- Issuer
- First Trust
- Inception Date
- Jun 24, 2025
- Region
- North America (United States)
- Category
- Defined Outcome
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Accumulating
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Highlights
- Avg. Volume (1M)
- 11K
- Avg. Volume Value (1M)
- $225.75K
Share Price Chart
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Performance
BUFH Performance Chart
FT Vest Laddered Max Buffer ETF (BUFH) is up 3.1% since the beginning of the year. BUFH is currently trading at $21 per share.
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Returns By Period
FT Vest Laddered Max Buffer ETF (BUFH) has returned 3.05% so far this year and 6.20% over the past 12 months.
FT Vest Laddered Max Buffer ETF
- 1D
- 0.12%
- 1M
- 0.43%
- 6M
- 2.73%
- YTD
- 3.05%
- 1Y
- 6.20%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 6.33%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
BUFH Monthly Returns History
Based on dividend-adjusted daily data since Jun 25, 2025, BUFH's average daily return is +0.02%, while the average monthly return is +0.48%. At this rate, an investment would double in approximately 12.1 years.
Historically, 93% of months were positive and 7% were negative. The best month was Apr 2026 with a return of +1.8%, while the worst month was Mar 2026 at -0.6%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 1 months.
On a daily basis, BUFH closed higher 56% of trading days. The best single day was Nov 24, 2025 with a return of +0.6%, while the worst single day was Jan 20, 2026 at -0.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.31% | 0.12% | -0.59% | 1.79% | 0.80% | 0.21% | 0.38% | 3.05% | |||||
| 2025 | 0.32% | 0.57% | 0.69% | 0.69% | 0.56% | 0.35% | 0.57% | 3.81% |
Benchmark Metrics
FT Vest Laddered Max Buffer ETF has an annualized alpha of 3.35%, beta of 0.15, and R2 of 0.61 versus S&P 500 Index. Calculated based on daily prices since June 25, 2025.
- This ETF captured 18.58% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -10.26%) - a profile typical of hedging or uncorrelated assets.
- This ETF generated an annualized alpha of 3.35% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.15 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
- 3.35%
- Beta
- 0.15
- R²
- 0.61
- Upside Capture
- 18.58%
- Downside Capture
- -10.26%
Expense Ratio
BUFH has a high expense ratio of 0.95%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
BUFH ranks 93 for risk / return — above 93% of ETFs peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for FT Vest Laddered Max Buffer ETF (BUFH) and compare them to S&P 500 Index.
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.
| BUFH | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.10 | ||
| Sortino ratioReturn per unit of downside risk | +1.95 | ||
| Omega ratioGain probability vs. loss probability | 1.55 | 1.25 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 3.95 | 2.00 | +1.95 |
| Martin ratioReturn relative to average drawdown | 18.47 | 8.49 | +9.98 |
Dividends
Dividend History
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 FT Vest Laddered Max 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 FT Vest Laddered Max Buffer ETF was 1.53%, occurring on Mar 30, 2026. Recovery took 9 trading sessions.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-1.53%Mar 2026 | 1mo 18d | 14d | 2mo 2dFeb 2026 - Apr 2026 | — |
-0.73%Nov 2025 | 7d | 4d | 11dNov 2025 - Nov 2025 | — |
-0.60%Jan 2026 | 7d | 20d | 27dJan 2026 - Feb 2026 | — |
-0.51%Oct 2025 | 3d | 14d | 17dOct 2025 - Oct 2025 | — |
-0.44%Jun 2026 | 7d | 5d | 12dJun 2026 - Jun 2026 | — |
Drawdown Indicators
| BUFH | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.53% | -56.78% | +55.25% |
Max Drawdown (1Y)Largest decline over 1 year | -1.53% | -9.10% | +7.57% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.58% | +1.58% |
Average DrawdownAverage peak-to-trough decline | -0.17% | -10.70% | +10.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.33% | 2.14% | -1.81% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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