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AB Conservative Buffer ETF (BUFC)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

AB Conservative Buffer ETF (BUFC)

ETF · Currency in USD · Last updated Apr 1, 2026

BUFC is an actively managed ETF by AllianceBernstein. BUFC launched on Dec 12, 2023 and has a 0.69% expense ratio.

ETF Info

Issuer
AllianceBernstein
Inception Date
Dec 12, 2023
Category
Options Trading
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Accumulating
Asset Class
Alternatives
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart

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AB Conservative Buffer ETF

Often compared with BUFC:
BUFC vs. ILOWBUFC vs. TAFIBUFC vs. TAFMBUFC vs. BUFRBUFC vs. EYEGBUFC vs. HOCTBUFC vs. AAPRBUFC vs. APRDBUFC vs. FWDBUFC vs. HIDVMore BUFC alternatives

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in AB Conservative Buffer ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

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S&P 500 Index

Returns By Period

AB Conservative Buffer ETF (BUFC) has returned -1.68% so far this year and 5.07% over the past 12 months.

AB Conservative Buffer ETF

1D
1.03%
1M
-1.19%
YTD
-1.68%
6M
0.01%
1Y
5.07%
3Y*
—
5Y*
—
10Y*
—

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Dec 13, 2023, BUFC's average daily return is +0.03%, while the average monthly return is +0.52%. At this rate, your investment would double in approximately 11.1 years.

Historically, 79% of months were positive and 21% were negative. The best month was May 2024 with a return of +2.4%, while the worst month was Feb 2025 at -1.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 2 months.

On a daily basis, BUFC closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +4.4%, while the worst single day was Apr 4, 2025 at -2.6%.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.64%-1.13%-1.19%-1.68%
20251.15%-1.41%-1.00%0.23%0.64%1.18%0.99%0.78%1.15%0.64%0.42%0.65%5.50%
20240.86%1.05%1.33%-0.93%2.43%1.32%0.59%1.03%1.21%0.06%1.65%-0.25%10.81%
20230.47%0.47%

Benchmark Metrics

AB Conservative Buffer ETF has an annualized alpha of 1.39%, beta of 0.33, and R² of 0.79 versus S&P 500 Index. Calculated based on daily prices since December 14, 2023.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (31.55%) than losses (25.36%) — typical of diversified or defensive assets.
  • Beta of 0.33 indicates this ETF moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
Alpha
1.39%
Beta
0.33
R²
0.79
Upside Capture
31.55%
Downside Capture
25.36%

Expense Ratio

BUFC has an expense ratio of 0.69%, placing it in the medium range.

Return for Risk

Risk / Return Rank

BUFC ranks 41 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

BUFC Risk / Return Rank: 4141
Overall Rank
BUFC Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
BUFC Sortino Ratio Rank: 3737
Sortino Ratio Rank
BUFC Omega Ratio Rank: 4444
Omega Ratio Rank
BUFC Calmar Ratio Rank: 3737
Calmar Ratio Rank
BUFC Martin Ratio Rank: 5252
Martin Ratio Rank
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for AB Conservative Buffer ETF (BUFC) and compare them to a chosen benchmark (S&P 500 Index).

BUFCBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.70

0.90

-0.20

Sortino ratio

Return per unit of downside risk

1.11

1.39

-0.28

Omega ratio

Gain probability vs. loss probability

1.18

1.21

-0.03

Calmar ratio

Return relative to maximum drawdown

0.99

1.40

-0.41

Martin ratio

Return relative to average drawdown

5.24

6.61

-1.37

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Explore BUFC risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

BUFC Sortino RatioBUFC Sharpe Ratio

Dividends

Dividend History

AB Conservative Buffer ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

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Worst Drawdowns

The table below displays the maximum drawdowns of the AB Conservative Buffer ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the AB Conservative Buffer ETF was 8.29%, occurring on Apr 8, 2025. Recovery took 89 trading sessions.

The current AB Conservative Buffer ETF drawdown is 2.63%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-8.29%Feb 20, 202534Apr 8, 202589Aug 15, 2025123
-3.62%Feb 3, 202639Mar 30, 2026———
-2.24%Jul 17, 202414Aug 5, 20248Aug 15, 202422
-1.63%Nov 13, 20256Nov 20, 20255Nov 28, 202511
-1.29%Apr 1, 202415Apr 19, 202412May 7, 202427

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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