EQL vs. FTIF

Last updated Aug 2, 2026

EQL (ALPS Equal Sector Weight ETF) and FTIF (First Trust Bloomberg Inflation Sensitive Equity ETF) are both Large Cap Blend Equities funds - EQL tracks the NYSE Equal Sector Weight Index while FTIF tracks the Bloomberg Inflation Sensitive Equity Index - Benchmark TR Gross. Both are passively managed. Over the past 3 years, EQL returned 14.59%/yr vs 10.74%/yr for FTIF. Their 0.75 correlation means they have sometimes moved together and sometimes differently. EQL charges 0.27%/yr vs 0.60%/yr for FTIF.

Performance

EQL vs. FTIF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS Equal Sector Weight ETF (EQL) 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, EQL achieves a 10.71% return, which is significantly lower than FTIF's 24.04% return.

EQL

• 1D: 0.57%
• 1M: 0.31%
• 6M: 6.82%
• YTD: 10.71%
• 1Y: 18.34%
• 3Y*: 14.59%
• 5Y*: 10.63%
• 10Y*: 12.39%
• ALL TIME*: 13.49%

FTIF

• 1D: 0.18%
• 1M: 4.50%
• 6M: 14.08%
• YTD: 24.04%
• 1Y: 33.91%
• 3Y*: 10.74%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 12.94%

*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)
EQL ALPS Equal Sector Weight ETF	$3.33M	$2.84M	$2.70M
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	$126.29K	$72.10K	$61.82K

EQL vs. FTIF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
EQL ALPS Equal Sector Weight ETF	10.71%	13.09%	16.44%	17.91%
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	24.04%	7.79%	0.50%	12.31%

Correlation

The correlation between EQL and FTIF is 0.63, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.63
Correlation (3Y) Balances recent behavior with more history.	0.74
Correlation (All Time) Calculated using the full available price history since Mar 14, 2023	0.75

The correlation between EQL and FTIF shifts across timeframes, from 0.63 (1 year) to 0.75 (all time), reflecting how their relationship changes across market environments.

EQL vs. FTIF - Sectors Allocation Comparison

Sectors	EQL	FTIF
Technology	10.2%	4.4%
Consumer Cyclical	9.6%	4.0%
Healthcare	9.4%	-
Utilities	9.4%	-
Industrials	9.3%	18.2%
Financial Services	9.1%	-
Communication Services	8.9%	-
Consumer Defensive	8.8%	-
Energy	8.7%	39.0%
Real Estate	8.7%	13.8%
Basic Materials	8.0%	20.6%

Return for Risk

EQL vs. FTIF — Risk / Return Rank

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

EQL

EQL Risk / Return Rank: 79
EQL Sharpe Ratio Rank: 80
EQL Sortino Ratio Rank: 79
EQL Omega Ratio Rank: 78
EQL Calmar Ratio Rank: 78
EQL Martin Ratio Rank: 82

FTIF

FTIF Risk / Return Rank: 88
FTIF Sharpe Ratio Rank: 86
FTIF Sortino Ratio Rank: 85
FTIF Omega Ratio Rank: 83
FTIF Calmar Ratio Rank: 94
FTIF Martin Ratio Rank: 90

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.

EQL vs. FTIF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS Equal Sector Weight ETF (EQL) 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.

	EQL	FTIF	Difference
Sharpe ratio: Return per unit of total volatility	1.82	2.06	-0.24
Sortino ratio: Return per unit of downside risk	2.54	2.85	-0.30
Omega ratio: Gain probability vs. loss probability	1.33	1.36	-0.03
Calmar ratio: Return relative to maximum drawdown	2.78	4.88	-2.10
Martin ratio: Return relative to average drawdown	10.89	14.19	-3.30

EQL vs. FTIF - Sharpe Ratio Comparison

The current EQL Sharpe Ratio is 1.82, which is comparable to the FTIF Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of EQL 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

EQL vs. FTIF - Drawdown Comparison

The maximum EQL drawdown since its inception was -35.65%, which is greater than FTIF's maximum drawdown of -27.83%. Use the drawdown chart below to compare losses from any high point for EQL and FTIF.

Drawdown Indicators

	EQL	FTIF	Difference
Max Drawdown Largest peak-to-trough decline	-35.65%	-27.83%	-7.82%
Max Drawdown (1Y) Largest decline over 1 year	-6.19%	-6.34%	+0.15%
Max Drawdown (3Y) Largest decline over 3 years	-15.07%	-27.83%	+12.76%
Max Drawdown (5Y) Largest decline over 5 years	-19.24%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-35.65%	—	—
Current Drawdown Current decline from peak	-0.27%	-1.90%	+1.63%
Average Drawdown Average peak-to-trough decline	-3.23%	-5.90%	+2.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.58%	2.20%	-0.62%

Volatility

EQL vs. FTIF - Volatility Comparison

The current volatility for ALPS Equal Sector Weight ETF (EQL) is 2.23%, while First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) has a volatility of 2.73%. This indicates that EQL experiences smaller price fluctuations and is considered to be less risky than FTIF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EQL	FTIF	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.23%	2.73%	-0.50%
Volatility (6M) Calculated over the trailing 6-month period	7.03%	10.51%	-3.48%
Volatility (1Y) Calculated over the trailing 1-year period	9.50%	15.04%	-5.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.51%	18.73%	-4.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.49%	18.73%	-2.24%

EQL vs. FTIF - Expense Ratio Comparison

EQL has a 0.27% expense ratio, which is lower than FTIF's 0.60% expense ratio.

Dividends

EQL vs. FTIF - Dividend Comparison

EQL's dividend yield for the trailing twelve months is around 1.35%, more than FTIF's 1.08% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EQL ALPS Equal Sector Weight ETF	1.35%	1.73%	1.78%	1.96%	2.14%	1.69%	2.29%	1.95%	2.39%	1.97%	2.89%	2.07%
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%	0.00%	0.00%

Frequently Asked Questions

Can I hold both EQL and FTIF in my portfolio?

EQL and FTIF have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EQL or FTIF?

FTIF has higher volatility (2.73%) compared to EQL (2.23%). In terms of maximum drawdown, EQL dropped -35.65% vs FTIF's -27.83%.

Which ETF is better, EQL or FTIF?

On 3-year performance, EQL leads with 14.59% vs 10.74% for FTIF. On fees, EQL is cheaper at 0.27% per year. On volatility, EQL has been the lower-risk option at 2.23%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EQL or FTIF?

Over the 3-year period, EQL has performed better with a 14.59% return vs 10.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EQL or FTIF?

EQL is cheaper with a 0.27% expense ratio, compared with 0.60% for FTIF.

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

EQL has the higher dividend yield at 1.35%, compared with 1.08% for FTIF.

What is the main difference between EQL and FTIF?

EQL tracks NYSE Equal Sector Weight Index, while FTIF tracks Bloomberg Inflation Sensitive Equity Index - Benchmark TR Gross. They also come from different issuers: SS&C and First Trust. Their fees differ too: 0.27% for EQL and 0.60% for FTIF.

Which has better risk-adjusted returns?

FTIF currently has the higher Sharpe Ratio (2.06 vs 1.82), 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.