76% |
Max Drawdown (10Y)Largest decline over 10 years | -42.47% | — | — |
Current DrawdownCurrent decline from peak | -4.01% | -10.51% | +6.50% |
Average DrawdownAverage peak-to-trough decline | -9.92% | -5.01% | -4.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 4.13% | -1.22% |
Volatility
TUSA vs. IGLD - Volatility Comparison
The current volatility for First Trust Total US Market AlphaDEX ETF (TUSA) is 2.78%, while FT Cboe Vest Gold Strategy Target Income ETF (IGLD) has a volatility of 10.62%. This indicates that TUSA experiences smaller price fluctuations and is considered to be less risky than IGLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TUSA | IGLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.78% | 10.62% | -7.84% |
Volatility (6M)Calculated over the trailing 6-month period | 9.68% | 21.23% | -11.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.98% | 23.76% | -5.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.64% | 14.90% | +2.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.14% | 14.86% | +5.28% |