BUFH vs. JPUS

Last updated Jun 4, 2026

BUFH (FT Vest Laddered Max Buffer ETF) and JPUS (JPMorgan Diversified Return US Equity ETF) are both exchange-traded funds - BUFH is a Defined Outcome fund managed by First Trust, while JPUS is a Large Cap Blend Equities fund tracking the JPMorgan Diversified Factor US Equity Index. At a 0.45 correlation, their price movements are largely independent. BUFH charges 0.95%/yr vs 0.18%/yr for JPUS.

Performance

BUFH vs. JPUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest Laddered Max Buffer ETF (BUFH) and JPMorgan Diversified Return US Equity ETF (JPUS). 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 JPUS's 11.55% return.

BUFH

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

JPUS

• 1D: 0.04%
• 1M: 1.45%
• YTD: 11.55%
• 6M: 11.59%
• 1Y: 20.73%
• 3Y*: 15.97%
• 5Y*: 9.40%
• 10Y*: 11.49%

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

BUFH vs. JPUS - Yearly Performance Comparison

	2026 (YTD)	2025
BUFH FT Vest Laddered Max Buffer ETF	2.45%	3.89%
JPUS JPMorgan Diversified Return US Equity ETF	11.55%	7.92%

Correlation

The correlation between BUFH and JPUS is 0.45, 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	0.45

Return for Risk

BUFH vs. JPUS — Risk / Return Rank

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

JPUS

JPUS Risk / Return Rank: 60
JPUS Sharpe Ratio Rank: 59
JPUS Sortino Ratio Rank: 61
JPUS Omega Ratio Rank: 56
JPUS Calmar Ratio Rank: 60
JPUS Martin Ratio Rank: 66

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. JPUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest Laddered Max Buffer ETF (BUFH) and JPMorgan Diversified Return US Equity ETF (JPUS). 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	JPUS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.00	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.65	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.69	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.91	0.72	+2.19

Drawdowns

BUFH vs. JPUS - Drawdown Comparison

The maximum BUFH drawdown since its inception was -1.53%, smaller than the maximum JPUS drawdown of -38.69%. Use the drawdown chart below to compare losses from any high point for BUFH and JPUS.

Drawdown Indicators

	BUFH	JPUS	Difference
Max Drawdown Largest peak-to-trough decline	-1.53%	-38.69%	+37.16%
Max Drawdown (1Y) Largest decline over 1 year	—	-6.90%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-15.96%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-19.04%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-38.69%	—
Current Drawdown Current decline from peak	-0.05%	-0.01%	-0.04%
Average Drawdown Average peak-to-trough decline	-0.18%	-3.83%	+3.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.72%	—

Volatility

Volatility by Period

	BUFH	JPUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.90%	—
Volatility (6M) Calculated over the trailing 6-month period	—	7.58%	—
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	2.37%	14.50%	-12.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.37%	16.76%	-14.39%

BUFH vs. JPUS - Expense Ratio Comparison

BUFH has a 0.95% expense ratio, which is higher than JPUS's 0.18% expense ratio.

Dividends

BUFH vs. JPUS - Dividend Comparison

BUFH has not paid dividends to shareholders, while JPUS's dividend yield for the trailing twelve months is around 2.04%.

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%
JPUS JPMorgan Diversified Return US Equity ETF	2.04%	2.27%	2.12%	2.26%	2.35%	1.67%	1.94%	2.09%	2.16%	1.25%	0.77%	0.48%

Frequently Asked Questions

Can I hold both BUFH and JPUS in my portfolio?

BUFH and JPUS have a correlation of 0.45, 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 JPUS?

On fees, JPUS is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BUFH or JPUS?

JPUS is cheaper with a 0.18% expense ratio, compared with 0.95% for BUFH.

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

JPUS has the higher dividend yield at 2.04%, compared with 0.00% for BUFH.

What is the main difference between BUFH and JPUS?

BUFH is categorized as Defined Outcome, while JPUS is Large Cap Blend Equities. They also come from different issuers: First Trust and JPMorgan. Their fees differ too: 0.95% for BUFH and 0.18% for JPUS.