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BUFD vs. BSCR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BUFD vs. BSCR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest Laddered Deep Buffer ETF (BUFD) and Invesco BulletShares 2027 Corporate Bond ETF (BSCR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BUFD achieves a 5.06% return, which is significantly higher than BSCR's 1.36% return.


BUFD

1D
-0.07%
1M
0.41%
YTD
5.06%
6M
5.06%
1Y
14.45%
3Y*
11.77%
5Y*
7.47%
10Y*

BSCR

1D
-0.01%
1M
0.25%
YTD
1.36%
6M
1.57%
1Y
4.42%
3Y*
5.34%
5Y*
1.45%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BUFD vs. BSCR - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BUFD
FT Vest Laddered Deep Buffer ETF
5.06%10.66%12.42%15.40%-7.70%5.86%
BSCR
Invesco BulletShares 2027 Corporate Bond ETF
1.36%5.77%4.52%6.41%-9.56%-1.57%

Correlation

The correlation between BUFD and BSCR is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.31

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

0.19

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

0.21

Correlation (All Time)
Calculated using the full available price history since Jan 21, 2021

0.22

The correlation between BUFD and BSCR shifts across timeframes, from 0.19 (3 years) to 0.31 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

BUFD vs. BSCR — Risk / Return Rank

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

BUFD
BUFD Risk / Return Rank: 8989
Overall Rank
BUFD Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
BUFD Sortino Ratio Rank: 9292
Sortino Ratio Rank
BUFD Omega Ratio Rank: 9191
Omega Ratio Rank
BUFD Calmar Ratio Rank: 8282
Calmar Ratio Rank
BUFD Martin Ratio Rank: 9393
Martin Ratio Rank

BSCR
BSCR Risk / Return Rank: 9797
Overall Rank
BSCR Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
BSCR Sortino Ratio Rank: 9898
Sortino Ratio Rank
BSCR Omega Ratio Rank: 9898
Omega Ratio Rank
BSCR Calmar Ratio Rank: 9797
Calmar Ratio Rank
BSCR Martin Ratio Rank: 9797
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.

BUFD vs. BSCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest Laddered Deep Buffer ETF (BUFD) and Invesco BulletShares 2027 Corporate Bond ETF (BSCR). 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.


BUFDBSCRDifference
Sharpe ratioReturn per unit of total volatility

-1.54

Sortino ratioReturn per unit of downside risk

-3.92

Omega ratioGain probability vs. loss probability

1.57

2.14

-0.57

Calmar ratioReturn relative to maximum drawdown

4.23

10.61

-6.39

Martin ratioReturn relative to average drawdown

22.74

46.08

-23.34

BUFD vs. BSCR - Sharpe Ratio Comparison

The current BUFD Sharpe Ratio is 2.76, which is lower than the BSCR Sharpe Ratio of 4.29. The chart below compares the historical Sharpe Ratios of BUFD and BSCR, 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

BUFD vs. BSCR - Drawdown Comparison

The maximum BUFD drawdown since its inception was -10.75%, smaller than the maximum BSCR drawdown of -17.26%. Use the drawdown chart below to compare losses from any high point for BUFD and BSCR.


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Drawdown Indicators


BUFDBSCRDifference

Max Drawdown

Largest peak-to-trough decline

-10.75%

-17.26%

+6.51%

Max Drawdown (1Y)

Largest decline over 1 year

-3.43%

-0.42%

-3.01%

Max Drawdown (3Y)

Largest decline over 3 years

-10.15%

-2.41%

-7.74%

Max Drawdown (5Y)

Largest decline over 5 years

-10.75%

-14.87%

+4.12%

Current Drawdown

Current decline from peak

-0.24%

-0.08%

-0.16%

Average Drawdown

Average peak-to-trough decline

-1.96%

-3.33%

+1.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.64%

0.10%

+0.54%

Volatility

BUFD vs. BSCR - Volatility Comparison

FT Vest Laddered Deep Buffer ETF (BUFD) has a higher volatility of 1.60% compared to Invesco BulletShares 2027 Corporate Bond ETF (BSCR) at 0.23%. This indicates that BUFD's price experiences larger fluctuations and is considered to be riskier than BSCR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BUFDBSCRDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.60%

0.23%

+1.37%

Volatility (6M)

Calculated over the trailing 6-month period

4.17%

0.61%

+3.56%

Volatility (1Y)

Calculated over the trailing 1-year period

5.27%

1.04%

+4.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.74%

4.08%

+3.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.54%

5.34%

+2.20%

BUFD vs. BSCR - Expense Ratio Comparison

BUFD has a 0.95% expense ratio, which is higher than BSCR's 0.10% expense ratio.


Dividends

BUFD vs. BSCR - Dividend Comparison

BUFD has not paid dividends to shareholders, while BSCR's dividend yield for the trailing twelve months is around 4.66%.


PositionTTM202520242023202220212020201920182017
BSCR
Invesco BulletShares 2027 Corporate Bond ETF
4.66%4.26%4.27%3.74%2.65%2.12%2.46%3.11%3.35%0.78%
BUFD
FT Vest Laddered Deep Buffer ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BUFD and BSCR have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BUFD has higher volatility (1.60%) compared to BSCR (0.23%). In terms of maximum drawdown, BUFD dropped -10.75% vs BSCR's -17.26%.

On 5-year performance, BUFD leads with 7.47% vs 1.45% for BSCR. On fees, BSCR is cheaper at 0.10% per year. On volatility, BSCR has been the lower-risk option at 0.23%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BUFD has performed better with a 7.47% return vs 1.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BSCR is cheaper with a 0.10% expense ratio, compared with 0.95% for BUFD.

BSCR has the higher dividend yield at 4.66%, compared with 0.00% for BUFD.

BUFD is categorized as Defined Outcome, while BSCR is Corporate Bonds. They also come from different issuers: FT Vest and Invesco. Their fees differ too: 0.95% for BUFD and 0.10% for BSCR.

BSCR currently has the higher Sharpe Ratio (4.29 vs 2.76), 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.

Portfolio Optimizer

Find the right allocation for BUFD and BSCR

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