BUFC vs. EMOP

Last updated Apr 17, 2026

BUFC (AB Conservative Buffer ETF) and EMOP (AB Emerging Markets Opportunities ETF) are both exchange-traded funds — BUFC is a Options Trading fund actively managed by AllianceBernstein, while EMOP is a Emerging Markets Equities fund actively managed by AllianceBernstein. Both are actively managed. A 0.60 correlation means they provide meaningful diversification when combined. BUFC charges 0.69%/yr vs 0.70%/yr for EMOP.

Performance

BUFC vs. EMOP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Conservative Buffer ETF (BUFC) and AB Emerging Markets Opportunities ETF (EMOP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BUFC achieves a 0.83% return, which is significantly lower than EMOP's 19.51% return.

BUFC

• 1D: 0.14%
• 1M: 1.85%
• YTD: 0.83%
• 6M: 2.91%
• 1Y: 9.53%
• 3Y*: —
• 5Y*: —
• 10Y*: —

EMOP

• 1D: 0.44%
• 1M: 8.11%
• YTD: 19.51%
• 6M: 22.13%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BUFC vs. EMOP - Yearly Performance Comparison

	2026 (YTD)	2025
BUFC AB Conservative Buffer ETF	0.83%	5.64%
EMOP AB Emerging Markets Opportunities ETF	19.51%	16.69%

Correlation

The correlation between BUFC and EMOP is 0.60, 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 Jun 20, 2025	0.60

Return for Risk

BUFC vs. EMOP — Risk / Return Rank

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

BUFC

BUFC Risk / Return Rank: 51
BUFC Sharpe Ratio Rank: 54
BUFC Sortino Ratio Rank: 56
BUFC Omega Ratio Rank: 61
BUFC Calmar Ratio Rank: 37
BUFC Martin Ratio Rank: 47

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.

BUFC vs. EMOP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Conservative Buffer ETF (BUFC) and AB Emerging Markets Opportunities ETF (EMOP). 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.

	BUFC	EMOP	Difference
Sharpe ratio Return per unit of total volatility	2.17	—	—
Sortino ratio Return per unit of downside risk	3.09	—	—
Omega ratio Gain probability vs. loss probability	1.43	—	—
Calmar ratio Return relative to maximum drawdown	2.43	—	—
Martin ratio Return relative to average drawdown	10.16	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	BUFC	EMOP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.17	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.32	2.65	-1.33

Drawdowns

BUFC vs. EMOP - Drawdown Comparison

The maximum BUFC drawdown since its inception was -8.29%, smaller than the maximum EMOP drawdown of -12.88%. Use the drawdown chart below to compare losses from any high point for BUFC and EMOP.

Drawdown Indicators

	BUFC	EMOP	Difference
Max Drawdown Largest peak-to-trough decline	-8.29%	-12.88%	+4.59%
Max Drawdown (1Y) Largest decline over 1 year	-3.62%	—	—
Current Drawdown Current decline from peak	-0.14%	0.00%	-0.14%
Average Drawdown Average peak-to-trough decline	-0.79%	-2.01%	+1.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.87%	—	—

Volatility

Volatility by Period

	BUFC	EMOP	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.91%	—	—
Volatility (6M) Calculated over the trailing 6-month period	3.58%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	4.51%	18.89%	-14.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.75%	18.89%	-13.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.75%	18.89%	-13.14%

BUFC vs. EMOP - Expense Ratio Comparison

BUFC has a 0.69% expense ratio, which is lower than EMOP's 0.70% expense ratio.

Dividends

BUFC vs. EMOP - Dividend Comparison

BUFC has not paid dividends to shareholders, while EMOP's dividend yield for the trailing twelve months is around 0.56%.

	TTM	2025
BUFC AB Conservative Buffer ETF	0.00%	0.00%
EMOP AB Emerging Markets Opportunities ETF	0.56%	0.27%