ACWV vs. BUFH

Last updated Jun 25, 2026

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 ACWI Minimum Volatility Index, while BUFH is a Defined Outcome fund managed by First Trust. At a 0.41 correlation, their price movements are largely independent. ACWV charges 0.20%/yr vs 0.95%/yr for BUFH.

Performance

ACWV vs. BUFH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Global Min Vol Factor ETF (ACWV) and FT Vest Laddered Max Buffer ETF (BUFH). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ACWV achieves a 1.58% return, which is significantly lower than BUFH's 2.30% return.

ACWV

• 1D: 0.34%
• 1M: -1.44%
• YTD: 1.58%
• 6M: 0.92%
• 1Y: 3.60%
• 3Y*: 9.75%
• 5Y*: 5.29%
• 10Y*: 7.35%

BUFH

• 1D: -0.19%
• 1M: 0.02%
• YTD: 2.30%
• 6M: 2.33%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

ACWV vs. BUFH - Yearly Performance Comparison

	2026 (YTD)	2025
ACWV iShares MSCI Global Min Vol Factor ETF	1.58%	1.99%
BUFH FT Vest Laddered Max Buffer ETF	2.30%	3.81%

Correlation

The correlation between ACWV and BUFH is 0.41, 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 25, 2025	0.41

Return for Risk

ACWV vs. BUFH — Risk / Return Rank

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

ACWV

ACWV Risk / Return Rank: 16
ACWV Sharpe Ratio Rank: 16
ACWV Sortino Ratio Rank: 15
ACWV Omega Ratio Rank: 14
ACWV Calmar Ratio Rank: 16
ACWV Martin Ratio Rank: 17

BUFH

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

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.

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.

	ACWV	BUFH	Difference
Sharpe ratio: Return per unit of total volatility	0.47	—	—
Sortino ratio: Return per unit of downside risk	0.69	—	—
Omega ratio: Gain probability vs. loss probability	1.08	—	—
Calmar ratio: Return relative to maximum drawdown	0.57	—	—
Martin ratio: Return relative to average drawdown	1.67	—	—

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.

Drawdown Indicators

	ACWV	BUFH	Difference
Max Drawdown Largest 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 Drawdown Current decline from peak	-3.66%	-0.26%	-3.40%
Average Drawdown Average peak-to-trough decline	-3.11%	-0.18%	-2.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.17%	—	—

Volatility

Volatility by Period

	ACWV	BUFH	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.13%	—	—
Volatility (6M) Calculated over the trailing 6-month period	5.70%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	7.78%	2.38%	+5.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.22%	2.38%	+7.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.29%	2.38%	+9.91%

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 1.98%, 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	1.98%	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

Can I hold both ACWV and BUFH in my portfolio?

ACWV and BUFH have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, ACWV or BUFH?

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.

Which ETF is cheaper, ACWV or BUFH?

ACWV is cheaper with a 0.20% expense ratio, compared with 0.95% for BUFH.

Which ETF pays a higher dividend yield, ACWV or BUFH?

ACWV has the higher dividend yield at 1.98%, compared with 0.00% for BUFH.

What is the main difference between ACWV and 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.