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BFLB vs. QB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BFLB vs. QB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BufferLABS US Equity Dynamic Buffer ETF (BFLB) and ProShares Nasdaq-100 Dynamic Daily Buffer ETF (QB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BFLB achieves a 6.52% return, which is significantly lower than QB's 10.47% return.


BFLB

1D
-0.08%
1M
2.53%
YTD
6.52%
6M
7.05%
1Y
3Y*
5Y*
10Y*

QB

1D
-0.19%
1M
2.95%
YTD
10.47%
6M
9.91%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BFLB vs. QB - Yearly Performance Comparison


Correlation

The correlation between BFLB and QB 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 9, 2025

0.79

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Return for Risk

BFLB vs. QB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BufferLABS US Equity Dynamic Buffer ETF (BFLB) and ProShares Nasdaq-100 Dynamic Daily Buffer ETF (QB). 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.

BFLB vs. QB - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BFLBQBDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

1.71

3.17

-1.46

Drawdowns

BFLB vs. QB - Drawdown Comparison

The maximum BFLB drawdown since its inception was -5.14%, which is greater than QB's maximum drawdown of -1.83%. Use the drawdown chart below to compare losses from any high point for BFLB and QB.


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Drawdown Indicators


BFLBQBDifference

Max Drawdown

Largest peak-to-trough decline

-5.14%

-1.83%

-3.31%

Current Drawdown

Current decline from peak

-0.08%

-0.30%

+0.22%

Average Drawdown

Average peak-to-trough decline

-0.77%

-0.34%

-0.43%

Volatility

BFLB vs. QB - Volatility Comparison


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Volatility by Period


BFLBQBDifference

Volatility (1Y)

Calculated over the trailing 1-year period

7.76%

5.75%

+2.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.76%

5.75%

+2.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.76%

5.75%

+2.01%

BFLB vs. QB - Expense Ratio Comparison

BFLB has a 0.79% expense ratio, which is higher than QB's 0.58% expense ratio.


Dividends

BFLB vs. QB - Dividend Comparison

BFLB has not paid dividends to shareholders, while QB's dividend yield for the trailing twelve months is around 0.62%.


Frequently Asked Questions


BFLB and QB 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.

On fees, QB is cheaper at 0.58% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QB is cheaper with a 0.58% expense ratio, compared with 0.79% for BFLB.

QB has the higher dividend yield at 0.62%, compared with 0.00% for BFLB.

They also come from different issuers: BufferLABS and ProShares. Their fees differ too: 0.79% for BFLB and 0.58% for QB.

Portfolio Optimizer

Find the right allocation for BFLB and QB

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