PortfoliosLab logoPortfoliosLab logo
FTIF vs. EBI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTIF vs. EBI - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, FTIF achieves a 20.97% return, which is significantly higher than EBI's 13.70% return.


FTIF

1D
-0.96%
1M
-2.83%
YTD
20.97%
6M
19.74%
1Y
29.74%
3Y*
14.08%
5Y*
10Y*

EBI

1D
-0.96%
1M
0.90%
YTD
13.70%
6M
12.56%
1Y
30.46%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTIF vs. EBI - Yearly Performance Comparison


Correlation

The correlation between FTIF and EBI is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.67

Correlation (All Time)
Calculated using the full available price history since Feb 27, 2025

0.75

The correlation between FTIF and EBI has been stable across timeframes, ranging from 0.67 to 0.75 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

FTIF vs. EBI — Risk / Return Rank

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

FTIF
FTIF Risk / Return Rank: 7272
Overall Rank
FTIF Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FTIF Sortino Ratio Rank: 6363
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

EBI
EBI Risk / Return Rank: 8484
Overall Rank
EBI Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
EBI Sortino Ratio Rank: 8484
Sortino Ratio Rank
EBI Omega Ratio Rank: 8181
Omega Ratio Rank
EBI Calmar Ratio Rank: 8585
Calmar Ratio Rank
EBI Martin Ratio Rank: 8888
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.

FTIF vs. EBI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) and Longview Advantage ETF (EBI). 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.


FTIFEBIDifference
Sharpe ratioReturn per unit of total volatility

-0.51

Sortino ratioReturn per unit of downside risk

-0.66

Omega ratioGain probability vs. loss probability

1.33

1.43

-0.10

Calmar ratioReturn relative to maximum drawdown

5.47

4.32

+1.16

Martin ratioReturn relative to average drawdown

15.23

17.50

-2.27

FTIF vs. EBI - Sharpe Ratio Comparison

The current FTIF Sharpe Ratio is 1.94, which is comparable to the EBI Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of FTIF and EBI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

FTIF vs. EBI - Drawdown Comparison

The maximum FTIF drawdown since its inception was -27.83%, which is greater than EBI's maximum drawdown of -17.05%. Use the drawdown chart below to compare losses from any high point for FTIF and EBI.


Loading charts...

Drawdown Indicators


FTIFEBIDifference

Max Drawdown

Largest peak-to-trough decline

-27.83%

-17.05%

-10.78%

Max Drawdown (1Y)

Largest decline over 1 year

-5.46%

-7.09%

+1.63%

Max Drawdown (3Y)

Largest decline over 3 years

-27.83%

Current Drawdown

Current decline from peak

-4.32%

-1.43%

-2.89%

Average Drawdown

Average peak-to-trough decline

-5.95%

-2.03%

-3.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

1.75%

+0.21%

Volatility

FTIF vs. EBI - Volatility Comparison

First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) has a higher volatility of 4.57% compared to Longview Advantage ETF (EBI) at 4.03%. This indicates that FTIF's price experiences larger fluctuations and is considered to be riskier than EBI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FTIFEBIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.57%

4.03%

+0.54%

Volatility (6M)

Calculated over the trailing 6-month period

10.75%

9.27%

+1.48%

Volatility (1Y)

Calculated over the trailing 1-year period

15.38%

12.49%

+2.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.92%

17.88%

+1.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.92%

17.88%

+1.04%

FTIF vs. EBI - Expense Ratio Comparison

FTIF has a 0.60% expense ratio, which is higher than EBI's 0.24% expense ratio.


Dividends

FTIF vs. EBI - Dividend Comparison

FTIF's dividend yield for the trailing twelve months is around 1.15%, more than EBI's 0.92% yield.


PositionTTM202520242023
EBI
Longview Advantage ETF
0.92%1.05%0.00%0.00%
FTIF
First Trust Bloomberg Inflation Sensitive Equity ETF
1.15%1.45%2.88%1.55%

Frequently Asked Questions


FTIF and EBI have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FTIF has higher volatility (4.57%) compared to EBI (4.03%). In terms of maximum drawdown, FTIF dropped -27.83% vs EBI's -17.05%.

On 1-year performance, EBI leads with 30.46% vs 29.74% for FTIF. On fees, EBI is cheaper at 0.24% per year. On volatility, EBI has been the lower-risk option at 4.03%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, EBI has performed better with a 30.46% return vs 29.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EBI is cheaper with a 0.24% expense ratio, compared with 0.60% for FTIF.

FTIF has the higher dividend yield at 1.15%, compared with 0.92% for EBI.

They also come from different issuers: First Trust and Longview. Their fees differ too: 0.60% for FTIF and 0.24% for EBI.

EBI currently has the higher Sharpe Ratio (2.46 vs 1.94), 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.

Portfolio Optimizer

Find the right allocation for FTIF and EBI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer