AIOO vs. BUFP

Last updated Apr 1, 2026

Compare and contrast key facts about AllianzIM U.S. Equity Buffer100 Protection ETF (AIOO) and PGIM Laddered S&P 500 Buffer 12 ETF (BUFP).

AIOO and BUFP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AIOO is an actively managed fund by Allianz. It was launched on Jun 30, 2025. BUFP is a passively managed fund by PGIM that tracks the performance of the S&P 500. It was launched on Jun 11, 2024.

Performance

AIOO vs. BUFP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AllianzIM U.S. Equity Buffer100 Protection ETF (AIOO) and PGIM Laddered S&P 500 Buffer 12 ETF (BUFP). The values are adjusted to include any dividend payments, if applicable.

AIOO vs. BUFP - Yearly Performance Comparison

	2026 (YTD)	2025
AIOO AllianzIM U.S. Equity Buffer100 Protection ETF	0.01%	2.67%
BUFP PGIM Laddered S&P 500 Buffer 12 ETF	-1.34%	7.44%

Returns By Period

In the year-to-date period, AIOO achieves a 0.01% return, which is significantly higher than BUFP's -1.34% return.

AIOO

• 1D: 0.08%
• 1M: -0.25%
• YTD: 0.01%
• 6M: 0.80%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

BUFP

• 1D: 1.96%
• 1M: -2.04%
• YTD: -1.34%
• 6M: 1.19%
• 1Y: 13.58%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

AIOO vs. BUFP - Expense Ratio Comparison

AIOO has a 0.64% expense ratio, which is higher than BUFP's 0.50% expense ratio.

AIOO

AllianzIM U.S. Equity Buffer100 Protection ETF

BUFP

PGIM Laddered S&P 500 Buffer 12 ETF

Return for Risk

AIOO vs. BUFP — Risk / Return Rank

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

BUFP

BUFP Risk / Return Rank: 75
BUFP Sharpe Ratio Rank: 69
BUFP Sortino Ratio Rank: 73
BUFP Omega Ratio Rank: 81
BUFP Calmar Ratio Rank: 67
BUFP Martin Ratio Rank: 85

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.

AIOO vs. BUFP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AllianzIM U.S. Equity Buffer100 Protection ETF (AIOO) and PGIM Laddered S&P 500 Buffer 12 ETF (BUFP). 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.

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

Sharpe Ratios by Period

	AIOO	BUFP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.23	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.82	1.02	+0.80

Correlation

The correlation between AIOO and BUFP is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

AIOO vs. BUFP - Dividend Comparison

AIOO has not paid dividends to shareholders, while BUFP's dividend yield for the trailing twelve months is around 0.01%.

	TTM	2025	2024
AIOO AllianzIM U.S. Equity Buffer100 Protection ETF	0.00%	0.00%	0.00%
BUFP PGIM Laddered S&P 500 Buffer 12 ETF	0.01%	0.01%	0.02%

Drawdowns

AIOO vs. BUFP - Drawdown Comparison

The maximum AIOO drawdown since its inception was -0.74%, smaller than the maximum BUFP drawdown of -11.98%. Use the drawdown chart below to compare losses from any high point for AIOO and BUFP.

Drawdown Indicators

	AIOO	BUFP	Difference
Max Drawdown Largest peak-to-trough decline	-0.74%	-11.98%	+11.24%
Max Drawdown (1Y) Largest decline over 1 year	—	-8.16%	—
Current Drawdown Current decline from peak	-0.45%	-2.54%	+2.09%
Average Drawdown Average peak-to-trough decline	-0.19%	-1.08%	+0.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.42%	—

Volatility

Volatility by Period

	AIOO	BUFP	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.41%	—
Volatility (6M) Calculated over the trailing 6-month period	—	4.99%	—
Volatility (1Y) Calculated over the trailing 1-year period	1.99%	11.11%	-9.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	1.99%	9.79%	-7.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	1.99%	9.79%	-7.80%