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BFEB vs. SPXT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BFEB vs. SPXT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator S&P 500 Buffer ETF - February (BFEB) and ProShares S&P 500 Ex-Technology ETF (SPXT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BFEB achieves a 7.13% return, which is significantly higher than SPXT's 3.59% return.


BFEB

1D
-0.71%
1M
-0.31%
YTD
7.13%
6M
6.83%
1Y
19.04%
3Y*
15.76%
5Y*
11.29%
10Y*

SPXT

1D
0.06%
1M
-1.20%
YTD
3.59%
6M
2.96%
1Y
15.71%
3Y*
16.04%
5Y*
9.36%
10Y*
11.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BFEB vs. SPXT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BFEB
Innovator S&P 500 Buffer ETF - February
7.13%12.99%17.58%22.35%-6.76%18.05%6.01%
SPXT
ProShares S&P 500 Ex-Technology ETF
3.59%15.10%19.93%16.23%-14.24%26.36%11.75%

Correlation

The correlation between BFEB and SPXT 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 (1Y)
Calculated over the trailing 1-year period

0.79

Correlation (3Y)
Calculated over the trailing 3-year period

0.84

Correlation (5Y)
Calculated over the trailing 5-year period

0.89

Correlation (All Time)
Calculated using the full available price history since Feb 3, 2020

0.89

The correlation between BFEB and SPXT has been stable across timeframes, ranging from 0.79 to 0.89 - a consistent structural relationship.

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Return for Risk

BFEB vs. SPXT — Risk / Return Rank

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

BFEB
BFEB Risk / Return Rank: 7777
Overall Rank
BFEB Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
BFEB Sortino Ratio Rank: 7979
Sortino Ratio Rank
BFEB Omega Ratio Rank: 8181
Omega Ratio Rank
BFEB Calmar Ratio Rank: 6565
Calmar Ratio Rank
BFEB Martin Ratio Rank: 8181
Martin Ratio Rank

SPXT
SPXT Risk / Return Rank: 4545
Overall Rank
SPXT Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
SPXT Sortino Ratio Rank: 4545
Sortino Ratio Rank
SPXT Omega Ratio Rank: 4242
Omega Ratio Rank
SPXT Calmar Ratio Rank: 4141
Calmar Ratio Rank
SPXT Martin Ratio Rank: 5252
Martin Ratio Rank
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.

BFEB vs. SPXT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator S&P 500 Buffer ETF - February (BFEB) and ProShares S&P 500 Ex-Technology ETF (SPXT). 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.


BFEBSPXTDifference
Sharpe ratioReturn per unit of total volatility

+0.80

Sortino ratioReturn per unit of downside risk

+1.10

Omega ratioGain probability vs. loss probability

1.44

1.26

+0.18

Calmar ratioReturn relative to maximum drawdown

2.98

2.00

+0.99

Martin ratioReturn relative to average drawdown

14.92

8.59

+6.34

BFEB vs. SPXT - Sharpe Ratio Comparison

The current BFEB Sharpe Ratio is 2.30, which is higher than the SPXT Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of BFEB and SPXT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BFEB vs. SPXT - Drawdown Comparison

The maximum BFEB drawdown since its inception was -27.20%, smaller than the maximum SPXT drawdown of -34.38%. Use the drawdown chart below to compare losses from any high point for BFEB and SPXT.


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Drawdown Indicators


BFEBSPXTDifference

Max Drawdown

Largest peak-to-trough decline

-27.20%

-34.38%

+7.18%

Max Drawdown (1Y)

Largest decline over 1 year

-6.41%

-7.90%

+1.49%

Max Drawdown (3Y)

Largest decline over 3 years

-13.82%

-15.58%

+1.76%

Max Drawdown (5Y)

Largest decline over 5 years

-14.84%

-21.47%

+6.63%

Max Drawdown (10Y)

Largest decline over 10 years

-34.38%

Current Drawdown

Current decline from peak

-1.31%

-1.90%

+0.59%

Average Drawdown

Average peak-to-trough decline

-2.77%

-4.13%

+1.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.28%

1.83%

-0.55%

Volatility

BFEB vs. SPXT - Volatility Comparison

The current volatility for Innovator S&P 500 Buffer ETF - February (BFEB) is 2.70%, while ProShares S&P 500 Ex-Technology ETF (SPXT) has a volatility of 3.49%. This indicates that BFEB experiences smaller price fluctuations and is considered to be less risky than SPXT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BFEBSPXTDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.70%

3.49%

-0.79%

Volatility (6M)

Calculated over the trailing 6-month period

6.75%

7.90%

-1.15%

Volatility (1Y)

Calculated over the trailing 1-year period

8.34%

10.54%

-2.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.43%

14.74%

-3.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.25%

16.24%

-1.99%

BFEB vs. SPXT - Expense Ratio Comparison

BFEB has a 0.79% expense ratio, which is higher than SPXT's 0.09% expense ratio.


Dividends

BFEB vs. SPXT - Dividend Comparison

BFEB has not paid dividends to shareholders, while SPXT's dividend yield for the trailing twelve months is around 1.38%.


PositionTTM20252024202320222021202020192018201720162015
BFEB
Innovator S&P 500 Buffer ETF - February
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPXT
ProShares S&P 500 Ex-Technology ETF
1.38%1.38%1.29%1.53%1.86%1.15%1.63%1.63%2.03%1.55%2.67%0.56%

Frequently Asked Questions


BFEB and SPXT 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.

SPXT has higher volatility (3.49%) compared to BFEB (2.70%). In terms of maximum drawdown, BFEB dropped -27.20% vs SPXT's -34.38%.

On 5-year performance, BFEB leads with 11.29% vs 9.36% for SPXT. On fees, SPXT is cheaper at 0.09% per year. On volatility, BFEB has been the lower-risk option at 2.70%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BFEB has performed better with a 11.29% return vs 9.36%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPXT is cheaper with a 0.09% expense ratio, compared with 0.79% for BFEB.

SPXT has the higher dividend yield at 1.38%, compared with 0.00% for BFEB.

BFEB is categorized as Options Trading, while SPXT is S&P 500. BFEB tracks Cboe S&P 500 Buffer Protect Index February Series, while SPXT tracks S&P 500 Ex-Information Technology Index. They also come from different issuers: Innovator and ProShares. Their fees differ too: 0.79% for BFEB and 0.09% for SPXT.

BFEB currently has the higher Sharpe Ratio (2.30 vs 1.50), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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