ATTR vs. BUFR

Last updated Jun 23, 2026

ATTR (Arin Tactical Tail Risk ETF) and BUFR (FT Vest Laddered Buffer ETF) are both exchange-traded funds - ATTR is a Long-Short fund actively managed by Arin Risk Advisors, while BUFR is a Defined Outcome fund actively managed by First Trust. Both are actively managed. Their correlation of 0.86 suggests significant overlap in exposure. ATTR charges 0.63%/yr vs 0.95%/yr for BUFR.

Performance

ATTR vs. BUFR - 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 Buffer ETF (BUFR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ATTR achieves a 3.80% return, which is significantly lower than BUFR's 6.33% return.

ATTR

• 1D: -0.20%
• 1M: -0.27%
• YTD: 3.80%
• 6M: 3.70%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

BUFR

• 1D: -0.11%
• 1M: 0.44%
• YTD: 6.33%
• 6M: 6.24%
• 1Y: 17.48%
• 3Y*: 13.95%
• 5Y*: 9.85%
• 10Y*: —

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

ATTR vs. BUFR - Yearly Performance Comparison

	2026 (YTD)	2025
ATTR Arin Tactical Tail Risk ETF	3.80%	0.53%
BUFR FT Vest Laddered Buffer ETF	6.33%	1.24%

Correlation

The correlation between ATTR and BUFR is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 28, 2025	0.86

Return for Risk

ATTR vs. BUFR — 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.

BUFR

BUFR Risk / Return Rank: 86
BUFR Sharpe Ratio Rank: 86
BUFR Sortino Ratio Rank: 88
BUFR Omega Ratio Rank: 89
BUFR Calmar Ratio Rank: 77
BUFR Martin Ratio Rank: 91

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. BUFR - 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 Buffer ETF (BUFR). 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	BUFR	Difference
Sharpe ratio: Return per unit of total volatility	—	2.65	—
Sortino ratio: Return per unit of downside risk	—	3.82	—
Omega ratio: Gain probability vs. loss probability	—	1.53	—
Calmar ratio: Return relative to maximum drawdown	—	3.81	—
Martin ratio: Return relative to average drawdown	—	20.32	—

Drawdowns

ATTR vs. BUFR - Drawdown Comparison

The maximum ATTR drawdown since its inception was -1.76%, smaller than the maximum BUFR drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for ATTR and BUFR.

Drawdown Indicators

	ATTR	BUFR	Difference
Max Drawdown Largest peak-to-trough decline	-1.76%	-13.73%	+11.97%
Max Drawdown (1Y) Largest decline over 1 year	—	-4.61%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-12.81%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-13.73%	—
Current Drawdown Current decline from peak	-0.63%	-0.30%	-0.33%
Average Drawdown Average peak-to-trough decline	-0.21%	-2.08%	+1.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.86%	—

Volatility

Volatility by Period

	ATTR	BUFR	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.02%	—
Volatility (6M) Calculated over the trailing 6-month period	—	5.23%	—
Volatility (1Y) Calculated over the trailing 1-year period	3.14%	6.63%	-3.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.14%	10.47%	-7.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.14%	10.22%	-7.08%

ATTR vs. BUFR - Expense Ratio Comparison

ATTR has a 0.63% expense ratio, which is lower than BUFR's 0.95% expense ratio.

Dividends

ATTR vs. BUFR - Dividend Comparison

Neither ATTR nor BUFR has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both ATTR and BUFR in my portfolio?

ATTR and BUFR have a correlation of 0.86, 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 BUFR?

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 BUFR?

ATTR is cheaper with a 0.63% expense ratio, compared with 0.95% for BUFR.

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

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

What is the main difference between ATTR and BUFR?

ATTR is categorized as Long-Short, while BUFR is Defined Outcome. They also come from different issuers: Arin Risk Advisors and First Trust. Their fees differ too: 0.63% for ATTR and 0.95% for BUFR.