STXD vs. FTIF

Last updated Jun 4, 2026

STXD (Strive 1000 Dividend Growth ETF) and FTIF (First Trust Bloomberg Inflation Sensitive Equity ETF) are both Large Cap Blend Equities funds - STXD tracks the Bloomberg US 1000 Dividend Growth Index while FTIF tracks the Bloomberg Inflation Sensitive Equity Index - Benchmark TR Gross. Both are passively managed. Over the past 3 years, STXD returned 15.12%/yr vs 16.19%/yr for FTIF. A 0.63 correlation means they provide meaningful diversification when combined. STXD charges 0.35%/yr vs 0.60%/yr for FTIF.

Performance

STXD vs. FTIF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strive 1000 Dividend Growth ETF (STXD) 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, STXD achieves a 5.63% return, which is significantly lower than FTIF's 25.81% return.

STXD

• 1D: -0.03%
• 1M: 3.56%
• YTD: 5.63%
• 6M: 5.58%
• 1Y: 16.82%
• 3Y*: 15.12%
• 5Y*: —
• 10Y*: —

FTIF

• 1D: 0.65%
• 1M: 0.40%
• YTD: 25.81%
• 6M: 24.44%
• 1Y: 36.91%
• 3Y*: 16.19%
• 5Y*: —
• 10Y*: —

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

STXD vs. FTIF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
STXD Strive 1000 Dividend Growth ETF	5.63%	14.79%	14.51%	16.36%
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	25.81%	7.79%	0.50%	12.52%

Correlation

The correlation between STXD and FTIF is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.53
Correlation (3Y) Calculated over the trailing 3-year period	0.61
Correlation (All Time) Calculated using the full available price history since Mar 15, 2023	0.63

The correlation between STXD and FTIF shifts across timeframes, from 0.53 (1 year) to 0.63 (all time), reflecting how their relationship changes across market environments.

STXD vs. FTIF - Sectors Allocation Comparison

Sectors	STXD	FTIF
Technology	28.4%	4.1%
Financial Services	23.6%	-
Industrials	15.1%	16.5%
Healthcare	12.0%	-
Consumer Cyclical	8.3%	3.2%
Consumer Defensive	3.8%	-
Real Estate	3.2%	12.1%
Basic Materials	2.9%	20.1%
Utilities	2.4%	-
Energy	0.2%	44.1%
Communication Services	0.1%	-

Return for Risk

STXD vs. FTIF — Risk / Return Rank

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

STXD

STXD Risk / Return Rank: 41
STXD Sharpe Ratio Rank: 41
STXD Sortino Ratio Rank: 43
STXD Omega Ratio Rank: 39
STXD Calmar Ratio Rank: 37
STXD Martin Ratio Rank: 46

FTIF

FTIF Risk / Return Rank: 81
FTIF Sharpe Ratio Rank: 77
FTIF Sortino Ratio Rank: 76
FTIF Omega Ratio Rank: 72
FTIF Calmar Ratio Rank: 93
FTIF Martin Ratio Rank: 89

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.

STXD vs. FTIF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strive 1000 Dividend Growth ETF (STXD) 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.

	STXD	FTIF	Difference
Sharpe ratio Return per unit of total volatility	1.47	2.48	-1.01
Sortino ratio Return per unit of downside risk	2.18	3.41	-1.23
Omega ratio Gain probability vs. loss probability	1.26	1.43	-0.17
Calmar ratio Return relative to maximum drawdown	1.83	6.79	-4.96
Martin ratio Return relative to average drawdown	7.57	20.14	-12.57
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

STXD vs. FTIF - Sharpe Ratio Comparison

The current STXD Sharpe Ratio is 1.47, which is lower than the FTIF Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of STXD 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.

Sharpe Ratios by Period

	STXD	FTIF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.47	2.48	-1.01
Sharpe Ratio (All Time) Calculated using the full available price history	1.05	0.75	+0.30

Drawdowns

STXD vs. FTIF - Drawdown Comparison

The maximum STXD drawdown since its inception was -14.87%, smaller than the maximum FTIF drawdown of -27.83%. Use the drawdown chart below to compare losses from any high point for STXD and FTIF.

Drawdown Indicators

	STXD	FTIF	Difference
Max Drawdown Largest peak-to-trough decline	-14.87%	-27.83%	+12.96%
Max Drawdown (1Y) Largest decline over 1 year	-9.21%	-5.46%	-3.75%
Max Drawdown (3Y) Largest decline over 3 years	-14.87%	-27.83%	+12.96%
Current Drawdown Current decline from peak	-0.03%	-0.50%	+0.47%
Average Drawdown Average peak-to-trough decline	-2.00%	-6.00%	+4.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.23%	1.84%	+0.39%

Volatility

STXD vs. FTIF - Volatility Comparison

The current volatility for Strive 1000 Dividend Growth ETF (STXD) is 2.86%, while First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) has a volatility of 4.05%. This indicates that STXD 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

	STXD	FTIF	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.86%	4.05%	-1.19%
Volatility (6M) Calculated over the trailing 6-month period	8.86%	10.55%	-1.69%
Volatility (1Y) Calculated over the trailing 1-year period	11.49%	15.00%	-3.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.11%	18.96%	-5.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.11%	18.96%	-5.85%

STXD vs. FTIF - Expense Ratio Comparison

STXD has a 0.35% expense ratio, which is lower than FTIF's 0.60% expense ratio.

Dividends

STXD vs. FTIF - Dividend Comparison

STXD's dividend yield for the trailing twelve months is around 1.20%, more than FTIF's 1.11% yield.

Position	TTM	2025	2024	2023	2022
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	1.11%	1.45%	2.88%	1.55%	0.00%
STXD Strive 1000 Dividend Growth ETF	1.20%	1.15%	1.23%	1.27%	0.28%

Frequently Asked Questions

Can I hold both STXD and FTIF in my portfolio?

STXD and FTIF have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, STXD or FTIF?

FTIF has higher volatility (4.05%) compared to STXD (2.86%). In terms of maximum drawdown, STXD dropped -14.87% vs FTIF's -27.83%.

Which ETF is better, STXD or FTIF?

On 3-year performance, FTIF leads with 16.19% vs 15.12% for STXD. On fees, STXD is cheaper at 0.35% per year. On volatility, STXD has been the lower-risk option at 2.86%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, STXD or FTIF?

Over the 3-year period, FTIF has performed better with a 16.19% return vs 15.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, STXD or FTIF?

STXD is cheaper with a 0.35% expense ratio, compared with 0.60% for FTIF.

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

STXD has the higher dividend yield at 1.20%, compared with 1.11% for FTIF.

What is the main difference between STXD and FTIF?

STXD tracks Bloomberg US 1000 Dividend Growth Index, while FTIF tracks Bloomberg Inflation Sensitive Equity Index - Benchmark TR Gross. They also come from different issuers: Strive and First Trust. Their fees differ too: 0.35% for STXD and 0.60% for FTIF.

Which has better risk-adjusted returns?

FTIF currently has the higher Sharpe Ratio (2.48 vs 1.47), 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.