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ISIN
US33733E8158
Inception Date
Mar 13, 2023
Leveraged
1x (No leverage)
Index Tracked
Bloomberg Inflation Sensitive Equity Index - Benchmark TR Gross
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Value
Assets Under Management
$5M

Share Price Chart


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Performance

FTIF Performance Chart

First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) is up 22.1% since the beginning of the year. FTIF is currently trading at $28 per share.


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S&P 500 Index

Returns By Period

First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) has returned 22.14% so far this year and 30.71% over the past 12 months.


First Trust Bloomberg Inflation Sensitive Equity ETF

1D
1.19%
1M
-1.89%
YTD
22.14%
6M
21.22%
1Y
30.71%
3Y*
14.45%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTIF Monthly Returns History

Based on dividend-adjusted daily data since Mar 14, 2023, FTIF's average daily return is +0.06%, while the average monthly return is +1.09%. At this rate, an investment would double in approximately 5.3 years.

Historically, 60% of months were positive and 40% were negative. The best month was Jun 2023 with a return of +11.4%, while the worst month was Dec 2024 at -8.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, FTIF closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +10.7%, while the worst single day was Apr 3, 2025 at -7.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20268.73%8.41%1.49%5.30%-2.77%-0.28%22.14%
20252.72%-2.91%-2.42%-5.56%5.53%3.82%1.50%1.37%0.78%0.49%3.16%-0.42%7.79%
2024-3.02%7.01%7.90%-4.66%0.69%-2.80%3.56%0.07%-1.09%-1.68%4.79%-8.92%0.50%
20231.56%-1.64%-6.55%11.35%6.48%0.11%-2.83%-3.03%2.39%5.05%12.31%

Benchmark Metrics

First Trust Bloomberg Inflation Sensitive Equity ETF has an annualized alpha of -5.17%, beta of 0.90, and R2 of 0.50 versus S&P 500 Index. Calculated based on daily prices since March 14, 2023.

  • This ETF participated in 76.48% of S&P 500 Index downside but only 59.29% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.50 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
-5.17%
Beta
0.90
0.50
Upside Capture
59.29%
Downside Capture
76.48%

Expense Ratio

FTIF has an expense ratio of 0.60%, placing it in the medium range.


Return for Risk

Risk / Return Rank

FTIF ranks 71 for risk / return — better than 71% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


FTIF Risk / Return Rank: 7171
Overall Rank
FTIF Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
FTIF Sortino Ratio Rank: 6262
Sortino Ratio Rank
FTIF Omega Ratio Rank: 5858
Omega Ratio Rank
FTIF Calmar Ratio Rank: 9191
Calmar Ratio Rank
FTIF Martin Ratio Rank: 8282
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) and compare them to S&P 500 Index.

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.


FTIFBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.35

1.37

-0.02

Calmar ratioReturn relative to maximum drawdown

5.65

2.78

+2.87

Martin ratioReturn relative to average drawdown

15.88

12.44

+3.44

Dividends

Dividend History

First Trust Bloomberg Inflation Sensitive Equity ETF provided a 1.14% dividend yield over the last twelve months, with an annual payout of $0.32 per share.


1.50%2.00%2.50%3.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.60202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
Dividend$0.32$0.33$0.62$0.34

Dividend yield

1.14%1.45%2.88%1.55%

Monthly Dividends

The table displays the monthly dividend distributions for First Trust Bloomberg Inflation Sensitive Equity ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.07$0.00$0.00$0.00$0.07
2025$0.00$0.00$0.08$0.00$0.00$0.09$0.00$0.00$0.08$0.00$0.00$0.09$0.33
2024$0.00$0.00$0.07$0.00$0.00$0.09$0.00$0.00$0.11$0.00$0.00$0.35$0.62
2023$0.12$0.00$0.00$0.05$0.00$0.00$0.16$0.34

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the First Trust Bloomberg Inflation Sensitive Equity ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the First Trust Bloomberg Inflation Sensitive Equity ETF was 27.83%, occurring on Apr 8, 2025. Recovery took 193 trading sessions.

The current First Trust Bloomberg Inflation Sensitive Equity ETF drawdown is 3.40%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-27.83%Apr 2025
1y9mo 11d
1y 9moApr 2024 - Jan 2026
2023 pullback2023
-9.87%May 2023
1mo 19d1mo
2mo 19dApr 2023 - Jun 2023
2023 pullback2023
-8.59%Oct 2023
1mo2mo 15d
3mo 15dSep 2023 - Dec 2023
2024 pullback2024
-6.64%Jan 2024
21d1mo 6d
1mo 27dDec 2023 - Feb 2024
2023 pullback2023
-5.51%Mar 2023
3d14d
17dMar 2023 - Mar 2023

Drawdown Indicators


FTIFBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-27.83%

-56.78%

+28.95%

Max Drawdown (1Y)

Largest decline over 1 year

-5.46%

-9.10%

+3.64%

Max Drawdown (3Y)

Largest decline over 3 years

-27.83%

-18.90%

-8.93%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-3.40%

-1.80%

-1.60%

Average Drawdown

Average peak-to-trough decline

-5.95%

-10.71%

+4.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.94%

2.03%

-0.09%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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