BUFH vs. SELV

Last updated Aug 6, 2026

BUFH (FT Vest Laddered Max Buffer ETF) and SELV (SEI Enhanced Low Volatility US Large Cap ETF) are both exchange-traded funds - BUFH is a Defined Outcome fund actively managed by First Trust, while SELV is a Low Volatility fund actively managed by SEI. Both are actively managed. Over the past year, BUFH returned 6.46% vs 14.83% for SELV. Their 0.22 correlation means their historical movements had little consistent relationship. BUFH charges 0.95%/yr vs 0.15%/yr for SELV.

Performance

BUFH vs. SELV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest Laddered Max Buffer ETF (BUFH) and SEI Enhanced Low Volatility US Large Cap ETF (SELV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BUFH achieves a 3.52% return, which is significantly lower than SELV's 8.08% return.

BUFH

• 1D: 0.14%
• 1M: 0.75%
• 6M: 3.30%
• YTD: 3.52%
• 1Y: 6.46%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 6.69%

SELV

• 1D: -0.16%
• 1M: 4.58%
• 6M: 4.77%
• YTD: 8.08%
• 1Y: 14.83%
• 3Y*: 13.17%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 9.78%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
BUFH FT Vest Laddered Max Buffer ETF	$360.40K	$246.89K	$195.58K
SELV SEI Enhanced Low Volatility US Large Cap ETF	$562.11K	$491.64K	$527.59K

BUFH vs. SELV - Yearly Performance Comparison

	2026 (YTD)	2025
BUFH FT Vest Laddered Max Buffer ETF	3.52%	3.81%
SELV SEI Enhanced Low Volatility US Large Cap ETF	8.08%	5.32%

Correlation

The correlation between BUFH and SELV is 0.18, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.18
Correlation (All Time) Calculated using the full available price history since Jun 25, 2025	0.22

Return for Risk

BUFH vs. SELV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BUFH

BUFH Risk / Return Rank: 94
BUFH Sharpe Ratio Rank: 93
BUFH Sortino Ratio Rank: 95
BUFH Omega Ratio Rank: 95
BUFH Calmar Ratio Rank: 90
BUFH Martin Ratio Rank: 94

SELV

SELV Risk / Return Rank: 56
SELV Sharpe Ratio Rank: 54
SELV Sortino Ratio Rank: 58
SELV Omega Ratio Rank: 53
SELV Calmar Ratio Rank: 63
SELV Martin Ratio Rank: 51

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BUFH vs. SELV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest Laddered Max Buffer ETF (BUFH) and SEI Enhanced Low Volatility US Large Cap ETF (SELV). 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	SELV	Difference
Sharpe ratio: Return per unit of total volatility	2.71	1.52	+1.20
Sortino ratio: Return per unit of downside risk	4.22	2.25	+1.98
Omega ratio: Gain probability vs. loss probability	1.60	1.27	+0.32
Calmar ratio: Return relative to maximum drawdown	4.23	2.51	+1.72
Martin ratio: Return relative to average drawdown	19.79	6.73	+13.06

BUFH vs. SELV - Sharpe Ratio Comparison

The current BUFH Sharpe Ratio is 2.71, which is higher than the SELV Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of BUFH and SELV, 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. SELV - Drawdown Comparison

The maximum BUFH drawdown since its inception was -1.53%, smaller than the maximum SELV drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for BUFH and SELV.

Drawdown Indicators

	BUFH	SELV	Difference
Max Drawdown Largest peak-to-trough decline	-1.53%	-13.73%	+12.20%
Max Drawdown (1Y) Largest decline over 1 year	-1.53%	-5.92%	+4.39%
Max Drawdown (3Y) Largest decline over 3 years	—	-8.94%	—
Current Drawdown Current decline from peak	0.00%	-0.16%	+0.16%
Average Drawdown Average peak-to-trough decline	-0.17%	-2.34%	+2.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.33%	2.21%	-1.88%

Volatility

BUFH vs. SELV - Volatility Comparison

The current volatility for FT Vest Laddered Max Buffer ETF (BUFH) is 0.56%, while SEI Enhanced Low Volatility US Large Cap ETF (SELV) has a volatility of 4.29%. This indicates that BUFH experiences smaller price fluctuations and is considered to be less risky than SELV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BUFH	SELV	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.56%	4.29%	-3.73%
Volatility (6M) Calculated over the trailing 6-month period	1.89%	7.94%	-6.05%
Volatility (1Y) Calculated over the trailing 1-year period	2.39%	9.84%	-7.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.32%	11.97%	-9.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.32%	11.97%	-9.65%

BUFH vs. SELV - Expense Ratio Comparison

BUFH has a 0.95% expense ratio, which is higher than SELV's 0.15% expense ratio.

Dividends

BUFH vs. SELV - Dividend Comparison

BUFH has not paid dividends to shareholders, while SELV's dividend yield for the trailing twelve months is around 1.65%.

Position	TTM	2025	2024	2023	2022
BUFH FT Vest Laddered Max Buffer ETF	0.00%	0.00%	0.00%	0.00%	0.00%
SELV SEI Enhanced Low Volatility US Large Cap ETF	1.65%	1.74%	1.77%	2.06%	1.26%

Frequently Asked Questions

Can I hold both BUFH and SELV in my portfolio?

BUFH and SELV have a correlation of 0.18, 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 SELV?

SELV has higher volatility (4.29%) compared to BUFH (0.56%). In terms of maximum drawdown, BUFH dropped -1.53% vs SELV's -13.73%.

Which ETF is better, BUFH or SELV?

On 1-year performance, SELV leads with 14.83% vs 6.46% for BUFH. On fees, SELV is cheaper at 0.15% per year. On volatility, BUFH has been the lower-risk option at 0.56%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BUFH or SELV?

Over the 1-year period, SELV has performed better with a 14.83% return vs 6.46%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BUFH or SELV?

SELV is cheaper with a 0.15% expense ratio, compared with 0.95% for BUFH.

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

SELV has the higher dividend yield at 1.65%, compared with 0.00% for BUFH.

What is the main difference between BUFH and SELV?

BUFH is categorized as Defined Outcome, while SELV is Low Volatility. They also come from different issuers: First Trust and SEI. Their fees differ too: 0.95% for BUFH and 0.15% for SELV.

Which has better risk-adjusted returns?

BUFH currently has the higher Sharpe Ratio (2.71 vs 1.52), 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.