BUFH vs. DJD

Last updated Jul 17, 2026

BUFH (FT Vest Laddered Max Buffer ETF) and DJD (Invesco Dow Jones Industrial Average Dividend ETF) are both exchange-traded funds - BUFH is a Defined Outcome fund managed by First Trust, while DJD is a Large Cap Value Equities fund tracking the Dow Jones Industrial Average Yield Weighted Index. Over the past year, BUFH returned 6.08% vs 23.22% for DJD. At a 0.33 correlation, their price movements are largely independent. BUFH charges 0.95%/yr vs 0.07%/yr for DJD.

Performance

BUFH vs. DJD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest Laddered Max Buffer ETF (BUFH) and Invesco Dow Jones Industrial Average Dividend ETF (DJD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BUFH achieves a 2.92% return, which is significantly lower than DJD's 13.31% return.

BUFH

• 1D: -0.05%
• 1M: 0.35%
• 6M: 2.75%
• YTD: 2.92%
• 1Y: 6.08%
• 3Y*: —
• 5Y*: —
• 10Y*: —

DJD

• 1D: 1.37%
• 1M: 0.82%
• 6M: 10.38%
• YTD: 13.31%
• 1Y: 23.22%
• 3Y*: 18.34%
• 5Y*: 11.29%
• 10Y*: 12.11%

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

BUFH vs. DJD - Yearly Performance Comparison

	2026 (YTD)	2025
BUFH FT Vest Laddered Max Buffer ETF	2.92%	3.81%
DJD Invesco Dow Jones Industrial Average Dividend ETF	13.31%	10.90%

Correlation

The correlation between BUFH and DJD is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.33
Correlation (All Time) Calculated using the full available price history since Jun 25, 2025	0.33

Return for Risk

BUFH vs. DJD — Risk / Return Rank

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

BUFH

BUFH Risk / Return Rank: 92
BUFH Sharpe Ratio Rank: 92
BUFH Sortino Ratio Rank: 94
BUFH Omega Ratio Rank: 94
BUFH Calmar Ratio Rank: 87
BUFH Martin Ratio Rank: 93

DJD

DJD Risk / Return Rank: 86
DJD Sharpe Ratio Rank: 87
DJD Sortino Ratio Rank: 90
DJD Omega Ratio Rank: 82
DJD Calmar Ratio Rank: 89
DJD Martin Ratio Rank: 80

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.

BUFH vs. DJD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest Laddered Max Buffer ETF (BUFH) and Invesco Dow Jones Industrial Average Dividend ETF (DJD). 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.

	BUFH	DJD	Difference
Sharpe ratio: Return per unit of total volatility	2.58	2.24	+0.34
Sortino ratio: Return per unit of downside risk	4.04	3.37	+0.67
Omega ratio: Gain probability vs. loss probability	1.57	1.39	+0.18
Calmar ratio: Return relative to maximum drawdown	3.98	4.14	-0.15
Martin ratio: Return relative to average drawdown	18.72	12.17	+6.56

BUFH vs. DJD - Sharpe Ratio Comparison

The current BUFH Sharpe Ratio is 2.58, which is comparable to the DJD Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of BUFH and DJD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BUFH vs. DJD - Drawdown Comparison

The maximum BUFH drawdown since its inception was -1.53%, smaller than the maximum DJD drawdown of -34.66%. Use the drawdown chart below to compare losses from any high point for BUFH and DJD.

Drawdown Indicators

	BUFH	DJD	Difference
Max Drawdown Largest peak-to-trough decline	-1.53%	-34.66%	+33.13%
Max Drawdown (1Y) Largest decline over 1 year	-1.53%	-5.64%	+4.11%
Max Drawdown (3Y) Largest decline over 3 years	—	-12.28%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-19.94%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.66%	—
Current Drawdown Current decline from peak	-0.05%	-1.42%	+1.37%
Average Drawdown Average peak-to-trough decline	-0.17%	-3.71%	+3.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.33%	1.91%	-1.58%

Volatility

BUFH vs. DJD - Volatility Comparison

The current volatility for FT Vest Laddered Max Buffer ETF (BUFH) is 0.49%, while Invesco Dow Jones Industrial Average Dividend ETF (DJD) has a volatility of 3.64%. This indicates that BUFH experiences smaller price fluctuations and is considered to be less risky than DJD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BUFH	DJD	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.49%	3.64%	-3.15%
Volatility (6M) Calculated over the trailing 6-month period	1.90%	7.89%	-5.99%
Volatility (1Y) Calculated over the trailing 1-year period	2.37%	10.41%	-8.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.33%	13.36%	-11.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.33%	16.57%	-14.24%

BUFH vs. DJD - Expense Ratio Comparison

BUFH has a 0.95% expense ratio, which is higher than DJD's 0.07% expense ratio.

Dividends

BUFH vs. DJD - Dividend Comparison

BUFH has not paid dividends to shareholders, while DJD's dividend yield for the trailing twelve months is around 2.45%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BUFH FT Vest Laddered Max 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%
DJD Invesco Dow Jones Industrial Average Dividend ETF	2.45%	2.62%	3.00%	3.49%	3.16%	2.82%	3.47%	2.80%	2.66%	2.75%	2.46%	0.08%

Frequently Asked Questions

Can I hold both BUFH and DJD in my portfolio?

BUFH and DJD have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BUFH or DJD?

DJD has higher volatility (3.64%) compared to BUFH (0.49%). In terms of maximum drawdown, BUFH dropped -1.53% vs DJD's -34.66%.

Which ETF is better, BUFH or DJD?

On 1-year performance, DJD leads with 23.22% vs 6.08% for BUFH. On fees, DJD is cheaper at 0.07% per year. On volatility, BUFH has been the lower-risk option at 0.49%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BUFH or DJD?

Over the 1-year period, DJD has performed better with a 23.22% return vs 6.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BUFH or DJD?

DJD is cheaper with a 0.07% expense ratio, compared with 0.95% for BUFH.

Which ETF pays a higher dividend yield, BUFH or DJD?

DJD has the higher dividend yield at 2.45%, compared with 0.00% for BUFH.

What is the main difference between BUFH and DJD?

BUFH is categorized as Defined Outcome, while DJD is Large Cap Value Equities. They also come from different issuers: First Trust and Invesco. Their fees differ too: 0.95% for BUFH and 0.07% for DJD.

Which has better risk-adjusted returns?

BUFH currently has the higher Sharpe Ratio (2.58 vs 2.24), 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.