BUFQ vs. BUFG

Last updated Jun 4, 2026

BUFQ (FT Vest Laddered Nasdaq Buffer ETF) and BUFG (FT Cboe Vest Buffered Allocation Growth ETF) are both exchange-traded funds - BUFQ is a Nasdaq-100 fund tracking the NASDAQ 100 Index - USD, while BUFG is a Options Trading fund actively managed by FT Vest. BUFQ is passively managed, while BUFG is actively managed. Over the past 3 years, BUFQ returned 16.99%/yr vs 14.30%/yr for BUFG. Their correlation of 0.88 suggests significant overlap in exposure. BUFQ charges 1.10%/yr vs 1.05%/yr for BUFG.

Performance

BUFQ vs. BUFG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest Laddered Nasdaq Buffer ETF (BUFQ) and FT Cboe Vest Buffered Allocation Growth ETF (BUFG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BUFQ achieves a 9.53% return, which is significantly higher than BUFG's 6.40% return.

BUFQ

• 1D: -0.04%
• 1M: 2.68%
• YTD: 9.53%
• 6M: 10.14%
• 1Y: 21.61%
• 3Y*: 16.99%
• 5Y*: —
• 10Y*: —

BUFG

• 1D: -0.30%
• 1M: 2.34%
• YTD: 6.40%
• 6M: 6.86%
• 1Y: 17.53%
• 3Y*: 14.30%
• 5Y*: —
• 10Y*: —

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

BUFQ vs. BUFG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
BUFQ FT Vest Laddered Nasdaq Buffer ETF	9.53%	14.03%	16.41%	35.51%	0.75%
BUFG FT Cboe Vest Buffered Allocation Growth ETF	6.40%	12.33%	15.13%	18.49%	4.36%

Correlation

The correlation between BUFQ and BUFG is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.87
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (All Time) Calculated using the full available price history since Jun 17, 2022	0.88

The correlation between BUFQ and BUFG has been stable across timeframes, ranging from 0.86 to 0.88 - a consistent structural relationship.

BUFQ vs. BUFG - Sectors Allocation Comparison

Sectors	BUFQ	BUFG
Technology	54.2%	36.2%
Communication Services	15.5%	10.9%
Consumer Cyclical	12.2%	10.1%
Consumer Defensive	7.6%	4.9%
Healthcare	4.2%	8.4%
Industrials	2.8%	8.1%
Utilities	1.4%	2.3%
Basic Materials	1.2%	1.8%
Energy	0.6%	3.5%
Financial Services	0.2%	11.9%
Real Estate	0.1%	1.9%

Return for Risk

BUFQ vs. BUFG — Risk / Return Rank

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

BUFQ

BUFQ Risk / Return Rank: 84
BUFQ Sharpe Ratio Rank: 80
BUFQ Sortino Ratio Rank: 86
BUFQ Omega Ratio Rank: 85
BUFQ Calmar Ratio Rank: 78
BUFQ Martin Ratio Rank: 89

BUFG

BUFG Risk / Return Rank: 73
BUFG Sharpe Ratio Rank: 71
BUFG Sortino Ratio Rank: 74
BUFG Omega Ratio Rank: 76
BUFG Calmar Ratio Rank: 62
BUFG Martin Ratio Rank: 81

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.

BUFQ vs. BUFG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest Laddered Nasdaq Buffer ETF (BUFQ) and FT Cboe Vest Buffered Allocation Growth ETF (BUFG). 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.

	BUFQ	BUFG	Difference
Sharpe ratio: Return per unit of total volatility	2.62	2.31	+0.31
Sortino ratio: Return per unit of downside risk	3.88	3.34	+0.53
Omega ratio: Gain probability vs. loss probability	1.53	1.45	+0.08
Calmar ratio: Return relative to maximum drawdown	4.03	3.07	+0.96
Martin ratio: Return relative to average drawdown	20.34	16.15	+4.19
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BUFQ vs. BUFG - Sharpe Ratio Comparison

The current BUFQ Sharpe Ratio is 2.62, which is comparable to the BUFG Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of BUFQ and BUFG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BUFQ	BUFG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.62	2.31	+0.31
Sharpe Ratio (All Time) Calculated using the full available price history	1.42	0.74	+0.69

Drawdowns

BUFQ vs. BUFG - Drawdown Comparison

The maximum BUFQ drawdown since its inception was -15.74%, smaller than the maximum BUFG drawdown of -17.62%. Use the drawdown chart below to compare losses from any high point for BUFQ and BUFG.

Drawdown Indicators

	BUFQ	BUFG	Difference
Max Drawdown Largest peak-to-trough decline	-15.74%	-17.62%	+1.88%
Max Drawdown (1Y) Largest decline over 1 year	-5.39%	-5.74%	+0.35%
Max Drawdown (3Y) Largest decline over 3 years	-15.74%	-13.20%	-2.54%
Current Drawdown Current decline from peak	-0.04%	-0.30%	+0.26%
Average Drawdown Average peak-to-trough decline	-2.31%	-3.62%	+1.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.06%	1.09%	-0.03%

Volatility

BUFQ vs. BUFG - Volatility Comparison

FT Vest Laddered Nasdaq Buffer ETF (BUFQ) and FT Cboe Vest Buffered Allocation Growth ETF (BUFG) have volatilities of 1.17% and 1.20%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BUFQ	BUFG	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.17%	1.20%	-0.03%
Volatility (6M) Calculated over the trailing 6-month period	6.42%	5.82%	+0.60%
Volatility (1Y) Calculated over the trailing 1-year period	8.31%	7.64%	+0.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.35%	11.84%	+1.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.35%	11.84%	+1.51%

BUFQ vs. BUFG - Expense Ratio Comparison

BUFQ has a 1.10% expense ratio, which is higher than BUFG's 1.05% expense ratio.

Dividends

BUFQ vs. BUFG - Dividend Comparison

Neither BUFQ nor BUFG has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both BUFQ and BUFG in my portfolio?

BUFQ and BUFG have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BUFQ or BUFG?

BUFG has higher volatility (1.20%) compared to BUFQ (1.17%). In terms of maximum drawdown, BUFQ dropped -15.74% vs BUFG's -17.62%.

Which ETF is better, BUFQ or BUFG?

On 3-year performance, BUFQ leads with 16.99% vs 14.30% for BUFG. On fees, BUFG is cheaper at 1.05% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BUFQ or BUFG?

Over the 3-year period, BUFQ has performed better with a 16.99% return vs 14.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BUFQ or BUFG?

BUFG is cheaper with a 1.05% expense ratio, compared with 1.10% for BUFQ.

Which ETF pays a higher dividend yield, BUFQ or BUFG?

BUFQ and BUFG have nearly identical dividend yields, around 0.00%.

What is the main difference between BUFQ and BUFG?

BUFQ is categorized as Nasdaq-100, while BUFG is Options Trading. Their fees differ too: 1.10% for BUFQ and 1.05% for BUFG.

Which has better risk-adjusted returns?

BUFQ currently has the higher Sharpe Ratio (2.62 vs 2.31), 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.