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BUFR vs. FXF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BUFR vs. FXF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest Laddered Buffer ETF (BUFR) and Invesco CurrencyShares® Swiss Franc Trust (FXF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BUFR achieves a 6.48% return, which is significantly higher than FXF's -3.50% return.


BUFR

1D
0.03%
1M
0.77%
6M
5.68%
YTD
6.48%
1Y
12.42%
3Y*
12.65%
5Y*
9.55%
10Y*
ALL TIME*
10.49%

FXF

1D
-0.17%
1M
-1.09%
6M
-4.81%
YTD
-3.50%
1Y
-3.38%
3Y*
1.52%
5Y*
1.83%
10Y*
1.08%
ALL TIME*
1.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$41.80M$42.66M$45.08M
$2.99M$3.23M$5.41M

BUFR vs. FXF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BUFR
FT Vest Laddered Buffer ETF
6.48%12.44%14.68%19.63%-7.57%11.88%6.60%
FXF
Invesco CurrencyShares® Swiss Franc Trust
-3.50%14.04%-7.46%9.63%-2.29%-4.08%2.94%

Correlation

The correlation between BUFR and FXF is 0.28, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.28

Correlation (3Y)
Balances recent behavior with more history.

0.12

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.18

Correlation (All Time)
Calculated using the full available price history since Aug 11, 2020

0.20

The correlation between BUFR and FXF shifts across timeframes, from 0.12 (3 years) to 0.28 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

BUFR vs. FXF — Risk / Return Rank

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

BUFR
BUFR Risk / Return Rank: 8484
Overall Rank
BUFR Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
BUFR Sortino Ratio Rank: 8585
Sortino Ratio Rank
BUFR Omega Ratio Rank: 8686
Omega Ratio Rank
BUFR Calmar Ratio Rank: 7676
Calmar Ratio Rank
BUFR Martin Ratio Rank: 9090
Martin Ratio Rank

FXF
FXF Risk / Return Rank: 66
Overall Rank
FXF Sharpe Ratio Rank: 66
Sharpe Ratio Rank
FXF Sortino Ratio Rank: 66
Sortino Ratio Rank
FXF Omega Ratio Rank: 66
Omega Ratio Rank
FXF Calmar Ratio Rank: 77
Calmar Ratio Rank
FXF Martin Ratio Rank: 55
Martin Ratio Rank
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.

BUFR vs. FXF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest Laddered Buffer ETF (BUFR) and Invesco CurrencyShares® Swiss Franc Trust (FXF). 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.


BUFRFXFDifference
Sharpe ratioReturn per unit of total volatility

+2.38

Sortino ratioReturn per unit of downside risk

+3.41

Omega ratioGain probability vs. loss probability

1.37

0.93

+0.44

Calmar ratioReturn relative to maximum drawdown

2.78

-0.48

+3.26

Martin ratioReturn relative to average drawdown

14.53

-1.15

+15.69

BUFR vs. FXF - Sharpe Ratio Comparison

The current BUFR Sharpe Ratio is 1.92, which is higher than the FXF Sharpe Ratio of -0.47. The chart below compares the historical Sharpe Ratios of BUFR and FXF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BUFR vs. FXF - Drawdown Comparison

The maximum BUFR drawdown since its inception was -13.73%, smaller than the maximum FXF drawdown of -35.58%. Use the drawdown chart below to compare losses from any high point for BUFR and FXF.


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Drawdown Indicators


BUFRFXFDifference

Max Drawdown

Largest peak-to-trough decline

-13.73%

-35.58%

+21.85%

Max Drawdown (1Y)

Largest decline over 1 year

-4.61%

-7.15%

+2.54%

Max Drawdown (3Y)

Largest decline over 3 years

-12.81%

-8.52%

-4.29%

Max Drawdown (5Y)

Largest decline over 5 years

-13.73%

-11.99%

-1.74%

Max Drawdown (10Y)

Largest decline over 10 years

-15.04%

Current Drawdown

Current decline from peak

-0.90%

-21.23%

+20.33%

Average Drawdown

Average peak-to-trough decline

-2.05%

-20.83%

+18.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

2.98%

-2.10%

Volatility

BUFR vs. FXF - Volatility Comparison

The current volatility for FT Vest Laddered Buffer ETF (BUFR) is 1.58%, while Invesco CurrencyShares® Swiss Franc Trust (FXF) has a volatility of 1.75%. This indicates that BUFR experiences smaller price fluctuations and is considered to be less risky than FXF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BUFRFXFDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.58%

1.75%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

5.26%

5.46%

-0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

6.66%

7.39%

-0.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.47%

8.31%

+2.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.16%

7.57%

+2.59%

BUFR vs. FXF - Expense Ratio Comparison

BUFR has a 0.95% expense ratio, which is higher than FXF's 0.40% expense ratio.


Dividends

BUFR vs. FXF - Dividend Comparison

Neither BUFR nor FXF has paid dividends to shareholders.


PositionTTM202520242023
BUFR
FT Vest Laddered Buffer ETF
0.00%0.00%0.00%0.00%
FXF
Invesco CurrencyShares® Swiss Franc Trust
0.00%0.00%0.03%0.02%

Frequently Asked Questions


BUFR and FXF have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FXF has higher volatility (1.75%) compared to BUFR (1.58%). In terms of maximum drawdown, BUFR dropped -13.73% vs FXF's -35.58%.

On 5-year performance, BUFR leads with 9.55% vs 1.83% for FXF. On fees, FXF is cheaper at 0.40% per year. On volatility, BUFR has been the lower-risk option at 1.58%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BUFR has performed better with a 9.55% return vs 1.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FXF is cheaper with a 0.40% expense ratio, compared with 0.95% for BUFR.

BUFR and FXF have nearly identical dividend yields, around 0.00%.

BUFR is categorized as Defined Outcome, while FXF is Currency. They also come from different issuers: First Trust and Invesco. Their fees differ too: 0.95% for BUFR and 0.40% for FXF.

BUFR currently has the higher Sharpe Ratio (1.92 vs -0.47), 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.

Portfolio Optimizer

Find the right allocation for BUFR and FXF

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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