BUFQ vs. RSBY

Last updated Jul 15, 2026

BUFQ (FT Vest Laddered Nasdaq Buffer ETF) and RSBY (Return Stacked Bonds & Futures Yield ETF) are both exchange-traded funds - BUFQ is a Nasdaq-100 fund tracking the NASDAQ 100 Index - USD, while RSBY is a Multistrategy fund actively managed by Return Stacked. BUFQ is passively managed, while RSBY is actively managed. Over the past year, BUFQ returned 17.44% vs 17.98% for RSBY. At a correlation of -0.22, they often move in opposite directions. BUFQ charges 1.10%/yr vs 0.98%/yr for RSBY.

Performance

BUFQ vs. RSBY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest Laddered Nasdaq Buffer ETF (BUFQ) and Return Stacked Bonds & Futures Yield ETF (RSBY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BUFQ achieves a 9.18% return, which is significantly lower than RSBY's 18.74% return.

BUFQ

• 1D: 0.57%
• 1M: 0.49%
• 6M: 8.18%
• YTD: 9.18%
• 1Y: 17.44%
• 3Y*: 15.65%
• 5Y*: —
• 10Y*: —

RSBY

• 1D: 0.72%
• 1M: -0.53%
• 6M: 17.67%
• YTD: 18.74%
• 1Y: 17.98%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BUFQ vs. RSBY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
BUFQ FT Vest Laddered Nasdaq Buffer ETF	9.18%	14.03%	5.05%
RSBY Return Stacked Bonds & Futures Yield ETF	18.74%	-12.98%	-7.79%

Correlation

The correlation between BUFQ and RSBY is -0.24, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.24
Correlation (All Time) Calculated using the full available price history since Aug 21, 2024	-0.22

Return for Risk

BUFQ vs. RSBY — Risk / Return Rank

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

BUFQ

BUFQ Risk / Return Rank: 83
BUFQ Sharpe Ratio Rank: 80
BUFQ Sortino Ratio Rank: 83
BUFQ Omega Ratio Rank: 83
BUFQ Calmar Ratio Rank: 79
BUFQ Martin Ratio Rank: 90

RSBY

RSBY Risk / Return Rank: 54
RSBY Sharpe Ratio Rank: 59
RSBY Sortino Ratio Rank: 61
RSBY Omega Ratio Rank: 54
RSBY Calmar Ratio Rank: 56
RSBY Martin Ratio Rank: 41

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. RSBY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest Laddered Nasdaq Buffer ETF (BUFQ) and Return Stacked Bonds & Futures Yield ETF (RSBY). 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.

	BUFQ	RSBY	Difference
Sharpe ratio: Return per unit of total volatility	2.02	1.58	+0.44
Sortino ratio: Return per unit of downside risk	2.97	2.29	+0.68
Omega ratio: Gain probability vs. loss probability	1.39	1.27	+0.12
Calmar ratio: Return relative to maximum drawdown	3.25	2.27	+0.98
Martin ratio: Return relative to average drawdown	15.81	5.30	+10.51

BUFQ vs. RSBY - Sharpe Ratio Comparison

The current BUFQ Sharpe Ratio is 2.02, which is comparable to the RSBY Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of BUFQ and RSBY, 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

BUFQ vs. RSBY - Drawdown Comparison

The maximum BUFQ drawdown since its inception was -15.74%, smaller than the maximum RSBY drawdown of -23.32%. Use the drawdown chart below to compare losses from any high point for BUFQ and RSBY.

Drawdown Indicators

	BUFQ	RSBY	Difference
Max Drawdown Largest peak-to-trough decline	-15.74%	-23.32%	+7.58%
Max Drawdown (1Y) Largest decline over 1 year	-5.39%	-7.95%	+2.56%
Max Drawdown (3Y) Largest decline over 3 years	-15.74%	—	—
Current Drawdown Current decline from peak	-0.41%	-6.28%	+5.87%
Average Drawdown Average peak-to-trough decline	-2.27%	-13.32%	+11.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.11%	3.40%	-2.29%

Volatility

BUFQ vs. RSBY - Volatility Comparison

FT Vest Laddered Nasdaq Buffer ETF (BUFQ) and Return Stacked Bonds & Futures Yield ETF (RSBY) have volatilities of 3.12% and 3.20%, 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	RSBY	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.12%	3.20%	-0.08%
Volatility (6M) Calculated over the trailing 6-month period	6.99%	8.40%	-1.41%
Volatility (1Y) Calculated over the trailing 1-year period	8.66%	11.40%	-2.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.28%	13.36%	-0.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.28%	13.36%	-0.08%

BUFQ vs. RSBY - Expense Ratio Comparison

BUFQ has a 1.10% expense ratio, which is higher than RSBY's 0.98% expense ratio.

Dividends

BUFQ vs. RSBY - Dividend Comparison

BUFQ has not paid dividends to shareholders, while RSBY's dividend yield for the trailing twelve months is around 1.74%.

Position	TTM	2025	2024
BUFQ FT Vest Laddered Nasdaq Buffer ETF	0.00%	0.00%	0.00%
RSBY Return Stacked Bonds & Futures Yield ETF	1.74%	2.07%	2.29%

Frequently Asked Questions

Can I hold both BUFQ and RSBY in my portfolio?

BUFQ and RSBY have a correlation of -0.24, 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 RSBY?

RSBY has higher volatility (3.20%) compared to BUFQ (3.12%). In terms of maximum drawdown, BUFQ dropped -15.74% vs RSBY's -23.32%.

Which ETF is better, BUFQ or RSBY?

On 1-year performance, RSBY leads with 17.98% vs 17.44% for BUFQ. On fees, RSBY is cheaper at 0.98% 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 RSBY?

Over the 1-year period, RSBY has performed better with a 17.98% return vs 17.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BUFQ or RSBY?

RSBY is cheaper with a 0.98% expense ratio, compared with 1.10% for BUFQ.

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

RSBY has the higher dividend yield at 1.74%, compared with 0.00% for BUFQ.

What is the main difference between BUFQ and RSBY?

BUFQ is categorized as Nasdaq-100, while RSBY is Multistrategy. They also come from different issuers: FT Vest and Return Stacked. Their fees differ too: 1.10% for BUFQ and 0.98% for RSBY.

Which has better risk-adjusted returns?

BUFQ currently has the higher Sharpe Ratio (2.02 vs 1.58), 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.