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BLCN vs. FTIF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BLCN vs. FTIF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Siren ETF Trust Siren Nasdaq NexGen Economy ETF (BLCN) and First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF). The values are adjusted to include any dividend payments, if applicable.

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BLCN vs. FTIF - Yearly Performance Comparison


2026 (YTD)202520242023
BLCN
Siren ETF Trust Siren Nasdaq NexGen Economy ETF
-12.36%-3.69%5.62%23.03%
FTIF
First Trust Bloomberg Inflation Sensitive Equity ETF
19.63%7.79%0.50%12.52%

Returns By Period

In the year-to-date period, BLCN achieves a -12.36% return, which is significantly lower than FTIF's 19.63% return.


BLCN

1D
3.14%
1M
-9.02%
YTD
-12.36%
6M
-21.90%
1Y
13.13%
3Y*
0.69%
5Y*
-14.50%
10Y*

FTIF

1D
0.42%
1M
1.49%
YTD
19.63%
6M
23.49%
1Y
32.50%
3Y*
12.74%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BLCN vs. FTIF - Expense Ratio Comparison

BLCN has a 0.68% expense ratio, which is higher than FTIF's 0.60% expense ratio.


Return for Risk

BLCN vs. FTIF — Risk / Return Rank

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

BLCN
BLCN Risk / Return Rank: 2323
Overall Rank
BLCN Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
BLCN Sortino Ratio Rank: 2727
Sortino Ratio Rank
BLCN Omega Ratio Rank: 2525
Omega Ratio Rank
BLCN Calmar Ratio Rank: 2222
Calmar Ratio Rank
BLCN Martin Ratio Rank: 1919
Martin Ratio Rank

FTIF
FTIF Risk / Return Rank: 7878
Overall Rank
FTIF Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FTIF Sortino Ratio Rank: 7777
Sortino Ratio Rank
FTIF Omega Ratio Rank: 7979
Omega Ratio Rank
FTIF Calmar Ratio Rank: 7373
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.

BLCN vs. FTIF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Siren ETF Trust Siren Nasdaq NexGen Economy ETF (BLCN) and First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF). 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.


BLCNFTIFDifference

Sharpe ratio

Return per unit of total volatility

0.33

1.42

-1.09

Sortino ratio

Return per unit of downside risk

0.77

2.00

-1.23

Omega ratio

Gain probability vs. loss probability

1.09

1.31

-0.21

Calmar ratio

Return relative to maximum drawdown

0.40

1.93

-1.53

Martin ratio

Return relative to average drawdown

0.98

9.48

-8.51

BLCN vs. FTIF - Sharpe Ratio Comparison

The current BLCN Sharpe Ratio is 0.33, which is lower than the FTIF Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of BLCN and FTIF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BLCNFTIFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

1.42

-1.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.02

0.69

-0.71

Correlation

The correlation between BLCN and FTIF is 0.40, 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

BLCN vs. FTIF - Dividend Comparison

BLCN's dividend yield for the trailing twelve months is around 3.44%, more than FTIF's 1.17% yield.


TTM20252024202320222021202020192018
BLCN
Siren ETF Trust Siren Nasdaq NexGen Economy ETF
3.44%3.01%0.67%0.54%1.28%0.56%0.58%1.45%1.16%
FTIF
First Trust Bloomberg Inflation Sensitive Equity ETF
1.17%1.45%2.88%1.55%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BLCN vs. FTIF - Drawdown Comparison

The maximum BLCN drawdown since its inception was -67.51%, which is greater than FTIF's maximum drawdown of -27.83%. Use the drawdown chart below to compare losses from any high point for BLCN and FTIF.


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Drawdown Indicators


BLCNFTIFDifference

Max Drawdown

Largest peak-to-trough decline

-67.51%

-27.83%

-39.68%

Max Drawdown (1Y)

Largest decline over 1 year

-29.53%

-17.27%

-12.26%

Max Drawdown (5Y)

Largest decline over 5 years

-67.51%

Current Drawdown

Current decline from peak

-57.46%

-0.57%

-56.89%

Average Drawdown

Average peak-to-trough decline

-29.86%

-6.28%

-23.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.13%

3.51%

+8.62%

Volatility

BLCN vs. FTIF - Volatility Comparison

Siren ETF Trust Siren Nasdaq NexGen Economy ETF (BLCN) has a higher volatility of 12.46% compared to First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) at 4.25%. This indicates that BLCN's price experiences larger fluctuations and is considered to be riskier than FTIF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BLCNFTIFDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.46%

4.25%

+8.21%

Volatility (6M)

Calculated over the trailing 6-month period

26.28%

11.64%

+14.64%

Volatility (1Y)

Calculated over the trailing 1-year period

39.97%

22.96%

+17.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.09%

19.28%

+14.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.89%

19.28%

+11.61%