ACWV vs. BUFH
ACWV (iShares MSCI Global Min Vol Factor ETF) and BUFH (FT Vest Laddered Max Buffer ETF) are both exchange-traded funds - ACWV is a Large Cap Blend Equities fund tracking the MSCI AC World Minimum Volatility (USD), while BUFH is a Defined Outcome fund managed by First Trust. At a 0.40 correlation, their price movements are largely independent. ACWV charges 0.20%/yr vs 0.95%/yr for BUFH.
Performance
ACWV vs. BUFH - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both investments are quite close, with ACWV having a 2.36% return and BUFH slightly higher at 2.45%.
ACWV
- 1D
- -0.62%
- 1M
- 1.01%
- YTD
- 2.36%
- 6M
- 2.56%
- 1Y
- 4.79%
- 3Y*
- 10.06%
- 5Y*
- 5.47%
- 10Y*
- 7.36%
BUFH
- 1D
- -0.05%
- 1M
- 0.75%
- YTD
- 2.45%
- 6M
- 2.82%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ACWV vs. BUFH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ACWV iShares MSCI Global Min Vol Factor ETF | 2.36% | 2.65% |
BUFH FT Vest Laddered Max Buffer ETF | 2.45% | 3.89% |
Correlation
The correlation between ACWV and BUFH is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 26, 2025 | 0.40 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ACWV vs. BUFH — Risk / Return Rank
ACWV
BUFH
ACWV vs. BUFH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Min Vol Factor ETF (ACWV) and FT Vest Laddered Max Buffer ETF (BUFH). 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.
| ACWV | BUFH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.11 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.76 | — | — |
| Martin ratioReturn relative to average drawdown | 2.37 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| ACWV | BUFH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 2.91 | -2.20 |
Drawdowns
ACWV vs. BUFH - Drawdown Comparison
The maximum ACWV drawdown since its inception was -28.82%, which is greater than BUFH's maximum drawdown of -1.53%. Use the drawdown chart below to compare losses from any high point for ACWV and BUFH.
Loading charts...
Drawdown Indicators
| ACWV | BUFH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.82% | -1.53% | -27.29% |
Max Drawdown (1Y)Largest decline over 1 year | -6.37% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -7.56% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -18.14% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -28.82% | — | — |
Current DrawdownCurrent decline from peak | -2.92% | -0.05% | -2.87% |
Average DrawdownAverage peak-to-trough decline | -3.11% | -0.18% | -2.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.03% | — | — |
Volatility
ACWV vs. BUFH - Volatility Comparison
Loading charts...
Volatility by Period
| ACWV | BUFH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.79% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 5.54% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 7.71% | 2.37% | +5.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.23% | 2.37% | +7.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.30% | 2.37% | +9.93% |
ACWV vs. BUFH - Expense Ratio Comparison
ACWV has a 0.20% expense ratio, which is lower than BUFH's 0.95% expense ratio.
Dividends
ACWV vs. BUFH - Dividend Comparison
ACWV's dividend yield for the trailing twelve months is around 2.04%, while BUFH has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACWV iShares MSCI Global Min Vol Factor ETF | 2.04% | 2.09% | 2.33% | 2.41% | 2.18% | 1.92% | 1.77% | 2.54% | 2.32% | 2.04% | 2.56% | 2.28% |
BUFH FT Vest Laddered Max Buffer ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ACWV and BUFH have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ACWV is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ACWV is cheaper with a 0.20% expense ratio, compared with 0.95% for BUFH.
ACWV has the higher dividend yield at 2.04%, compared with 0.00% for BUFH.
ACWV is categorized as Large Cap Blend Equities, while BUFH is Defined Outcome. They also come from different issuers: iShares and First Trust. Their fees differ too: 0.20% for ACWV and 0.95% for BUFH.
Find the right allocation for ACWV and BUFH
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer