INRO vs. FTIF

Last updated Aug 4, 2026

INRO (Blackrock U.S. Industry Rotation ETF) and FTIF (First Trust Bloomberg Inflation Sensitive Equity ETF) are both Large Cap Blend Equities funds. INRO is actively managed, while FTIF is passively managed. Over the past year, INRO returned 25.01% vs 33.50% for FTIF. Their 0.53 correlation means they have sometimes moved together and sometimes differently. INRO charges 0.42%/yr vs 0.60%/yr for FTIF.

Performance

INRO vs. FTIF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Blackrock U.S. Industry Rotation ETF (INRO) 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, INRO achieves a 13.36% return, which is significantly lower than FTIF's 23.66% return.

INRO

• 1D: 1.40%
• 1M: 0.61%
• 6M: 11.49%
• YTD: 13.36%
• 1Y: 25.01%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 17.72%

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)
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	$97.77K	$75.15K	$62.02K
INRO Blackrock U.S. Industry Rotation ETF	$39.97K	$73.33K	$85.26K

INRO vs. FTIF - Yearly Performance Comparison

	2026 (YTD)	2025	2024
INRO Blackrock U.S. Industry Rotation ETF	13.36%	16.67%	10.92%
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	23.66%	7.79%	-9.51%

Correlation

The correlation between INRO and FTIF is 0.38, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.38
Correlation (All Time) Calculated using the full available price history since Mar 28, 2024	0.53

The correlation between INRO and FTIF shifts across timeframes, from 0.38 (1 year) to 0.53 (all time), reflecting how their relationship changes across market environments.

INRO vs. FTIF - Sectors Allocation Comparison

Sectors	INRO	FTIF
Technology	41.4%	4.4%
Consumer Cyclical	11.3%	4.0%
Industrials	10.1%	18.2%
Financial Services	9.6%	-
Healthcare	8.5%	-
Communication Services	7.9%	-
Consumer Defensive	6.4%	-
Energy	2.4%	39.0%
Basic Materials	1.8%	20.6%
Real Estate	0.4%	13.8%
Utilities	0.1%	-

Return for Risk

INRO vs. FTIF — Risk / Return Rank

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

INRO

INRO Risk / Return Rank: 73
INRO Sharpe Ratio Rank: 72
INRO Sortino Ratio Rank: 71
INRO Omega Ratio Rank: 69
INRO Calmar Ratio Rank: 72
INRO Martin Ratio Rank: 81

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.

INRO vs. FTIF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Blackrock U.S. Industry Rotation ETF (INRO) 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.

	INRO	FTIF	Difference
Sharpe ratio: Return per unit of total volatility	1.75	2.27	-0.53
Sortino ratio: Return per unit of downside risk	2.44	3.14	-0.70
Omega ratio: Gain probability vs. loss probability	1.31	1.39	-0.08
Calmar ratio: Return relative to maximum drawdown	2.68	5.31	-2.63
Martin ratio: Return relative to average drawdown	11.40	15.40	-4.00

INRO vs. FTIF - Sharpe Ratio Comparison

The current INRO Sharpe Ratio is 1.75, which is comparable to the FTIF Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of INRO 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

INRO vs. FTIF - Drawdown Comparison

The maximum INRO drawdown since its inception was -20.02%, smaller than the maximum FTIF drawdown of -27.83%. Use the drawdown chart below to compare losses from any high point for INRO and FTIF.

Drawdown Indicators

	INRO	FTIF	Difference
Max Drawdown Largest peak-to-trough decline	-20.02%	-27.83%	+7.81%
Max Drawdown (1Y) Largest decline over 1 year	-9.36%	-6.34%	-3.02%
Max Drawdown (3Y) Largest decline over 3 years	—	-27.83%	—
Current Drawdown Current decline from peak	-0.90%	-2.20%	+1.30%
Average Drawdown Average peak-to-trough decline	-2.55%	-5.90%	+3.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.20%	2.18%	+0.02%

Volatility

INRO vs. FTIF - Volatility Comparison

Blackrock U.S. Industry Rotation ETF (INRO) has a higher volatility of 4.63% compared to First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) at 2.78%. This indicates that INRO's price experiences larger fluctuations and is considered to be riskier than FTIF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	INRO	FTIF	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.63%	2.78%	+1.85%
Volatility (6M) Calculated over the trailing 6-month period	11.82%	10.50%	+1.32%
Volatility (1Y) Calculated over the trailing 1-year period	14.42%	14.85%	-0.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.20%	18.72%	-1.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.20%	18.72%	-1.52%

INRO vs. FTIF - Expense Ratio Comparison

INRO has a 0.42% expense ratio, which is lower than FTIF's 0.60% expense ratio.

Dividends

INRO vs. FTIF - Dividend Comparison

INRO's dividend yield for the trailing twelve months is around 0.60%, less than FTIF's 1.08% yield.

Position	TTM	2025	2024	2023
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	1.08%	1.45%	2.88%	1.55%
INRO Blackrock U.S. Industry Rotation ETF	0.60%	0.68%	0.50%	0.00%

Frequently Asked Questions

Can I hold both INRO and FTIF in my portfolio?

INRO and FTIF have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, INRO or FTIF?

INRO has higher volatility (4.63%) compared to FTIF (2.78%). In terms of maximum drawdown, INRO dropped -20.02% vs FTIF's -27.83%.

Which ETF is better, INRO or FTIF?

On 1-year performance, FTIF leads with 33.50% vs 25.01% for INRO. On fees, INRO is cheaper at 0.42% 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, INRO or FTIF?

Over the 1-year period, FTIF has performed better with a 33.50% return vs 25.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, INRO or FTIF?

INRO is cheaper with a 0.42% expense ratio, compared with 0.60% for FTIF.

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

FTIF has the higher dividend yield at 1.08%, compared with 0.60% for INRO.

What is the main difference between INRO and FTIF?

They also come from different issuers: BlackRock and First Trust. Their fees differ too: 0.42% for INRO and 0.60% for FTIF.

Which has better risk-adjusted returns?

FTIF currently has the higher Sharpe Ratio (2.27 vs 1.75), 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.