QQLV vs. FTIF
QQLV (Invesco QQQ Low Volatility ETF) and FTIF (First Trust Bloomberg Inflation Sensitive Equity ETF) are both Large Cap Blend Equities funds - QQLV tracks the Nasdaq Low Volatility Index while FTIF tracks the Bloomberg Inflation Sensitive Equity Index - Benchmark TR Gross. Both are passively managed. Over the past year, QQLV returned -0.14% vs 29.74% for FTIF. At a 0.42 correlation, their price movements are largely independent. QQLV charges 0.25%/yr vs 0.60%/yr for FTIF.
Performance
QQLV vs. FTIF - Performance Comparison
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Returns By Period
In the year-to-date period, QQLV achieves a 2.18% return, which is significantly lower than FTIF's 20.97% return.
QQLV
- 1D
- 0.70%
- 1M
- -1.30%
- YTD
- 2.18%
- 6M
- 1.84%
- 1Y
- -0.14%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FTIF
- 1D
- -0.96%
- 1M
- -2.83%
- YTD
- 20.97%
- 6M
- 19.74%
- 1Y
- 29.74%
- 3Y*
- 14.08%
- 5Y*
- —
- 10Y*
- —
QQLV vs. FTIF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
QQLV Invesco QQQ Low Volatility ETF | 2.18% | 4.19% | -5.60% |
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF | 20.97% | 7.79% | -8.12% |
Correlation
The correlation between QQLV and FTIF is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Dec 4, 2024 | 0.42 |
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Return for Risk
QQLV vs. FTIF — Risk / Return Rank
QQLV
FTIF
QQLV vs. FTIF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco QQQ Low Volatility ETF (QQLV) 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.
| QQLV | FTIF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.96 | ||
| Sortino ratioReturn per unit of downside risk | -2.65 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.33 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | 5.47 | -5.49 |
| Martin ratioReturn relative to average drawdown | -0.04 | 15.23 | -15.26 |
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Drawdowns
QQLV vs. FTIF - Drawdown Comparison
The maximum QQLV drawdown since its inception was -9.54%, smaller than the maximum FTIF drawdown of -27.83%. Use the drawdown chart below to compare losses from any high point for QQLV and FTIF.
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Drawdown Indicators
| QQLV | FTIF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.54% | -27.83% | +18.29% |
Max Drawdown (1Y)Largest decline over 1 year | -7.35% | -5.46% | -1.89% |
Max Drawdown (3Y)Largest decline over 3 years | — | -27.83% | — |
Current DrawdownCurrent decline from peak | -3.38% | -4.32% | +0.94% |
Average DrawdownAverage peak-to-trough decline | -3.17% | -5.95% | +2.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.76% | 1.96% | +1.80% |
Volatility
QQLV vs. FTIF - Volatility Comparison
The current volatility for Invesco QQQ Low Volatility ETF (QQLV) is 3.24%, while First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) has a volatility of 4.57%. This indicates that QQLV 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.
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Volatility by Period
| QQLV | FTIF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.24% | 4.57% | -1.33% |
Volatility (6M)Calculated over the trailing 6-month period | 7.52% | 10.75% | -3.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.34% | 15.38% | -5.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.69% | 18.92% | -6.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.69% | 18.92% | -6.23% |
QQLV vs. FTIF - Expense Ratio Comparison
QQLV has a 0.25% expense ratio, which is lower than FTIF's 0.60% expense ratio.
Dividends
QQLV vs. FTIF - Dividend Comparison
QQLV's dividend yield for the trailing twelve months is around 2.10%, more than FTIF's 1.15% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF | 1.15% | 1.45% | 2.88% | 1.55% |
QQLV Invesco QQQ Low Volatility ETF | 2.10% | 1.84% | 0.00% | 0.00% |
Frequently Asked Questions
QQLV and FTIF have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FTIF has higher volatility (4.57%) compared to QQLV (3.24%). In terms of maximum drawdown, QQLV dropped -9.54% vs FTIF's -27.83%.
On 1-year performance, FTIF leads with 29.74% vs -0.14% for QQLV. On fees, QQLV is cheaper at 0.25% per year. On volatility, QQLV has been the lower-risk option at 3.24%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, FTIF has performed better with a 29.74% return vs -0.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
QQLV is cheaper with a 0.25% expense ratio, compared with 0.60% for FTIF.
QQLV has the higher dividend yield at 2.10%, compared with 1.15% for FTIF.
QQLV tracks Nasdaq Low Volatility 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: 0.25% for QQLV and 0.60% for FTIF.
FTIF currently has the higher Sharpe Ratio (1.94 vs -0.01), 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.
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