YALL vs. FTIF

Last updated Aug 2, 2026

YALL (God Bless America ETF) and FTIF (First Trust Bloomberg Inflation Sensitive Equity ETF) are both Large Cap Blend Equities funds. YALL is actively managed, while FTIF is passively managed. Over the past 3 years, YALL returned 15.42%/yr vs 10.74%/yr for FTIF. Their 0.60 correlation means they have sometimes moved together and sometimes differently. YALL charges 0.65%/yr vs 0.60%/yr for FTIF.

Performance

YALL vs. FTIF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in God Bless America ETF (YALL) 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, YALL achieves a -3.72% return, which is significantly lower than FTIF's 24.04% return.

YALL

• 1D: -0.10%
• 1M: -2.18%
• 6M: -5.10%
• YTD: -3.72%
• 1Y: 0.47%
• 3Y*: 15.42%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 22.69%

FTIF

• 1D: 0.18%
• 1M: 4.50%
• 6M: 14.08%
• YTD: 24.04%
• 1Y: 33.91%
• 3Y*: 10.74%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 12.94%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	$126.29K	$72.10K	$61.82K
YALL God Bless America ETF	$426.58K	$379.61K	$374.40K

YALL vs. FTIF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
YALL God Bless America ETF	-3.72%	14.36%	29.99%	35.77%
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	24.04%	7.79%	0.50%	12.31%

Correlation

The correlation between YALL and FTIF is 0.45, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.45
Correlation (3Y) Balances recent behavior with more history.	0.59
Correlation (All Time) Calculated using the full available price history since Mar 14, 2023	0.60

The correlation between YALL and FTIF shifts across timeframes, from 0.45 (1 year) to 0.60 (all time), reflecting how their relationship changes across market environments.

YALL vs. FTIF - Sectors Allocation Comparison

Sectors	YALL	FTIF
Technology	20.1%	4.4%
Industrials	15.3%	18.2%
Financial Services	11.1%	-
Consumer Cyclical	11.0%	4.0%
Healthcare	9.6%	-
Consumer Defensive	9.3%	-
Communication Services	8.1%	-
Basic Materials	5.0%	20.6%
Energy	4.8%	39.0%
Utilities	3.4%	-
Real Estate	2.4%	13.8%

Return for Risk

YALL vs. FTIF — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

YALL

YALL Risk / Return Rank: 10
YALL Sharpe Ratio Rank: 10
YALL Sortino Ratio Rank: 10
YALL Omega Ratio Rank: 9
YALL Calmar Ratio Rank: 10
YALL Martin Ratio Rank: 10

FTIF

FTIF Risk / Return Rank: 88
FTIF Sharpe Ratio Rank: 86
FTIF Sortino Ratio Rank: 85
FTIF Omega Ratio Rank: 83
FTIF Calmar Ratio Rank: 94
FTIF Martin Ratio Rank: 90

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

YALL vs. FTIF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for God Bless America ETF (YALL) 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.

	YALL	FTIF	Difference
Sharpe ratio: Return per unit of total volatility	-0.04	2.06	-2.10
Sortino ratio: Return per unit of downside risk	0.04	2.85	-2.80
Omega ratio: Gain probability vs. loss probability	1.01	1.36	-0.35
Calmar ratio: Return relative to maximum drawdown	-0.06	4.88	-4.94
Martin ratio: Return relative to average drawdown	-0.12	14.19	-14.32

YALL vs. FTIF - Sharpe Ratio Comparison

The current YALL Sharpe Ratio is -0.04, which is lower than the FTIF Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of YALL 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.

Drawdowns

YALL vs. FTIF - Drawdown Comparison

The maximum YALL drawdown since its inception was -19.72%, smaller than the maximum FTIF drawdown of -27.83%. Use the drawdown chart below to compare losses from any high point for YALL and FTIF.

Drawdown Indicators

	YALL	FTIF	Difference
Max Drawdown Largest peak-to-trough decline	-19.72%	-27.83%	+8.11%
Max Drawdown (1Y) Largest decline over 1 year	-9.42%	-6.34%	-3.08%
Max Drawdown (3Y) Largest decline over 3 years	-19.72%	-27.83%	+8.11%
Current Drawdown Current decline from peak	-8.03%	-1.90%	-6.13%
Average Drawdown Average peak-to-trough decline	-3.09%	-5.90%	+2.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.16%	2.20%	+1.96%

Volatility

YALL vs. FTIF - Volatility Comparison

God Bless America ETF (YALL) has a higher volatility of 2.95% compared to First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) at 2.73%. This indicates that YALL'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

	YALL	FTIF	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.95%	2.73%	+0.22%
Volatility (6M) Calculated over the trailing 6-month period	10.01%	10.51%	-0.50%
Volatility (1Y) Calculated over the trailing 1-year period	13.81%	15.04%	-1.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.30%	18.73%	-1.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.30%	18.73%	-1.43%

YALL vs. FTIF - Expense Ratio Comparison

YALL has a 0.65% expense ratio, which is higher than FTIF's 0.60% expense ratio.

Dividends

YALL vs. FTIF - Dividend Comparison

YALL's dividend yield for the trailing twelve months is around 0.51%, less than FTIF's 1.08% yield.

Position	TTM	2025	2024	2023	2022
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	1.08%	1.45%	2.88%	1.55%	0.00%
YALL God Bless America ETF	0.51%	0.49%	0.50%	3.51%	0.19%

Frequently Asked Questions

Can I hold both YALL and FTIF in my portfolio?

YALL and FTIF have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, YALL or FTIF?

YALL has higher volatility (2.95%) compared to FTIF (2.73%). In terms of maximum drawdown, YALL dropped -19.72% vs FTIF's -27.83%.

Which ETF is better, YALL or FTIF?

On 3-year performance, YALL leads with 15.42% vs 10.74% for FTIF. On fees, FTIF is cheaper at 0.60% per year. On volatility, FTIF has been the lower-risk option at 2.73%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, YALL or FTIF?

Over the 3-year period, YALL has performed better with a 15.42% return vs 10.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, YALL or FTIF?

FTIF is cheaper with a 0.60% expense ratio, compared with 0.65% for YALL.

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

FTIF has the higher dividend yield at 1.08%, compared with 0.51% for YALL.

What is the main difference between YALL and FTIF?

They also come from different issuers: Tidal and First Trust. Their fees differ too: 0.65% for YALL and 0.60% for FTIF.

Which has better risk-adjusted returns?

FTIF currently has the higher Sharpe Ratio (2.06 vs -0.04), 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.