TURF vs. FTRI

Last updated Jun 24, 2026

TURF (T. Rowe Price Natural Resources ETF) and FTRI (First Trust Indxx Global Natural Resources Income ETF) are both Natural Resources funds. Over the past year, TURF returned 27.21% vs 14.91% for FTRI. Their correlation of 0.86 suggests significant overlap in exposure. TURF charges 0.44%/yr vs 0.70%/yr for FTRI.

Performance

TURF vs. FTRI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Natural Resources ETF (TURF) and First Trust Indxx Global Natural Resources Income ETF (FTRI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TURF achieves a 8.99% return, which is significantly higher than FTRI's 3.36% return.

TURF

• 1D: -1.71%
• 1M: -7.65%
• YTD: 8.99%
• 6M: 8.37%
• 1Y: 27.21%
• 3Y*: —
• 5Y*: —
• 10Y*: —

FTRI

• 1D: -1.95%
• 1M: -5.47%
• YTD: 3.36%
• 6M: 2.05%
• 1Y: 14.91%
• 3Y*: 12.98%
• 5Y*: 7.56%
• 10Y*: 9.97%

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

TURF vs. FTRI - Yearly Performance Comparison

	2026 (YTD)	2025
TURF T. Rowe Price Natural Resources ETF	8.99%	17.82%
FTRI First Trust Indxx Global Natural Resources Income ETF	3.36%	13.27%

Correlation

The correlation between TURF and FTRI is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.86
Correlation (All Time) Calculated using the full available price history since Jun 12, 2025	0.86

The correlation between TURF and FTRI has been stable across timeframes, ranging from 0.86 to 0.86 - a consistent structural relationship.

TURF vs. FTRI - Sectors Allocation Comparison

Sectors	TURF	FTRI
Basic Materials	49.6%	56.6%
Energy	33.9%	15.7%
Consumer Defensive	15.0%	4.8%
Communication Services	3.8%	-
Financial Services	2.4%	-
Consumer Cyclical	1.1%	3.9%
Technology	0.4%	-
Utilities	0.3%	15.6%
Industrials	0.2%	-
Healthcare	-	-
Real Estate	-	3.6%

Return for Risk

TURF vs. FTRI — Risk / Return Rank

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

TURF

TURF Risk / Return Rank: 52
TURF Sharpe Ratio Rank: 51
TURF Sortino Ratio Rank: 46
TURF Omega Ratio Rank: 48
TURF Calmar Ratio Rank: 54
TURF Martin Ratio Rank: 61

FTRI

FTRI Risk / Return Rank: 23
FTRI Sharpe Ratio Rank: 24
FTRI Sortino Ratio Rank: 22
FTRI Omega Ratio Rank: 23
FTRI Calmar Ratio Rank: 22
FTRI Martin Ratio Rank: 24

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.

TURF vs. FTRI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Natural Resources ETF (TURF) and First Trust Indxx Global Natural Resources Income ETF (FTRI). 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.

	TURF	FTRI	Difference
Sharpe ratio: Return per unit of total volatility	1.59	0.83	+0.76
Sortino ratio: Return per unit of downside risk	2.12	1.15	+0.97
Omega ratio: Gain probability vs. loss probability	1.28	1.15	+0.13
Calmar ratio: Return relative to maximum drawdown	2.45	0.98	+1.47
Martin ratio: Return relative to average drawdown	10.03	3.00	+7.03

TURF vs. FTRI - Sharpe Ratio Comparison

The current TURF Sharpe Ratio is 1.59, which is higher than the FTRI Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of TURF and FTRI, 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

TURF vs. FTRI - Drawdown Comparison

The maximum TURF drawdown since its inception was -11.15%, smaller than the maximum FTRI drawdown of -43.82%. Use the drawdown chart below to compare losses from any high point for TURF and FTRI.

Drawdown Indicators

	TURF	FTRI	Difference
Max Drawdown Largest peak-to-trough decline	-11.15%	-43.82%	+32.67%
Max Drawdown (1Y) Largest decline over 1 year	-11.15%	-15.26%	+4.11%
Max Drawdown (3Y) Largest decline over 3 years	—	-15.26%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-27.51%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-43.82%	—
Current Drawdown Current decline from peak	-11.15%	-15.26%	+4.11%
Average Drawdown Average peak-to-trough decline	-1.84%	-8.48%	+6.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.72%	4.98%	-2.26%

Volatility

TURF vs. FTRI - Volatility Comparison

T. Rowe Price Natural Resources ETF (TURF) and First Trust Indxx Global Natural Resources Income ETF (FTRI) have volatilities of 6.10% and 6.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TURF	FTRI	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.10%	6.05%	+0.05%
Volatility (6M) Calculated over the trailing 6-month period	14.07%	14.92%	-0.85%
Volatility (1Y) Calculated over the trailing 1-year period	17.22%	18.08%	-0.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.09%	20.77%	-3.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.09%	21.94%	-4.85%

TURF vs. FTRI - Expense Ratio Comparison

TURF has a 0.44% expense ratio, which is lower than FTRI's 0.70% expense ratio.

Dividends

TURF vs. FTRI - Dividend Comparison

TURF's dividend yield for the trailing twelve months is around 1.37%, less than FTRI's 2.51% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FTRI First Trust Indxx Global Natural Resources Income ETF	2.51%	2.35%	4.29%	6.56%	8.37%	6.58%	3.64%	6.25%	4.24%	3.60%	2.96%	0.89%
TURF T. Rowe Price Natural Resources ETF	1.37%	1.49%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both TURF and FTRI in my portfolio?

TURF and FTRI have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TURF or FTRI?

TURF has higher volatility (6.10%) compared to FTRI (6.05%). In terms of maximum drawdown, TURF dropped -11.15% vs FTRI's -43.82%.

Which ETF is better, TURF or FTRI?

On 1-year performance, TURF leads with 27.21% vs 14.91% for FTRI. On fees, TURF is cheaper at 0.44% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TURF or FTRI?

Over the 1-year period, TURF has performed better with a 27.21% return vs 14.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TURF or FTRI?

TURF is cheaper with a 0.44% expense ratio, compared with 0.70% for FTRI.

Which ETF pays a higher dividend yield, TURF or FTRI?

FTRI has the higher dividend yield at 2.51%, compared with 1.37% for TURF.

What is the main difference between TURF and FTRI?

They also come from different issuers: T. Rowe Price and First Trust. Their fees differ too: 0.44% for TURF and 0.70% for FTRI.

Which has better risk-adjusted returns?

TURF currently has the higher Sharpe Ratio (1.59 vs 0.83), 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.