{"schemaVersion":1,"ticker":"IGLD","asOf":"2026-10-30","desk":"income","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/igld/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-30","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, IGLD against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/igld/"},"benchmark":{"ticker":"GLD","name":"Gold (GLD)","tier":2,"kind":"index","basisOnPage":"total","basisHere":"total"},"tax":{"estimate":{"label":"issuer's Rule 19a-1 estimate, latest distribution","returnOfCapital":92.86,"date":"2026-10-02","url":"https://www.ftportfolios.com/Common/ContentFileLoader.aspx?ContentGUID=d32c6dda-f607-42b5-957e-825221be59ec"},"estimateWindow":{"label":"issuer's Rule 19a-1 estimates, weighted by amount","returnOfCapital":78.2,"from":"2026-06-02","to":"2026-10-02","notices":5,"distributions":12,"full":false}},"kind":"benchmark","a":"IGLD","b":"GLD","window":{"from":"2021-03-12","to":"2026-10-30","firstReturn":"2021-03-19","weeklyReturns":294,"years":5.63,"short":false,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.03497271,"perWeek":0.0006725522,"days":1411,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":0.72890393,"b":1.20310855,"edge":"GLD","lead":"GLD"},"annualised":{"a":0.10167808,"b":0.14993427,"edge":"GLD","lead":"GLD"},"price":{"a":-0.05764691,"b":1.20310855,"edge":"GLD","lead":"GLD"},"volatility":{"a":0.13746434,"b":0.16516966,"edge":"IGLD","lead":"IGLD"},"downsideDeviation":{"a":0.09638987,"b":0.1087129,"edge":"IGLD","lead":"IGLD"},"maxDrawdown":{"a":-0.25088833,"b":-0.26453747,"edge":"IGLD (slight)","lead":"IGLD","aPeak":"2026-02-27","aTrough":"2026-10-30","bPeak":"2026-02-27","bTrough":"2026-10-30"},"excess":{"a":0.07141353,"b":0.11850337,"edge":"GLD","lead":"GLD"},"sharpe":{"a":0.51950588,"b":0.71746452,"edge":"GLD","lead":"GLD"},"sortino":{"a":0.74088212,"b":1.09005803,"edge":"GLD","lead":"GLD"},"calmar":{"a":0.40527228,"b":0.56677894,"edge":"GLD","lead":"GLD"}},"relative":{"IGLD":{"on":"GLD","beta":0.81061063,"r2":0.94864786,"alpha":-0.02464656,"alphaT":-1.86883227,"alphaLow":-0.05060256,"alphaHigh":0.00130945,"upsideCapture":0.70454143,"downsideCapture":0.87972738,"treynor":0.08809844,"trackingError":0.04414632,"informationRatio":-1.06667644,"upWeeks":165,"downWeeks":129,"treynorReference":0.11850337,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"GLD","lead":"GLD"},"downsideCapture":{"edge":"IGLD","lead":"IGLD"},"treynor":{"edge":"GLD","lead":"GLD"},"informationRatio":{"edge":null,"lead":"GLD","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"IGLD":{"kept":"2026-11-01","distributions":67,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[{"ex":"2026-02-02","amount":0.5544,"vendor":0.580251}],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":11,"agree":11},"vendor":{"weeks":294,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.72890393}},"GLD":{"kept":"2026-11-01","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":12,"agree":12},"vendor":{"weeks":294,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.20310855}}}}