SKRE vs. FTIF

Last updated Apr 1, 2026

Compare and contrast key facts about Tuttle Capital Daily 2X Inverse Regional Banks ETF (SKRE) and First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF).

SKRE and FTIF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SKRE is a passively managed fund by Tuttle that tracks the performance of the S&P Regional Banks Select Industry. It was launched on Jan 4, 2024. FTIF is a passively managed fund by First Trust that tracks the performance of the Bloomberg Inflation Sensitive Equity Index - Benchmark TR Gross. It was launched on Mar 13, 2023. Both SKRE and FTIF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

SKRE vs. FTIF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tuttle Capital Daily 2X Inverse Regional Banks ETF (SKRE) and First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF). The values are adjusted to include any dividend payments, if applicable.

SKRE vs. FTIF - Yearly Performance Comparison

	2026 (YTD)	2025	2024
SKRE Tuttle Capital Daily 2X Inverse Regional Banks ETF	-5.59%	-31.29%	-44.51%
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	19.63%	7.79%	2.56%

Returns By Period

In the year-to-date period, SKRE achieves a -5.59% return, which is significantly lower than FTIF's 19.63% return.

SKRE

• 1D: -4.82%
• 1M: 3.12%
• YTD: -5.59%
• 6M: -14.43%
• 1Y: -40.34%
• 3Y*: —
• 5Y*: —
• 10Y*: —

FTIF

• 1D: 0.42%
• 1M: 1.49%
• YTD: 19.63%
• 6M: 23.49%
• 1Y: 32.50%
• 3Y*: 12.74%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SKRE vs. FTIF - Expense Ratio Comparison

SKRE has a 0.75% expense ratio, which is higher than FTIF's 0.60% expense ratio.

SKRE

Tuttle Capital Daily 2X Inverse Regional Banks ETF

FTIF

First Trust Bloomberg Inflation Sensitive Equity ETF

Return for Risk

SKRE vs. FTIF — Risk / Return Rank

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

SKRE

SKRE Risk / Return Rank: 3
SKRE Sharpe Ratio Rank: 2
SKRE Sortino Ratio Rank: 2
SKRE Omega Ratio Rank: 2
SKRE Calmar Ratio Rank: 2
SKRE Martin Ratio Rank: 5

FTIF

FTIF Risk / Return Rank: 78
FTIF Sharpe Ratio Rank: 76
FTIF Sortino Ratio Rank: 77
FTIF Omega Ratio Rank: 79
FTIF Calmar Ratio Rank: 73
FTIF Martin Ratio Rank: 82

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.

SKRE vs. FTIF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tuttle Capital Daily 2X Inverse Regional Banks ETF (SKRE) 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.

	SKRE	FTIF	Difference
Sharpe ratio Return per unit of total volatility	-0.71	1.42	-2.13
Sortino ratio Return per unit of downside risk	-0.91	2.00	-2.90
Omega ratio Gain probability vs. loss probability	0.89	1.31	-0.42
Calmar ratio Return relative to maximum drawdown	-0.65	1.93	-2.58
Martin ratio Return relative to average drawdown	-0.92	9.48	-10.40
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SKRE vs. FTIF - Sharpe Ratio Comparison

The current SKRE Sharpe Ratio is -0.71, which is lower than the FTIF Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of SKRE and FTIF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SKRE	FTIF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.71	1.42	-2.13
Sharpe Ratio (All Time) Calculated using the full available price history	-0.65	0.69	-1.34

Correlation

The correlation between SKRE and FTIF is -0.57. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

SKRE vs. FTIF - Dividend Comparison

SKRE's dividend yield for the trailing twelve months is around 0.27%, less than FTIF's 1.17% yield.

	TTM	2025	2024	2023
SKRE Tuttle Capital Daily 2X Inverse Regional Banks ETF	0.27%	0.26%	3.16%	0.00%
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	1.17%	1.45%	2.88%	1.55%

Drawdowns

SKRE vs. FTIF - Drawdown Comparison

The maximum SKRE drawdown since its inception was -75.30%, which is greater than FTIF's maximum drawdown of -27.83%. Use the drawdown chart below to compare losses from any high point for SKRE and FTIF.

Drawdown Indicators

	SKRE	FTIF	Difference
Max Drawdown Largest peak-to-trough decline	-75.30%	-27.83%	-47.47%
Max Drawdown (1Y) Largest decline over 1 year	-63.10%	-17.27%	-45.83%
Current Drawdown Current decline from peak	-69.37%	-0.57%	-68.80%
Average Drawdown Average peak-to-trough decline	-45.25%	-6.28%	-38.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	44.95%	3.51%	+41.44%

Volatility

SKRE vs. FTIF - Volatility Comparison

Tuttle Capital Daily 2X Inverse Regional Banks ETF (SKRE) has a higher volatility of 10.68% compared to First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) at 4.25%. This indicates that SKRE'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

	SKRE	FTIF	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.68%	4.25%	+6.43%
Volatility (6M) Calculated over the trailing 6-month period	35.66%	11.64%	+24.02%
Volatility (1Y) Calculated over the trailing 1-year period	57.34%	22.96%	+34.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	56.79%	19.28%	+37.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	56.79%	19.28%	+37.51%