ATTR vs. BUFQ

Last updated Jul 17, 2026

ATTR (Arin Tactical Tail Risk ETF) and BUFQ (FT Vest Laddered Nasdaq Buffer ETF) are both exchange-traded funds - ATTR is a Long-Short fund actively managed by Arin Risk Advisors, while BUFQ is a Nasdaq-100 fund tracking the NASDAQ 100 Index - USD. ATTR is actively managed, while BUFQ is passively managed. A 0.79 correlation means they provide meaningful diversification when combined. ATTR charges 0.63%/yr vs 1.10%/yr for BUFQ.

Performance

ATTR vs. BUFQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Arin Tactical Tail Risk ETF (ATTR) and FT Vest Laddered Nasdaq Buffer ETF (BUFQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ATTR achieves a 4.60% return, which is significantly lower than BUFQ's 8.43% return.

ATTR

• 1D: -0.17%
• 1M: 0.57%
• 6M: 4.15%
• YTD: 4.60%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

BUFQ

• 1D: -0.64%
• 1M: -0.69%
• 6M: 7.82%
• YTD: 8.43%
• 1Y: 16.31%
• 3Y*: 15.15%
• 5Y*: —
• 10Y*: —

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

ATTR vs. BUFQ - Yearly Performance Comparison

	2026 (YTD)	2025
ATTR Arin Tactical Tail Risk ETF	4.60%	0.53%
BUFQ FT Vest Laddered Nasdaq Buffer ETF	8.43%	1.09%

Correlation

The correlation between ATTR and BUFQ is 0.79, 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 Oct 28, 2025	0.79

Return for Risk

ATTR vs. BUFQ — Risk / Return Rank

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

ATTR

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

BUFQ

BUFQ Risk / Return Rank: 78
BUFQ Sharpe Ratio Rank: 74
BUFQ Sortino Ratio Rank: 78
BUFQ Omega Ratio Rank: 78
BUFQ Calmar Ratio Rank: 75
BUFQ Martin Ratio Rank: 88

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.

ATTR vs. BUFQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Arin Tactical Tail Risk ETF (ATTR) and FT Vest Laddered Nasdaq Buffer ETF (BUFQ). 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.

	ATTR	BUFQ	Difference
Sharpe ratio: Return per unit of total volatility	—	1.88	—
Sortino ratio: Return per unit of downside risk	—	2.78	—
Omega ratio: Gain probability vs. loss probability	—	1.36	—
Calmar ratio: Return relative to maximum drawdown	—	3.04	—
Martin ratio: Return relative to average drawdown	—	14.76	—

Drawdowns

ATTR vs. BUFQ - Drawdown Comparison

The maximum ATTR drawdown since its inception was -1.76%, smaller than the maximum BUFQ drawdown of -15.74%. Use the drawdown chart below to compare losses from any high point for ATTR and BUFQ.

Drawdown Indicators

	ATTR	BUFQ	Difference
Max Drawdown Largest peak-to-trough decline	-1.76%	-15.74%	+13.98%
Max Drawdown (1Y) Largest decline over 1 year	—	-5.39%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-15.74%	—
Current Drawdown Current decline from peak	-0.17%	-1.09%	+0.92%
Average Drawdown Average peak-to-trough decline	-0.23%	-2.27%	+2.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.11%	—

Volatility

Volatility by Period

	ATTR	BUFQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.05%	—
Volatility (6M) Calculated over the trailing 6-month period	—	7.02%	—
Volatility (1Y) Calculated over the trailing 1-year period	3.21%	8.69%	-5.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.21%	13.27%	-10.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.21%	13.27%	-10.06%

ATTR vs. BUFQ - Expense Ratio Comparison

ATTR has a 0.63% expense ratio, which is lower than BUFQ's 1.10% expense ratio.

Dividends

ATTR vs. BUFQ - Dividend Comparison

Neither ATTR nor BUFQ has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both ATTR and BUFQ in my portfolio?

ATTR and BUFQ have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, ATTR or BUFQ?

On fees, ATTR is cheaper at 0.63% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, ATTR or BUFQ?

ATTR is cheaper with a 0.63% expense ratio, compared with 1.10% for BUFQ.

Which ETF pays a higher dividend yield, ATTR or BUFQ?

ATTR and BUFQ have nearly identical dividend yields, around 0.00%.

What is the main difference between ATTR and BUFQ?

ATTR is categorized as Long-Short, while BUFQ is Nasdaq-100. They also come from different issuers: Arin Risk Advisors and FT Vest. Their fees differ too: 0.63% for ATTR and 1.10% for BUFQ.