LOTI vs. DALI
LOTI (Liberty One Tactical Income ETF) and DALI (First Trust Dorsey Wright DALI 1 ETF) are both Tactical Allocation funds. LOTI is actively managed, while DALI is passively managed. At a 0.16 correlation, their price movements are largely independent. LOTI charges 1.01%/yr vs 0.90%/yr for DALI.
Performance
LOTI vs. DALI - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with LOTI having a 3.35% return and DALI slightly higher at 3.48%.
LOTI
- 1D
- 0.62%
- 1M
- -0.25%
- YTD
- 3.35%
- 6M
- 3.60%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DALI
- 1D
- -3.36%
- 1M
- -2.43%
- YTD
- 3.48%
- 6M
- 1.88%
- 1Y
- 16.11%
- 3Y*
- 6.35%
- 5Y*
- 4.20%
- 10Y*
- —
LOTI vs. DALI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
LOTI Liberty One Tactical Income ETF | 3.35% | 1.06% |
DALI First Trust Dorsey Wright DALI 1 ETF | 3.48% | 2.17% |
Correlation
The correlation between LOTI and DALI is 0.16, 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 Sep 30, 2025 | 0.16 |
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Return for Risk
LOTI vs. DALI — Risk / Return Rank
LOTI
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DALI
LOTI vs. DALI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Liberty One Tactical Income ETF (LOTI) and First Trust Dorsey Wright DALI 1 ETF (DALI). 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.
| LOTI | DALI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.17 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.29 | — |
| Martin ratioReturn relative to average drawdown | — | 4.63 | — |
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Drawdowns
LOTI vs. DALI - Drawdown Comparison
The maximum LOTI drawdown since its inception was -4.42%, smaller than the maximum DALI drawdown of -36.06%. Use the drawdown chart below to compare losses from any high point for LOTI and DALI.
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Drawdown Indicators
| LOTI | DALI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.42% | -36.06% | +31.64% |
Max Drawdown (1Y)Largest decline over 1 year | — | -12.54% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.30% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.26% | — |
Current DrawdownCurrent decline from peak | -1.85% | -5.29% | +3.44% |
Average DrawdownAverage peak-to-trough decline | -1.36% | -10.09% | +8.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.48% | — |
Volatility
LOTI vs. DALI - Volatility Comparison
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Volatility by Period
| LOTI | DALI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 7.74% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 15.69% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 5.75% | 18.50% | -12.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.75% | 19.88% | -14.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.75% | 20.99% | -15.24% |
LOTI vs. DALI - Expense Ratio Comparison
LOTI has a 1.01% expense ratio, which is higher than DALI's 0.90% expense ratio.
Dividends
LOTI vs. DALI - Dividend Comparison
LOTI's dividend yield for the trailing twelve months is around 1.61%, more than DALI's 0.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
DALI First Trust Dorsey Wright DALI 1 ETF | 0.39% | 0.38% | 0.18% | 3.42% | 0.50% | 0.11% | 1.25% | 0.45% | 0.17% |
LOTI Liberty One Tactical Income ETF | 1.61% | 0.45% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LOTI and DALI have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DALI is cheaper at 0.90% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DALI is cheaper with a 0.90% expense ratio, compared with 1.01% for LOTI.
LOTI has the higher dividend yield at 1.61%, compared with 0.39% for DALI.
They also come from different issuers: Liberty One and First Trust. Their fees differ too: 1.01% for LOTI and 0.90% for DALI.
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