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BUFB vs. SHV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BUFB vs. SHV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Laddered Allocation Buffer ETF (BUFB) and iShares Short Treasury Bond ETF (SHV). The values are adjusted to include any dividend payments, if applicable.

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BUFB vs. SHV - Yearly Performance Comparison


2026 (YTD)2025202420232022
BUFB
Innovator Laddered Allocation Buffer ETF
-1.98%13.42%16.37%20.50%-8.37%
SHV
iShares Short Treasury Bond ETF
0.81%4.21%5.12%5.04%1.04%

Returns By Period

In the year-to-date period, BUFB achieves a -1.98% return, which is significantly lower than SHV's 0.81% return.


BUFB

1D
1.90%
1M
-2.74%
YTD
-1.98%
6M
0.48%
1Y
14.29%
3Y*
13.68%
5Y*
10Y*

SHV

1D
0.01%
1M
0.28%
YTD
0.81%
6M
1.82%
1Y
3.99%
3Y*
4.68%
5Y*
3.19%
10Y*
2.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BUFB vs. SHV - Expense Ratio Comparison

BUFB has a 0.89% expense ratio, which is higher than SHV's 0.15% expense ratio.


Return for Risk

BUFB vs. SHV — Risk / Return Rank

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

BUFB
BUFB Risk / Return Rank: 7070
Overall Rank
BUFB Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
BUFB Sortino Ratio Rank: 6767
Sortino Ratio Rank
BUFB Omega Ratio Rank: 7575
Omega Ratio Rank
BUFB Calmar Ratio Rank: 6363
Calmar Ratio Rank
BUFB Martin Ratio Rank: 8181
Martin Ratio Rank

SHV
SHV Risk / Return Rank: 100100
Overall Rank
SHV Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
SHV Sortino Ratio Rank: 100100
Sortino Ratio Rank
SHV Omega Ratio Rank: 100100
Omega Ratio Rank
SHV Calmar Ratio Rank: 100100
Calmar Ratio Rank
SHV Martin Ratio Rank: 100100
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.

BUFB vs. SHV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Laddered Allocation Buffer ETF (BUFB) and iShares Short Treasury Bond ETF (SHV). 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.


BUFBSHVDifference

Sharpe ratio

Return per unit of total volatility

1.12

19.56

-18.44

Sortino ratio

Return per unit of downside risk

1.70

153.08

-151.37

Omega ratio

Gain probability vs. loss probability

1.28

55.01

-53.73

Calmar ratio

Return relative to maximum drawdown

1.60

441.03

-439.44

Martin ratio

Return relative to average drawdown

8.88

2,478.85

-2,469.97

BUFB vs. SHV - Sharpe Ratio Comparison

The current BUFB Sharpe Ratio is 1.12, which is lower than the SHV Sharpe Ratio of 19.56. The chart below compares the historical Sharpe Ratios of BUFB and SHV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BUFBSHVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

19.56

-18.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

11.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

7.88

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

4.43

-3.69

Correlation

The correlation between BUFB and SHV is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

BUFB vs. SHV - Dividend Comparison

BUFB has not paid dividends to shareholders, while SHV's dividend yield for the trailing twelve months is around 3.98%.


TTM20252024202320222021202020192018201720162015
BUFB
Innovator Laddered Allocation Buffer ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SHV
iShares Short Treasury Bond ETF
3.98%4.09%5.02%4.73%1.39%0.00%0.74%2.19%1.66%0.72%0.34%0.03%

Drawdowns

BUFB vs. SHV - Drawdown Comparison

The maximum BUFB drawdown since its inception was -14.88%, which is greater than SHV's maximum drawdown of -0.45%. Use the drawdown chart below to compare losses from any high point for BUFB and SHV.


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Drawdown Indicators


BUFBSHVDifference

Max Drawdown

Largest peak-to-trough decline

-14.88%

-0.45%

-14.43%

Max Drawdown (1Y)

Largest decline over 1 year

-9.23%

-0.01%

-9.22%

Max Drawdown (5Y)

Largest decline over 5 years

-0.42%

Max Drawdown (10Y)

Largest decline over 10 years

-0.45%

Current Drawdown

Current decline from peak

-3.31%

0.00%

-3.31%

Average Drawdown

Average peak-to-trough decline

-2.98%

-0.03%

-2.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.66%

0.00%

+1.66%

Volatility

BUFB vs. SHV - Volatility Comparison

Innovator Laddered Allocation Buffer ETF (BUFB) has a higher volatility of 3.84% compared to iShares Short Treasury Bond ETF (SHV) at 0.05%. This indicates that BUFB's price experiences larger fluctuations and is considered to be riskier than SHV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BUFBSHVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.84%

0.05%

+3.79%

Volatility (6M)

Calculated over the trailing 6-month period

5.89%

0.13%

+5.76%

Volatility (1Y)

Calculated over the trailing 1-year period

12.85%

0.21%

+12.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.17%

0.29%

+11.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.17%

0.28%

+11.89%