DALI vs. LOTI
DALI (First Trust Dorsey Wright DALI 1 ETF) and LOTI (Liberty One Tactical Income ETF) are both Tactical Allocation funds. DALI is passively managed, while LOTI is actively managed. At a 0.08 correlation, their price movements are largely independent. DALI charges 0.90%/yr vs 1.01%/yr for LOTI.
Performance
DALI vs. LOTI - Performance Comparison
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Returns By Period
In the year-to-date period, DALI achieves a -0.65% return, which is significantly lower than LOTI's 5.26% return.
DALI
- 1D
- -1.54%
- 1M
- -7.76%
- 6M
- -6.20%
- YTD
- -0.65%
- 1Y
- 8.05%
- 3Y*
- 2.82%
- 5Y*
- 4.06%
- 10Y*
- —
LOTI
- 1D
- 0.74%
- 1M
- 1.02%
- 6M
- 4.76%
- YTD
- 5.26%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DALI vs. LOTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DALI First Trust Dorsey Wright DALI 1 ETF | -0.65% | 2.17% |
LOTI Liberty One Tactical Income ETF | 5.26% | 1.06% |
Correlation
The correlation between DALI and LOTI is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 30, 2025 | 0.08 |
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Return for Risk
DALI vs. LOTI — Risk / Return Rank
DALI
LOTI
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DALI vs. LOTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Dorsey Wright DALI 1 ETF (DALI) and Liberty One Tactical Income ETF (LOTI). 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.
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.
| DALI | LOTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.09 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.64 | — | — |
| Martin ratioReturn relative to average drawdown | 2.08 | — | — |
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Drawdowns
DALI vs. LOTI - Drawdown Comparison
The maximum DALI drawdown since its inception was -36.06%, which is greater than LOTI's maximum drawdown of -4.42%. Use the drawdown chart below to compare losses from any high point for DALI and LOTI.
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Drawdown Indicators
| DALI | LOTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.06% | -4.42% | -31.64% |
Max Drawdown (1Y)Largest decline over 1 year | -12.54% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -23.30% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -26.26% | — | — |
Current DrawdownCurrent decline from peak | -9.06% | -0.67% | -8.39% |
Average DrawdownAverage peak-to-trough decline | -10.07% | -1.31% | -8.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.88% | — | — |
Volatility
DALI vs. LOTI - Volatility Comparison
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Volatility by Period
| DALI | LOTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.14% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 16.05% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 18.90% | 5.94% | +12.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.95% | 5.94% | +14.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.98% | 5.94% | +15.04% |
DALI vs. LOTI - Expense Ratio Comparison
DALI has a 0.90% expense ratio, which is lower than LOTI's 1.01% expense ratio.
Dividends
DALI vs. LOTI - Dividend Comparison
DALI's dividend yield for the trailing twelve months is around 1.20%, less than LOTI's 1.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
DALI First Trust Dorsey Wright DALI 1 ETF | 1.20% | 0.38% | 0.18% | 3.42% | 0.50% | 0.11% | 1.25% | 0.45% | 0.17% |
LOTI Liberty One Tactical Income ETF | 1.58% | 0.45% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DALI and LOTI have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DALI is cheaper at 0.90% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DALI is cheaper with a 0.90% expense ratio, compared with 1.01% for LOTI.
LOTI has the higher dividend yield at 1.58%, compared with 1.20% for DALI.
They also come from different issuers: First Trust and Liberty One. Their fees differ too: 0.90% for DALI and 1.01% for LOTI.
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