IUS vs. FTIF

Last updated Aug 4, 2026

IUS (Invesco RAFI Strategic US ETF) and FTIF (First Trust Bloomberg Inflation Sensitive Equity ETF) are both Large Cap Blend Equities funds - IUS tracks the Invesco Strategic US Index while FTIF tracks the Bloomberg Inflation Sensitive Equity Index - Benchmark TR Gross. Both are passively managed. Over the past 3 years, IUS returned 20.44%/yr vs 11.08%/yr for FTIF. Their 0.74 correlation means they have sometimes moved together and sometimes differently. IUS charges 0.19%/yr vs 0.60%/yr for FTIF.

Performance

IUS vs. FTIF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco RAFI Strategic US ETF (IUS) 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, IUS achieves a 20.93% return, which is significantly lower than FTIF's 23.66% return.

IUS

• 1D: 1.02%
• 1M: 3.33%
• 6M: 15.45%
• YTD: 20.93%
• 1Y: 36.15%
• 3Y*: 20.44%
• 5Y*: 14.64%
• 10Y*: —
• ALL TIME*: 15.64%

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
IUS Invesco RAFI Strategic US ETF	$4.63M	$3.51M	$3.40M

IUS vs. FTIF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
IUS Invesco RAFI Strategic US ETF	20.93%	16.94%	16.51%	21.22%
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	23.66%	7.79%	0.50%	12.31%

Correlation

The correlation between IUS and FTIF is 0.54, 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.	0.54
Correlation (3Y) Balances recent behavior with more history.	0.73
Correlation (All Time) Calculated using the full available price history since Mar 14, 2023	0.74

Over the past year, the correlation between IUS and FTIF has dropped to 0.54 - well below their long-term average of 0.74, suggesting their price drivers have been diverging.

IUS vs. FTIF - Sectors Allocation Comparison

Sectors	IUS	FTIF
Technology	21.7%	4.4%
Healthcare	15.4%	-
Communication Services	11.2%	-
Consumer Cyclical	11.2%	4.0%
Financial Services	9.6%	-
Industrials	9.0%	18.2%
Energy	8.5%	39.0%
Consumer Defensive	7.6%	-
Basic Materials	3.1%	20.6%
Utilities	1.4%	-
Real Estate	0.6%	13.8%

Return for Risk

IUS vs. FTIF — Risk / Return Rank

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

IUS

IUS Risk / Return Rank: 96
IUS Sharpe Ratio Rank: 97
IUS Sortino Ratio Rank: 96
IUS Omega Ratio Rank: 96
IUS Calmar Ratio Rank: 96
IUS Martin Ratio Rank: 96

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.

IUS vs. FTIF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco RAFI Strategic US ETF (IUS) 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.

	IUS	FTIF	Difference
Sharpe ratio: Return per unit of total volatility	3.43	2.27	+1.16
Sortino ratio: Return per unit of downside risk	4.66	3.14	+1.52
Omega ratio: Gain probability vs. loss probability	1.64	1.39	+0.25
Calmar ratio: Return relative to maximum drawdown	5.91	5.31	+0.60
Martin ratio: Return relative to average drawdown	25.15	15.40	+9.74

IUS vs. FTIF - Sharpe Ratio Comparison

The current IUS Sharpe Ratio is 3.43, which is higher than the FTIF Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of IUS 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

IUS vs. FTIF - Drawdown Comparison

The maximum IUS drawdown since its inception was -34.67%, which is greater than FTIF's maximum drawdown of -27.83%. Use the drawdown chart below to compare losses from any high point for IUS and FTIF.

Drawdown Indicators

	IUS	FTIF	Difference
Max Drawdown Largest peak-to-trough decline	-34.67%	-27.83%	-6.84%
Max Drawdown (1Y) Largest decline over 1 year	-6.15%	-6.34%	+0.19%
Max Drawdown (3Y) Largest decline over 3 years	-15.61%	-27.83%	+12.22%
Max Drawdown (5Y) Largest decline over 5 years	-18.72%	—	—
Current Drawdown Current decline from peak	0.00%	-2.20%	+2.20%
Average Drawdown Average peak-to-trough decline	-3.80%	-5.90%	+2.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.44%	2.18%	-0.74%

Volatility

IUS vs. FTIF - Volatility Comparison

The current volatility for Invesco RAFI Strategic US ETF (IUS) is 2.60%, while First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) has a volatility of 2.78%. This indicates that IUS 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

	IUS	FTIF	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.60%	2.78%	-0.18%
Volatility (6M) Calculated over the trailing 6-month period	7.92%	10.50%	-2.58%
Volatility (1Y) Calculated over the trailing 1-year period	10.60%	14.85%	-4.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.99%	18.72%	-3.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.92%	18.72%	-0.80%

IUS vs. FTIF - Expense Ratio Comparison

IUS has a 0.19% expense ratio, which is lower than FTIF's 0.60% expense ratio.

Dividends

IUS vs. FTIF - Dividend Comparison

IUS's dividend yield for the trailing twelve months is around 1.23%, more than FTIF's 1.08% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
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%
IUS Invesco RAFI Strategic US ETF	1.23%	1.48%	1.52%	1.72%	1.78%	1.46%	1.74%	1.77%	0.73%

Frequently Asked Questions

Can I hold both IUS and FTIF in my portfolio?

IUS and FTIF have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IUS or FTIF?

FTIF has higher volatility (2.78%) compared to IUS (2.60%). In terms of maximum drawdown, IUS dropped -34.67% vs FTIF's -27.83%.

Which ETF is better, IUS or FTIF?

On 3-year performance, IUS leads with 20.44% vs 11.08% for FTIF. On fees, IUS is cheaper at 0.19% per year. On volatility, IUS has been the lower-risk option at 2.60%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IUS or FTIF?

Over the 3-year period, IUS has performed better with a 20.44% return vs 11.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IUS or FTIF?

IUS is cheaper with a 0.19% expense ratio, compared with 0.60% for FTIF.

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

IUS has the higher dividend yield at 1.23%, compared with 1.08% for FTIF.

What is the main difference between IUS and FTIF?

IUS tracks Invesco Strategic US Index, while FTIF tracks Bloomberg Inflation Sensitive Equity Index - Benchmark TR Gross. They also come from different issuers: Invesco and First Trust. Their fees differ too: 0.19% for IUS and 0.60% for FTIF.

Which has better risk-adjusted returns?

IUS currently has the higher Sharpe Ratio (3.43 vs 2.27), 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.