ZIG vs. FTIF

Last updated Jun 4, 2026

ZIG (Acquirers Fund) and FTIF (First Trust Bloomberg Inflation Sensitive Equity ETF) are both Large Cap Blend Equities funds - ZIG tracks the Acquirer's Index while FTIF tracks the Bloomberg Inflation Sensitive Equity Index - Benchmark TR Gross. Both are passively managed. Over the past 3 years, ZIG returned 14.07%/yr vs 16.19%/yr for FTIF. Their correlation of 0.82 suggests significant overlap in exposure. ZIG charges 1.85%/yr vs 0.60%/yr for FTIF.

Performance

ZIG vs. FTIF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Acquirers Fund (ZIG) 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, ZIG achieves a 8.67% return, which is significantly lower than FTIF's 25.81% return.

ZIG

• 1D: -0.01%
• 1M: 1.00%
• YTD: 8.67%
• 6M: 5.36%
• 1Y: 16.94%
• 3Y*: 14.07%
• 5Y*: 9.39%
• 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)

ZIG vs. FTIF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
ZIG Acquirers Fund	8.67%	-2.67%	11.34%	31.26%
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	25.81%	7.79%	0.50%	12.52%

Correlation

The correlation between ZIG and FTIF is 0.67, 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	0.67
Correlation (3Y) Calculated over the trailing 3-year period	0.80
Correlation (All Time) Calculated using the full available price history since Mar 15, 2023	0.82

The correlation between ZIG and FTIF shifts across timeframes, from 0.67 (1 year) to 0.82 (all time), reflecting how their relationship changes across market environments.

ZIG vs. FTIF - Sectors Allocation Comparison

Sectors	ZIG	FTIF
Consumer Cyclical	38.5%	3.2%
Energy	15.3%	44.1%
Basic Materials	13.4%	20.1%
Consumer Defensive	10.1%	-
Industrials	7.0%	16.5%
Financial Services	6.9%	-
Healthcare	4.3%	-
Technology	4.1%	4.1%
Communication Services	-	-
Real Estate	-	12.1%
Utilities	-	-

Return for Risk

ZIG vs. FTIF — Risk / Return Rank

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

ZIG

ZIG Risk / Return Rank: 28
ZIG Sharpe Ratio Rank: 26
ZIG Sortino Ratio Rank: 30
ZIG Omega Ratio Rank: 26
ZIG Calmar Ratio Rank: 28
ZIG Martin Ratio Rank: 29

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.

ZIG vs. FTIF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Acquirers Fund (ZIG) 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.

	ZIG	FTIF	Difference
Sharpe ratio: Return per unit of total volatility	0.95	2.48	-1.53
Sortino ratio: Return per unit of downside risk	1.60	3.41	-1.82
Omega ratio: Gain probability vs. loss probability	1.18	1.43	-0.25
Calmar ratio: Return relative to maximum drawdown	1.37	6.79	-5.42
Martin ratio: Return relative to average drawdown	4.12	20.14	-16.02
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ZIG vs. FTIF - Sharpe Ratio Comparison

The current ZIG Sharpe Ratio is 0.95, which is lower than the FTIF Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of ZIG 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

	ZIG	FTIF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.95	2.48	-1.53
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.46	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.35	0.75	-0.41

Drawdowns

ZIG vs. FTIF - Drawdown Comparison

The maximum ZIG drawdown since its inception was -37.14%, which is greater than FTIF's maximum drawdown of -27.83%. Use the drawdown chart below to compare losses from any high point for ZIG and FTIF.

Drawdown Indicators

	ZIG	FTIF	Difference
Max Drawdown Largest peak-to-trough decline	-37.14%	-27.83%	-9.31%
Max Drawdown (1Y) Largest decline over 1 year	-12.38%	-5.46%	-6.92%
Max Drawdown (3Y) Largest decline over 3 years	-29.75%	-27.83%	-1.92%
Max Drawdown (5Y) Largest decline over 5 years	-29.75%	—	—
Current Drawdown Current decline from peak	-5.64%	-0.50%	-5.14%
Average Drawdown Average peak-to-trough decline	-9.74%	-6.00%	-3.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.12%	1.84%	+2.28%

Volatility

ZIG vs. FTIF - Volatility Comparison

The current volatility for Acquirers Fund (ZIG) is 2.97%, while First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) has a volatility of 4.05%. This indicates that ZIG 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

	ZIG	FTIF	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.97%	4.05%	-1.08%
Volatility (6M) Calculated over the trailing 6-month period	10.23%	10.55%	-0.32%
Volatility (1Y) Calculated over the trailing 1-year period	17.95%	15.00%	+2.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.48%	18.96%	+1.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.14%	18.96%	+3.18%

ZIG vs. FTIF - Expense Ratio Comparison

ZIG has a 1.85% expense ratio, which is higher than FTIF's 0.60% expense ratio.

Dividends

ZIG vs. FTIF - Dividend Comparison

ZIG's dividend yield for the trailing twelve months is around 1.76%, more than FTIF's 1.11% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	1.11%	1.45%	2.88%	1.55%	0.00%	0.00%	0.00%
ZIG Acquirers Fund	1.76%	1.91%	1.96%	1.07%	1.26%	0.18%	0.18%

Frequently Asked Questions

Can I hold both ZIG and FTIF in my portfolio?

ZIG and FTIF have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ZIG or FTIF?

FTIF has higher volatility (4.05%) compared to ZIG (2.97%). In terms of maximum drawdown, ZIG dropped -37.14% vs FTIF's -27.83%.

Which ETF is better, ZIG or FTIF?

On 3-year performance, FTIF leads with 16.19% vs 14.07% for ZIG. On fees, FTIF is cheaper at 0.60% per year. On volatility, ZIG has been the lower-risk option at 2.97%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ZIG or FTIF?

Over the 3-year period, FTIF has performed better with a 16.19% return vs 14.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ZIG or FTIF?

FTIF is cheaper with a 0.60% expense ratio, compared with 1.85% for ZIG.

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

ZIG has the higher dividend yield at 1.76%, compared with 1.11% for FTIF.

What is the main difference between ZIG and FTIF?

ZIG tracks Acquirer's Index, while FTIF tracks Bloomberg Inflation Sensitive Equity Index - Benchmark TR Gross. They also come from different issuers: Acquirers Funds and First Trust. Their fees differ too: 1.85% for ZIG and 0.60% for FTIF.

Which has better risk-adjusted returns?

FTIF currently has the higher Sharpe Ratio (2.48 vs 0.95), 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.