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ACWV vs. BUFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ACWV vs. BUFX - 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 Enhance & Moderate Buffer ETF (BUFX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ACWV achieves a 2.36% return, which is significantly lower than BUFX's 4.10% return.


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%

BUFX

1D
-0.05%
1M
1.35%
YTD
4.10%
6M
4.88%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ACWV vs. BUFX - Yearly Performance Comparison


Correlation

The correlation between ACWV and BUFX is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 26, 2025

0.50

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Return for Risk

ACWV vs. BUFX — Risk / Return Rank

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

ACWV
ACWV Risk / Return Rank: 1818
Overall Rank
ACWV Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
ACWV Sortino Ratio Rank: 1717
Sortino Ratio Rank
ACWV Omega Ratio Rank: 1717
Omega Ratio Rank
ACWV Calmar Ratio Rank: 1818
Calmar Ratio Rank
ACWV Martin Ratio Rank: 2020
Martin Ratio Rank

BUFX
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. BUFX - 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 Enhance & Moderate Buffer ETF (BUFX). 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.


ACWVBUFXDifference
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

ACWV vs. BUFX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ACWVBUFXDifference

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

2.68

-1.98

Drawdowns

ACWV vs. BUFX - Drawdown Comparison

The maximum ACWV drawdown since its inception was -28.82%, which is greater than BUFX's maximum drawdown of -2.87%. Use the drawdown chart below to compare losses from any high point for ACWV and BUFX.


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Drawdown Indicators


ACWVBUFXDifference

Max Drawdown

Largest peak-to-trough decline

-28.82%

-2.87%

-25.95%

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

-2.92%

-0.07%

-2.85%

Average Drawdown

Average peak-to-trough decline

-3.11%

-0.24%

-2.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

Volatility

ACWV vs. BUFX - Volatility Comparison


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Volatility by Period


ACWVBUFXDifference

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%

3.98%

+3.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.23%

3.98%

+6.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.30%

3.98%

+8.32%

ACWV vs. BUFX - Expense Ratio Comparison

ACWV has a 0.20% expense ratio, which is lower than BUFX's 0.96% expense ratio.


Dividends

ACWV vs. BUFX - Dividend Comparison

ACWV's dividend yield for the trailing twelve months is around 2.04%, while BUFX has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
BUFX
FT Vest Laddered Enhance & Moderate 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 BUFX have a correlation of 0.50, 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 0.96% for BUFX.

ACWV has the higher dividend yield at 2.04%, compared with 0.00% for BUFX.

ACWV is categorized as Large Cap Blend Equities, while BUFX is Defined Outcome. They also come from different issuers: iShares and First Trust. Their fees differ too: 0.20% for ACWV and 0.96% for BUFX.

Portfolio Optimizer

Find the right allocation for ACWV and BUFX

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