BUFD vs. BUFF

In the year-to-date period, BUFD achieves a 1.21% return, which is significantly lower than BUFF's 1.98% return.

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BUFD has a 1.05% expense ratio, which is higher than BUFF's 0.99% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest Fund of Deep Buffer ETF (BUFD) and Innovator Laddered Fund of U.S. Equity Power Buffer ETF (BUFF). 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.

The current BUFD Sharpe Ratio is 0.81, which is comparable to the BUFF Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of BUFD and BUFF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither BUFD nor BUFF has paid dividends to shareholders.

The maximum BUFD drawdown since its inception was -10.75%, smaller than the maximum BUFF drawdown of -46.23%. Use the drawdown chart below to compare losses from any high point for BUFD and BUFF. For additional features, visit the drawdowns tool.

The current volatility for FT Cboe Vest Fund of Deep Buffer ETF (BUFD) is 3.17%, while Innovator Laddered Fund of U.S. Equity Power Buffer ETF (BUFF) has a volatility of 3.60%. This indicates that BUFD experiences smaller price fluctuations and is considered to be less risky than BUFF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.