BUFR vs. UXJA

Last updated Aug 6, 2026

BUFR (FT Vest Laddered Buffer ETF) and UXJA (FT Vest U.S. Equity Uncapped Accelerator ETF - January) are both Defined Outcome funds from First Trust. Both are actively managed. Over the past year, BUFR returned 15.54% vs 25.34% for UXJA. Their 0.97 correlation means they have historically moved very closely together. BUFR charges 0.95%/yr vs 0.85%/yr for UXJA.

Performance

BUFR vs. UXJA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest Laddered Buffer ETF (BUFR) and FT Vest U.S. Equity Uncapped Accelerator ETF - January (UXJA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BUFR achieves a 8.73% return, which is significantly lower than UXJA's 14.20% return.

BUFR

• 1D: -0.03%
• 1M: 1.55%
• 6M: 8.13%
• YTD: 8.73%
• 1Y: 15.54%
• 3Y*: 13.91%
• 5Y*: 9.94%
• 10Y*: —
• ALL TIME*: 10.82%

UXJA

• 1D: -0.11%
• 1M: 2.89%
• 6M: 13.48%
• YTD: 14.20%
• 1Y: 25.34%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 19.05%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
BUFR FT Vest Laddered Buffer ETF	$46.73M	$44.32M	$45.78M
UXJA FT Vest U.S. Equity Uncapped Accelerator ETF - January	$50.11K	$64.18K	$76.75K

BUFR vs. UXJA - Yearly Performance Comparison

	2026 (YTD)	2025
BUFR FT Vest Laddered Buffer ETF	8.73%	11.16%
UXJA FT Vest U.S. Equity Uncapped Accelerator ETF - January	14.20%	14.47%

Correlation

The correlation between BUFR and UXJA is 0.97 - they have historically moved very closely together. At this level, their price movements offset little of one another.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.97
Correlation (All Time) Calculated using the full available price history since Jan 21, 2025	0.97

The correlation between BUFR and UXJA has been stable across timeframes, ranging from 0.97 to 0.97 - a consistent structural relationship.

Return for Risk

BUFR vs. UXJA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BUFR

BUFR Risk / Return Rank: 89
BUFR Sharpe Ratio Rank: 88
BUFR Sortino Ratio Rank: 89
BUFR Omega Ratio Rank: 90
BUFR Calmar Ratio Rank: 82
BUFR Martin Ratio Rank: 92

UXJA

UXJA Risk / Return Rank: 65
UXJA Sharpe Ratio Rank: 66
UXJA Sortino Ratio Rank: 63
UXJA Omega Ratio Rank: 61
UXJA Calmar Ratio Rank: 65
UXJA Martin Ratio Rank: 72

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BUFR vs. UXJA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest Laddered Buffer ETF (BUFR) and FT Vest U.S. Equity Uncapped Accelerator ETF - January (UXJA). 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	UXJA	Difference
Sharpe ratio: Return per unit of total volatility	2.33	1.75	+0.58
Sortino ratio: Return per unit of downside risk	3.36	2.41	+0.95
Omega ratio: Gain probability vs. loss probability	1.46	1.30	+0.15
Calmar ratio: Return relative to maximum drawdown	3.39	2.59	+0.80
Martin ratio: Return relative to average drawdown	17.70	10.21	+7.49

BUFR vs. UXJA - Sharpe Ratio Comparison

The current BUFR Sharpe Ratio is 2.33, which is higher than the UXJA Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of BUFR and UXJA, 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

BUFR vs. UXJA - Drawdown Comparison

The maximum BUFR drawdown since its inception was -13.73%, smaller than the maximum UXJA drawdown of -20.01%. Use the drawdown chart below to compare losses from any high point for BUFR and UXJA.

Drawdown Indicators

	BUFR	UXJA	Difference
Max Drawdown Largest peak-to-trough decline	-13.73%	-20.01%	+6.28%
Max Drawdown (1Y) Largest decline over 1 year	-4.61%	-9.83%	+5.22%
Max Drawdown (3Y) Largest decline over 3 years	-12.81%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-13.73%	—	—
Current Drawdown Current decline from peak	-0.03%	-0.11%	+0.08%
Average Drawdown Average peak-to-trough decline	-2.04%	-2.88%	+0.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.88%	2.49%	-1.61%

Volatility

BUFR vs. UXJA - Volatility Comparison

The current volatility for FT Vest Laddered Buffer ETF (BUFR) is 2.05%, while FT Vest U.S. Equity Uncapped Accelerator ETF - January (UXJA) has a volatility of 4.64%. This indicates that BUFR experiences smaller price fluctuations and is considered to be less risky than UXJA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BUFR	UXJA	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.05%	4.64%	-2.59%
Volatility (6M) Calculated over the trailing 6-month period	5.45%	11.35%	-5.90%
Volatility (1Y) Calculated over the trailing 1-year period	6.70%	14.58%	-7.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.49%	18.40%	-7.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.16%	18.40%	-8.24%

BUFR vs. UXJA - Expense Ratio Comparison

BUFR has a 0.95% expense ratio, which is higher than UXJA's 0.85% expense ratio.

Dividends

BUFR vs. UXJA - Dividend Comparison

Neither BUFR nor UXJA has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both BUFR and UXJA in my portfolio?

With a correlation of 0.97, BUFR and UXJA move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, BUFR or UXJA?

UXJA has higher volatility (4.64%) compared to BUFR (2.05%). In terms of maximum drawdown, BUFR dropped -13.73% vs UXJA's -20.01%.

Which ETF is better, BUFR or UXJA?

On 1-year performance, UXJA leads with 25.34% vs 15.54% for BUFR. On fees, UXJA is cheaper at 0.85% per year. On volatility, BUFR has been the lower-risk option at 2.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BUFR or UXJA?

Over the 1-year period, UXJA has performed better with a 25.34% return vs 15.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BUFR or UXJA?

UXJA is cheaper with a 0.85% expense ratio, compared with 0.95% for BUFR.

Which ETF pays a higher dividend yield, BUFR or UXJA?

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

What is the main difference between BUFR and UXJA?

Their fees differ too: 0.95% for BUFR and 0.85% for UXJA.

Which has better risk-adjusted returns?

BUFR currently has the higher Sharpe Ratio (2.33 vs 1.75), 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.