BUFH vs. IGLD

Last updated Jun 4, 2026

BUFH (FT Vest Laddered Max Buffer ETF) and IGLD (FT Cboe Vest Gold Strategy Target Income ETF) are both exchange-traded funds - BUFH is a Defined Outcome fund managed by First Trust, while IGLD is a Precious Metals fund actively managed by First Trust. At a 0.15 correlation, their price movements are largely independent. BUFH charges 0.95%/yr vs 0.85%/yr for IGLD.

Performance

BUFH vs. IGLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest Laddered Max Buffer ETF (BUFH) and FT Cboe Vest Gold Strategy Target Income ETF (IGLD). 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 higher than IGLD's 1.69% return.

BUFH

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

IGLD

• 1D: -0.81%
• 1M: -1.33%
• YTD: 1.69%
• 6M: 4.44%
• 1Y: 24.53%
• 3Y*: 23.01%
• 5Y*: 13.02%
• 10Y*: —

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

BUFH vs. IGLD - Yearly Performance Comparison

	2026 (YTD)	2025
BUFH FT Vest Laddered Max Buffer ETF	2.45%	3.89%
IGLD FT Cboe Vest Gold Strategy Target Income ETF	1.69%	22.80%

Correlation

The correlation between BUFH and IGLD is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 26, 2025	0.15

Return for Risk

BUFH vs. IGLD — Risk / Return Rank

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

IGLD

IGLD Risk / Return Rank: 28
IGLD Sharpe Ratio Rank: 28
IGLD Sortino Ratio Rank: 27
IGLD Omega Ratio Rank: 32
IGLD Calmar Ratio Rank: 28
IGLD Martin Ratio Rank: 27

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. IGLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest Laddered Max Buffer ETF (BUFH) and FT Cboe Vest Gold Strategy Target Income ETF (IGLD). 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	IGLD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.06	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.86	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.91	0.94	+1.97

Drawdowns

BUFH vs. IGLD - Drawdown Comparison

The maximum BUFH drawdown since its inception was -1.53%, smaller than the maximum IGLD drawdown of -18.59%. Use the drawdown chart below to compare losses from any high point for BUFH and IGLD.

Drawdown Indicators

	BUFH	IGLD	Difference
Max Drawdown Largest peak-to-trough decline	-1.53%	-18.59%	+17.06%
Max Drawdown (1Y) Largest decline over 1 year	—	-17.56%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-17.56%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-18.59%	—
Current Drawdown Current decline from peak	-0.05%	-15.16%	+15.11%
Average Drawdown Average peak-to-trough decline	-0.18%	-5.24%	+5.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	6.43%	—

Volatility

Volatility by Period

	BUFH	IGLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.12%	—
Volatility (6M) Calculated over the trailing 6-month period	—	21.01%	—
Volatility (1Y) Calculated over the trailing 1-year period	2.37%	23.24%	-20.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.37%	15.17%	-12.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.37%	15.00%	-12.63%

BUFH vs. IGLD - Expense Ratio Comparison

BUFH has a 0.95% expense ratio, which is higher than IGLD's 0.85% expense ratio.

Dividends

BUFH vs. IGLD - Dividend Comparison

BUFH has not paid dividends to shareholders, while IGLD's dividend yield for the trailing twelve months is around 17.92%.

Position	TTM	2025	2024	2023	2022	2021
BUFH FT Vest Laddered Max Buffer ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IGLD FT Cboe Vest Gold Strategy Target Income ETF	17.92%	9.91%	20.81%	7.85%	4.45%	2.24%

Frequently Asked Questions

Can I hold both BUFH and IGLD in my portfolio?

BUFH and IGLD have a correlation of 0.15, 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 IGLD?

On fees, IGLD is cheaper at 0.85% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BUFH or IGLD?

IGLD is cheaper with a 0.85% expense ratio, compared with 0.95% for BUFH.

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

IGLD has the higher dividend yield at 17.92%, compared with 0.00% for BUFH.

What is the main difference between BUFH and IGLD?

BUFH is categorized as Defined Outcome, while IGLD is Precious Metals. Their fees differ too: 0.95% for BUFH and 0.85% for IGLD.