DUSA vs. FTIF

Last updated Aug 4, 2026

DUSA (Davis Select U.S. Equity ETF) and FTIF (First Trust Bloomberg Inflation Sensitive Equity ETF) are both Large Cap Blend Equities funds. DUSA is actively managed, while FTIF is passively managed. Over the past 3 years, DUSA returned 22.18%/yr vs 11.08%/yr for FTIF. Their 0.63 correlation means they have sometimes moved together and sometimes differently. DUSA charges 0.62%/yr vs 0.60%/yr for FTIF.

Performance

DUSA vs. FTIF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Davis Select U.S. Equity ETF (DUSA) and First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DUSA achieves a 13.73% return, which is significantly lower than FTIF's 23.66% return.

DUSA

• 1D: 1.16%
• 1M: 2.25%
• 6M: 9.97%
• YTD: 13.73%
• 1Y: 29.99%
• 3Y*: 22.18%
• 5Y*: 12.60%
• 10Y*: —
• ALL TIME*: 13.17%

FTIF

• 1D: -0.31%
• 1M: 4.18%
• 6M: 14.24%
• YTD: 23.66%
• 1Y: 33.50%
• 3Y*: 11.08%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 12.81%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DUSA Davis Select U.S. Equity ETF	$2.68M	$2.77M	$2.73M
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	$97.77K	$75.15K	$62.02K

DUSA vs. FTIF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DUSA Davis Select U.S. Equity ETF	13.73%	22.57%	20.43%	34.12%
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	23.66%	7.79%	0.50%	12.31%

Correlation

The correlation between DUSA and FTIF is 0.47, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.47
Correlation (3Y) Balances recent behavior with more history.	0.63
Correlation (All Time) Calculated using the full available price history since Mar 14, 2023	0.63

The correlation between DUSA and FTIF shifts across timeframes, from 0.47 (1 year) to 0.63 (all time), reflecting how their relationship changes across market environments.

DUSA vs. FTIF - Sectors Allocation Comparison

Sectors	DUSA	FTIF
Financial Services	27.3%	-
Healthcare	19.4%	-
Consumer Cyclical	13.3%	4.0%
Communication Services	12.2%	-
Energy	8.9%	39.0%
Technology	6.7%	4.4%
Consumer Defensive	6.1%	-
Basic Materials	3.3%	20.6%
Industrials	2.9%	18.2%
Real Estate	-	13.8%
Utilities	-	-

Return for Risk

DUSA vs. FTIF — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DUSA

DUSA Risk / Return Rank: 90
DUSA Sharpe Ratio Rank: 92
DUSA Sortino Ratio Rank: 91
DUSA Omega Ratio Rank: 89
DUSA Calmar Ratio Rank: 90
DUSA Martin Ratio Rank: 88

FTIF

FTIF Risk / Return Rank: 89
FTIF Sharpe Ratio Rank: 89
FTIF Sortino Ratio Rank: 88
FTIF Omega Ratio Rank: 85
FTIF Calmar Ratio Rank: 95
FTIF Martin Ratio Rank: 91

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DUSA vs. FTIF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Davis Select U.S. Equity ETF (DUSA) 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.

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.

	DUSA	FTIF	Difference
Sharpe ratio: Return per unit of total volatility	2.43	2.27	+0.16
Sortino ratio: Return per unit of downside risk	3.34	3.14	+0.20
Omega ratio: Gain probability vs. loss probability	1.42	1.39	+0.03
Calmar ratio: Return relative to maximum drawdown	3.97	5.31	-1.34
Martin ratio: Return relative to average drawdown	14.09	15.40	-1.32

DUSA vs. FTIF - Sharpe Ratio Comparison

The current DUSA Sharpe Ratio is 2.43, which is comparable to the FTIF Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of DUSA and FTIF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DUSA vs. FTIF - Drawdown Comparison

The maximum DUSA drawdown since its inception was -36.71%, which is greater than FTIF's maximum drawdown of -27.83%. Use the drawdown chart below to compare losses from any high point for DUSA and FTIF.

Drawdown Indicators

	DUSA	FTIF	Difference
Max Drawdown Largest peak-to-trough decline	-36.71%	-27.83%	-8.88%
Max Drawdown (1Y) Largest decline over 1 year	-7.59%	-6.34%	-1.25%
Max Drawdown (3Y) Largest decline over 3 years	-16.82%	-27.83%	+11.01%
Max Drawdown (5Y) Largest decline over 5 years	-30.48%	—	—
Current Drawdown Current decline from peak	0.00%	-2.20%	+2.20%
Average Drawdown Average peak-to-trough decline	-6.62%	-5.90%	-0.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.13%	2.18%	-0.05%

Volatility

DUSA vs. FTIF - Volatility Comparison

Davis Select U.S. Equity ETF (DUSA) and First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) have volatilities of 2.90% and 2.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DUSA	FTIF	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.90%	2.78%	+0.12%
Volatility (6M) Calculated over the trailing 6-month period	8.18%	10.50%	-2.32%
Volatility (1Y) Calculated over the trailing 1-year period	12.41%	14.85%	-2.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.52%	18.72%	-0.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.73%	18.72%	+1.01%

DUSA vs. FTIF - Expense Ratio Comparison

DUSA has a 0.62% expense ratio, which is higher than FTIF's 0.60% expense ratio.

Dividends

DUSA vs. FTIF - Dividend Comparison

DUSA's dividend yield for the trailing twelve months is around 0.84%, less than FTIF's 1.08% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
DUSA Davis Select U.S. Equity ETF	0.84%	0.96%	0.85%	3.38%	1.21%	1.12%	0.51%	1.12%	2.77%	0.68%
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	1.08%	1.45%	2.88%	1.55%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DUSA and FTIF in my portfolio?

DUSA and FTIF have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DUSA or FTIF?

DUSA has higher volatility (2.90%) compared to FTIF (2.78%). In terms of maximum drawdown, DUSA dropped -36.71% vs FTIF's -27.83%.

Which ETF is better, DUSA or FTIF?

On 3-year performance, DUSA leads with 22.18% vs 11.08% for FTIF. On fees, FTIF is cheaper at 0.60% per year. On volatility, FTIF has been the lower-risk option at 2.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DUSA or FTIF?

Over the 3-year period, DUSA has performed better with a 22.18% return vs 11.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DUSA or FTIF?

FTIF is cheaper with a 0.60% expense ratio, compared with 0.62% for DUSA.

Which ETF pays a higher dividend yield, DUSA or FTIF?

FTIF has the higher dividend yield at 1.08%, compared with 0.84% for DUSA.

What is the main difference between DUSA and FTIF?

They also come from different issuers: Davis and First Trust. Their fees differ too: 0.62% for DUSA and 0.60% for FTIF.

Which has better risk-adjusted returns?

DUSA currently has the higher Sharpe Ratio (2.43 vs 2.27), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.