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IALT vs. LALT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IALT vs. LALT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Systematic Alternatives Active ETF (IALT) and First Trust Multi-Strategy Alternative ETF (LALT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IALT achieves a 12.39% return, which is significantly higher than LALT's 8.81% return.


IALT

1D
0.18%
1M
0.94%
YTD
12.39%
6M
12.32%
1Y
3Y*
5Y*
10Y*

LALT

1D
0.09%
1M
-2.03%
YTD
8.81%
6M
8.66%
1Y
18.67%
3Y*
10.18%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IALT vs. LALT - Yearly Performance Comparison


Correlation

The correlation between IALT and LALT is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 10, 2025

0.47

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Return for Risk

IALT vs. LALT — Risk / Return Rank

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

IALT

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


LALT
LALT Risk / Return Rank: 8989
Overall Rank
LALT Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
LALT Sortino Ratio Rank: 8686
Sortino Ratio Rank
LALT Omega Ratio Rank: 8787
Omega Ratio Rank
LALT Calmar Ratio Rank: 9393
Calmar Ratio Rank
LALT Martin Ratio Rank: 9292
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.

IALT vs. LALT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Systematic Alternatives Active ETF (IALT) and First Trust Multi-Strategy Alternative ETF (LALT). 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.


IALTLALTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.51

Calmar ratioReturn relative to maximum drawdown

6.54

Martin ratioReturn relative to average drawdown

21.71

IALT vs. LALT - Sharpe Ratio Comparison


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Drawdowns

IALT vs. LALT - Drawdown Comparison

The maximum IALT drawdown since its inception was -2.27%, smaller than the maximum LALT drawdown of -6.97%. Use the drawdown chart below to compare losses from any high point for IALT and LALT.


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Drawdown Indicators


IALTLALTDifference

Max Drawdown

Largest peak-to-trough decline

-2.27%

-6.97%

+4.70%

Max Drawdown (1Y)

Largest decline over 1 year

-2.87%

Max Drawdown (3Y)

Largest decline over 3 years

-6.97%

Current Drawdown

Current decline from peak

-0.74%

-2.50%

+1.76%

Average Drawdown

Average peak-to-trough decline

-0.38%

-0.99%

+0.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

Volatility

IALT vs. LALT - Volatility Comparison


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Volatility by Period


IALTLALTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.94%

Volatility (6M)

Calculated over the trailing 6-month period

5.62%

Volatility (1Y)

Calculated over the trailing 1-year period

7.81%

7.03%

+0.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.81%

5.82%

+1.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.81%

5.82%

+1.99%

IALT vs. LALT - Expense Ratio Comparison

IALT has a 0.99% expense ratio, which is lower than LALT's 1.94% expense ratio.


Dividends

IALT vs. LALT - Dividend Comparison

IALT's dividend yield for the trailing twelve months is around 0.40%, less than LALT's 3.74% yield.


PositionTTM202520242023
IALT
iShares Systematic Alternatives Active ETF
0.40%0.14%0.00%0.00%
LALT
First Trust Multi-Strategy Alternative ETF
3.74%2.03%2.06%2.44%

Frequently Asked Questions


IALT and LALT 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.

On fees, IALT is cheaper at 0.99% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IALT is cheaper with a 0.99% expense ratio, compared with 1.94% for LALT.

LALT has the higher dividend yield at 3.74%, compared with 0.40% for IALT.

IALT is categorized as Multistrategy, while LALT is Global Allocation. They also come from different issuers: iShares and First Trust. Their fees differ too: 0.99% for IALT and 1.94% for LALT.

Portfolio Optimizer

Find the right allocation for IALT and LALT

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