BUFH vs. UXJL

Last updated Jun 4, 2026

BUFH (FT Vest Laddered Max Buffer ETF) and UXJL (FT Vest U.S. Equity Uncapped Accelerator ETF - July) are both Defined Outcome funds from First Trust. A 0.77 correlation means they provide meaningful diversification when combined. BUFH charges 0.95%/yr vs 0.85%/yr for UXJL.

Performance

BUFH vs. UXJL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest Laddered Max Buffer ETF (BUFH) and FT Vest U.S. Equity Uncapped Accelerator ETF - July (UXJL). 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 UXJL's 11.78% return.

BUFH

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

UXJL

• 1D: -0.76%
• 1M: 6.02%
• YTD: 11.78%
• 6M: 11.50%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BUFH vs. UXJL - Yearly Performance Comparison

	2026 (YTD)	2025
BUFH FT Vest Laddered Max Buffer ETF	2.45%	3.04%
UXJL FT Vest U.S. Equity Uncapped Accelerator ETF - July	11.78%	9.31%

Correlation

The correlation between BUFH and UXJL is 0.77, 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 Jul 22, 2025	0.77

Return for Risk

BUFH vs. UXJL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest Laddered Max Buffer ETF (BUFH) and FT Vest U.S. Equity Uncapped Accelerator ETF - July (UXJL). 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	UXJL	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	2.91	1.87	+1.04

Drawdowns

BUFH vs. UXJL - Drawdown Comparison

The maximum BUFH drawdown since its inception was -1.53%, smaller than the maximum UXJL drawdown of -10.29%. Use the drawdown chart below to compare losses from any high point for BUFH and UXJL.

Drawdown Indicators

	BUFH	UXJL	Difference
Max Drawdown Largest peak-to-trough decline	-1.53%	-10.29%	+8.76%
Current Drawdown Current decline from peak	-0.05%	-0.76%	+0.71%
Average Drawdown Average peak-to-trough decline	-0.18%	-1.51%	+1.33%

Volatility

Volatility by Period

	BUFH	UXJL	Difference
Volatility (1Y) Calculated over the trailing 1-year period	2.37%	13.90%	-11.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.37%	13.90%	-11.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.37%	13.90%	-11.53%

BUFH vs. UXJL - Expense Ratio Comparison

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

Dividends

BUFH vs. UXJL - Dividend Comparison

Neither BUFH nor UXJL has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both BUFH and UXJL in my portfolio?

BUFH and UXJL have a correlation of 0.77, 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 UXJL?

On fees, UXJL 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 UXJL?

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

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

BUFH and UXJL have nearly identical dividend yields, around 0.00%.

What is the main difference between BUFH and UXJL?

Their fees differ too: 0.95% for BUFH and 0.85% for UXJL.