FTIF vs. QDTE

Last updated Jun 24, 2026

FTIF (First Trust Bloomberg Inflation Sensitive Equity ETF) and QDTE (Roundhill Innovation-100 0DTE Covered Call Strategy ETF) are both exchange-traded funds - FTIF is a Large Cap Blend Equities fund tracking the Bloomberg Inflation Sensitive Equity Index - Benchmark TR Gross, while QDTE is a Derivative Income fund actively managed by Roundhill. FTIF is passively managed, while QDTE is actively managed. Over the past year, FTIF returned 29.74% vs 33.64% for QDTE. At a 0.44 correlation, their price movements are largely independent. FTIF charges 0.60%/yr vs 0.97%/yr for QDTE.

Performance

FTIF vs. QDTE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) and Roundhill Innovation-100 0DTE Covered Call Strategy ETF (QDTE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FTIF achieves a 20.97% return, which is significantly higher than QDTE's 12.61% return.

FTIF

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

QDTE

• 1D: -3.23%
• 1M: -0.17%
• YTD: 12.61%
• 6M: 11.52%
• 1Y: 33.64%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

FTIF vs. QDTE - Yearly Performance Comparison

	2026 (YTD)	2025	2024
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	20.97%	7.79%	-4.12%
QDTE Roundhill Innovation-100 0DTE Covered Call Strategy ETF	12.61%	19.32%	17.13%

Correlation

The correlation between FTIF and QDTE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.34
Correlation (All Time) Calculated using the full available price history since Mar 7, 2024	0.44

FTIF vs. QDTE - Sectors Allocation Comparison

Sectors	FTIF	QDTE
Energy	38.0%	-
Basic Materials	22.0%	-
Industrials	18.0%	-
Real Estate	14.0%	-
Consumer Cyclical	4.0%	-
Technology	2.0%	-
Communication Services	-	-
Consumer Defensive	-	-
Financial Services	-	5.4%
Healthcare	-	-
Utilities	-	-

Return for Risk

FTIF vs. QDTE — Risk / Return Rank

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

FTIF

FTIF Risk / Return Rank: 72
FTIF Sharpe Ratio Rank: 64
FTIF Sortino Ratio Rank: 63
FTIF Omega Ratio Rank: 58
FTIF Calmar Ratio Rank: 91
FTIF Martin Ratio Rank: 82

QDTE

QDTE Risk / Return Rank: 64
QDTE Sharpe Ratio Rank: 64
QDTE Sortino Ratio Rank: 56
QDTE Omega Ratio Rank: 62
QDTE Calmar Ratio Rank: 68
QDTE Martin Ratio Rank: 71

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. QDTE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) and Roundhill Innovation-100 0DTE Covered Call Strategy ETF (QDTE). 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.

	FTIF	QDTE	Difference
Sharpe ratio: Return per unit of total volatility	1.94	2.03	-0.09
Sortino ratio: Return per unit of downside risk	2.70	2.58	+0.12
Omega ratio: Gain probability vs. loss probability	1.33	1.36	-0.03
Calmar ratio: Return relative to maximum drawdown	5.47	3.31	+2.16
Martin ratio: Return relative to average drawdown	15.23	12.82	+2.41

FTIF vs. QDTE - Sharpe Ratio Comparison

The current FTIF Sharpe Ratio is 1.94, which is comparable to the QDTE Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of FTIF and QDTE, 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

FTIF vs. QDTE - Drawdown Comparison

The maximum FTIF drawdown since its inception was -27.83%, which is greater than QDTE's maximum drawdown of -22.86%. Use the drawdown chart below to compare losses from any high point for FTIF and QDTE.

Drawdown Indicators

	FTIF	QDTE	Difference
Max Drawdown Largest peak-to-trough decline	-27.83%	-22.86%	-4.97%
Max Drawdown (1Y) Largest decline over 1 year	-5.46%	-10.20%	+4.74%
Max Drawdown (3Y) Largest decline over 3 years	-27.83%	—	—
Current Drawdown Current decline from peak	-4.32%	-3.55%	-0.77%
Average Drawdown Average peak-to-trough decline	-5.95%	-3.13%	-2.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.96%	2.63%	-0.67%

Volatility

FTIF vs. QDTE - Volatility Comparison

The current volatility for First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) is 4.57%, while Roundhill Innovation-100 0DTE Covered Call Strategy ETF (QDTE) has a volatility of 8.57%. This indicates that FTIF experiences smaller price fluctuations and is considered to be less risky than QDTE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FTIF	QDTE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.57%	8.57%	-4.00%
Volatility (6M) Calculated over the trailing 6-month period	10.75%	13.32%	-2.57%
Volatility (1Y) Calculated over the trailing 1-year period	15.38%	16.68%	-1.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.92%	18.99%	-0.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.92%	18.99%	-0.07%

FTIF vs. QDTE - Expense Ratio Comparison

FTIF has a 0.60% expense ratio, which is lower than QDTE's 0.97% expense ratio.

Dividends

FTIF vs. QDTE - Dividend Comparison

FTIF's dividend yield for the trailing twelve months is around 1.15%, less than QDTE's 44.23% yield.

Position	TTM	2025	2024	2023
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	1.15%	1.45%	2.88%	1.55%
QDTE Roundhill Innovation-100 0DTE Covered Call Strategy ETF	44.23%	49.49%	32.09%	0.00%

Frequently Asked Questions

Can I hold both FTIF and QDTE in my portfolio?

FTIF and QDTE have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FTIF or QDTE?

QDTE has higher volatility (8.57%) compared to FTIF (4.57%). In terms of maximum drawdown, FTIF dropped -27.83% vs QDTE's -22.86%.

Which ETF is better, FTIF or QDTE?

On 1-year performance, QDTE leads with 33.64% vs 29.74% for FTIF. On fees, FTIF is cheaper at 0.60% per year. On volatility, FTIF has been the lower-risk option at 4.57%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FTIF or QDTE?

Over the 1-year period, QDTE has performed better with a 33.64% return vs 29.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FTIF or QDTE?

FTIF is cheaper with a 0.60% expense ratio, compared with 0.97% for QDTE.

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

QDTE has the higher dividend yield at 44.23%, compared with 1.15% for FTIF.

What is the main difference between FTIF and QDTE?

FTIF is categorized as Large Cap Blend Equities, while QDTE is Derivative Income. They also come from different issuers: First Trust and Roundhill. Their fees differ too: 0.60% for FTIF and 0.97% for QDTE.

Which has better risk-adjusted returns?

QDTE currently has the higher Sharpe Ratio (2.03 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.