BUFQ vs. QB

Last updated Jun 4, 2026

BUFQ (FT Vest Laddered Nasdaq Buffer ETF) and QB (ProShares Nasdaq-100 Dynamic Daily Buffer ETF) are both exchange-traded funds - BUFQ is a Nasdaq-100 fund tracking the NASDAQ 100 Index - USD, while QB is a Defined Outcome fund tracking the Nasdaq-100. Both are passively managed. A 0.77 correlation means they provide meaningful diversification when combined. BUFQ charges 1.10%/yr vs 0.58%/yr for QB.

Performance

BUFQ vs. QB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest Laddered Nasdaq Buffer ETF (BUFQ) and ProShares Nasdaq-100 Dynamic Daily Buffer ETF (QB). 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 lower than QB's 10.47% return.

BUFQ

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

QB

• 1D: -0.19%
• 1M: 2.95%
• YTD: 10.47%
• 6M: 9.91%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BUFQ vs. QB - Yearly Performance Comparison

	2026 (YTD)	2025
BUFQ FT Vest Laddered Nasdaq Buffer ETF	9.53%	8.54%
QB ProShares Nasdaq-100 Dynamic Daily Buffer ETF	10.47%	5.77%

Correlation

The correlation between BUFQ and QB 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 Jun 27, 2025	0.77

BUFQ vs. QB - Sectors Allocation Comparison

Sectors	BUFQ	QB
Technology	54.2%	49.9%
Communication Services	15.5%	16.4%
Consumer Cyclical	12.2%	12.5%
Consumer Defensive	7.6%	8.6%
Healthcare	4.2%	5.3%
Industrials	2.8%	3.7%
Utilities	1.4%	1.6%
Basic Materials	1.2%	1.3%
Energy	0.6%	0.6%
Financial Services	0.2%	0.2%
Real Estate	0.1%	0.1%

Return for Risk

BUFQ vs. QB — 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

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. QB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest Laddered Nasdaq Buffer ETF (BUFQ) and ProShares Nasdaq-100 Dynamic Daily Buffer ETF (QB). 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	QB	Difference
Sharpe ratio: Return per unit of total volatility	2.62	—	—
Sortino ratio: Return per unit of downside risk	3.88	—	—
Omega ratio: Gain probability vs. loss probability	1.53	—	—
Calmar ratio: Return relative to maximum drawdown	4.03	—	—
Martin ratio: Return relative to average drawdown	20.34	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	BUFQ	QB	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.62	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.42	3.17	-1.74

Drawdowns

BUFQ vs. QB - Drawdown Comparison

The maximum BUFQ drawdown since its inception was -15.74%, which is greater than QB's maximum drawdown of -1.83%. Use the drawdown chart below to compare losses from any high point for BUFQ and QB.

Drawdown Indicators

	BUFQ	QB	Difference
Max Drawdown Largest peak-to-trough decline	-15.74%	-1.83%	-13.91%
Max Drawdown (1Y) Largest decline over 1 year	-5.39%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-15.74%	—	—
Current Drawdown Current decline from peak	-0.04%	-0.30%	+0.26%
Average Drawdown Average peak-to-trough decline	-2.31%	-0.34%	-1.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.06%	—	—

Volatility

Volatility by Period

	BUFQ	QB	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.17%	—	—
Volatility (6M) Calculated over the trailing 6-month period	6.42%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	8.31%	5.75%	+2.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.35%	5.75%	+7.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.35%	5.75%	+7.60%

BUFQ vs. QB - Expense Ratio Comparison

BUFQ has a 1.10% expense ratio, which is higher than QB's 0.58% expense ratio.

Dividends

BUFQ vs. QB - Dividend Comparison

BUFQ has not paid dividends to shareholders, while QB's dividend yield for the trailing twelve months is around 0.62%.

Position	TTM	2025
BUFQ FT Vest Laddered Nasdaq Buffer ETF	0.00%	0.00%
QB ProShares Nasdaq-100 Dynamic Daily Buffer ETF	0.62%	0.48%

Frequently Asked Questions

Can I hold both BUFQ and QB in my portfolio?

BUFQ and QB 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, BUFQ or QB?

On fees, QB is cheaper at 0.58% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BUFQ or QB?

QB is cheaper with a 0.58% expense ratio, compared with 1.10% for BUFQ.

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

QB has the higher dividend yield at 0.62%, compared with 0.00% for BUFQ.

What is the main difference between BUFQ and QB?

BUFQ is categorized as Nasdaq-100, while QB is Defined Outcome. BUFQ tracks NASDAQ 100 Index - USD, while QB tracks Nasdaq-100. They also come from different issuers: FT Vest and ProShares. Their fees differ too: 1.10% for BUFQ and 0.58% for QB.