BUFH vs. DTD

Last updated Jun 4, 2026

BUFH (FT Vest Laddered Max Buffer ETF) and DTD (WisdomTree U.S. Total Dividend Fund) are both exchange-traded funds - BUFH is a Defined Outcome fund managed by First Trust, while DTD is a Large Cap Value Equities fund tracking the WisdomTree U.S. Dividend Index. A 0.55 correlation means they provide meaningful diversification when combined. BUFH charges 0.95%/yr vs 0.28%/yr for DTD.

Performance

BUFH vs. DTD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest Laddered Max Buffer ETF (BUFH) and WisdomTree U.S. Total Dividend Fund (DTD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BUFH achieves a 2.45% return, which is significantly lower than DTD's 10.02% return.

BUFH

• 1D: -0.05%
• 1M: 0.75%
• YTD: 2.45%
• 6M: 2.82%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

DTD

• 1D: -0.48%
• 1M: 2.79%
• YTD: 10.02%
• 6M: 9.93%
• 1Y: 21.95%
• 3Y*: 17.94%
• 5Y*: 11.75%
• 10Y*: 12.18%

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

BUFH vs. DTD - Yearly Performance Comparison

	2026 (YTD)	2025
BUFH FT Vest Laddered Max Buffer ETF	2.45%	3.89%
DTD WisdomTree U.S. Total Dividend Fund	10.02%	9.75%

Correlation

The correlation between BUFH and DTD is 0.55, 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 26, 2025	0.55

Return for Risk

BUFH vs. DTD — Risk / Return Rank

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

DTD

DTD Risk / Return Rank: 72
DTD Sharpe Ratio Rank: 71
DTD Sortino Ratio Rank: 74
DTD Omega Ratio Rank: 71
DTD Calmar Ratio Rank: 70
DTD Martin Ratio Rank: 75

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. DTD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest Laddered Max Buffer ETF (BUFH) and WisdomTree U.S. Total Dividend Fund (DTD). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	BUFH	DTD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.37	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.87	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.75	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.91	0.53	+2.38

Drawdowns

BUFH vs. DTD - Drawdown Comparison

The maximum BUFH drawdown since its inception was -1.53%, smaller than the maximum DTD drawdown of -58.19%. Use the drawdown chart below to compare losses from any high point for BUFH and DTD.

Drawdown Indicators

	BUFH	DTD	Difference
Max Drawdown Largest peak-to-trough decline	-1.53%	-58.19%	+56.66%
Max Drawdown (1Y) Largest decline over 1 year	—	-6.30%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-14.41%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-16.14%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-37.29%	—
Current Drawdown Current decline from peak	-0.05%	-0.48%	+0.43%
Average Drawdown Average peak-to-trough decline	-0.18%	-7.34%	+7.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.52%	—

Volatility

Volatility by Period

	BUFH	DTD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.13%	—
Volatility (6M) Calculated over the trailing 6-month period	—	6.98%	—
Volatility (1Y) Calculated over the trailing 1-year period	2.37%	9.29%	-6.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.37%	13.57%	-11.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.37%	16.21%	-13.84%

BUFH vs. DTD - Expense Ratio Comparison

BUFH has a 0.95% expense ratio, which is higher than DTD's 0.28% expense ratio.

Dividends

BUFH vs. DTD - Dividend Comparison

BUFH has not paid dividends to shareholders, while DTD's dividend yield for the trailing twelve months is around 1.87%.

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%
DTD WisdomTree U.S. Total Dividend Fund	1.87%	1.99%	2.07%	2.43%	2.62%	2.04%	2.73%	2.50%	2.93%	2.36%	2.66%	2.81%

Frequently Asked Questions

Can I hold both BUFH and DTD in my portfolio?

BUFH and DTD have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BUFH or DTD?

On fees, DTD is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BUFH or DTD?

DTD is cheaper with a 0.28% expense ratio, compared with 0.95% for BUFH.

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

DTD has the higher dividend yield at 1.87%, compared with 0.00% for BUFH.

What is the main difference between BUFH and DTD?

BUFH is categorized as Defined Outcome, while DTD is Large Cap Value Equities. They also come from different issuers: First Trust and WisdomTree. Their fees differ too: 0.95% for BUFH and 0.28% for DTD.