BUFR vs. NVDO
BUFR (FT Vest Laddered Buffer ETF) and NVDO (Leverage Shares 2x Capped Accelerated NVDA Monthly ETF) are both Defined Outcome funds. Both are actively managed. Their 0.52 correlation means they have sometimes moved together and sometimes differently. BUFR charges 0.95%/yr vs 0.77%/yr for NVDO.
Performance
BUFR vs. NVDO - Performance Comparison
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Returns By Period
In the year-to-date period, BUFR achieves a 7.33% return, which is significantly lower than NVDO's 16.35% return.
BUFR
- 1D
- 0.41%
- 1M
- 0.60%
- 6M
- 6.43%
- YTD
- 7.33%
- 1Y
- 14.83%
- 3Y*
- 12.87%
- 5Y*
- 9.76%
- 10Y*
- —
- ALL TIME*
- 10.60%
NVDO
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 10.90%
- YTD
- 16.35%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $38.72M | $41.24M | $45.38M | |
| $0.00 | $0.00 | $23.88K |
BUFR vs. NVDO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BUFR FT Vest Laddered Buffer ETF | 7.33% | 4.80% |
NVDO Leverage Shares 2x Capped Accelerated NVDA Monthly ETF | 16.35% | 10.05% |
Correlation
The correlation between BUFR and NVDO is 0.52, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 13, 2025 | 0.52 |
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Return for Risk
BUFR vs. NVDO — Risk / Return Rank
BUFR
NVDO
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
BUFR vs. NVDO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FT Vest Laddered Buffer ETF (BUFR) and Leverage Shares 2x Capped Accelerated NVDA Monthly ETF (NVDO). 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.
| BUFR | NVDO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.40 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.00 | — | — |
| Martin ratioReturn relative to average drawdown | 15.68 | — | — |
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Drawdowns
BUFR vs. NVDO - Drawdown Comparison
The maximum BUFR drawdown since its inception was -13.73%, smaller than the maximum NVDO drawdown of -16.25%. Use the drawdown chart below to compare losses from any high point for BUFR and NVDO.
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Drawdown Indicators
| BUFR | NVDO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.73% | -16.25% | +2.52% |
Max Drawdown (1Y)Largest decline over 1 year | -4.61% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -12.81% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -13.73% | — | — |
Current DrawdownCurrent decline from peak | -0.11% | -4.73% | +4.62% |
Average DrawdownAverage peak-to-trough decline | -2.05% | -4.95% | +2.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.88% | — | — |
Volatility
BUFR vs. NVDO - Volatility Comparison
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Volatility by Period
| BUFR | NVDO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.90% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 5.41% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 6.78% | 30.29% | -23.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.48% | 30.29% | -19.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.16% | 30.29% | -20.13% |
BUFR vs. NVDO - Expense Ratio Comparison
BUFR has a 0.95% expense ratio, which is higher than NVDO's 0.77% expense ratio.
Dividends
BUFR vs. NVDO - Dividend Comparison
BUFR has not paid dividends to shareholders, while NVDO's dividend yield for the trailing twelve months is around 14.32%.
| Position | TTM | 2025 |
|---|---|---|
BUFR FT Vest Laddered Buffer ETF | 0.00% | 0.00% |
NVDO Leverage Shares 2x Capped Accelerated NVDA Monthly ETF | 14.32% | 16.66% |
Frequently Asked Questions
BUFR and NVDO have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, NVDO is cheaper at 0.77% per year. The better choice depends on whether you care most about return, fees, risk, or income.
NVDO is cheaper with a 0.77% expense ratio, compared with 0.95% for BUFR.
NVDO has the higher dividend yield at 14.32%, compared with 0.00% for BUFR.
They also come from different issuers: First Trust and Leverage Shares. Their fees differ too: 0.95% for BUFR and 0.77% for NVDO.
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