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BUFR vs. XYLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BUFR vs. XYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest Laddered Buffer ETF (BUFR) and Global X S&P 500 Covered Call ETF (XYLD). 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 lower than XYLD's 6.98% 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%

XYLD

1D
0.15%
1M
2.28%
6M
6.06%
YTD
6.98%
1Y
16.60%
3Y*
11.30%
5Y*
7.72%
10Y*
8.14%
ALL TIME*
8.30%
*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
$39.54M$38.84M$31.76M

BUFR vs. XYLD - 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%
XYLD
Global X S&P 500 Covered Call ETF
6.98%8.02%19.49%11.10%-12.05%19.59%8.71%

Correlation

The correlation between BUFR and XYLD is 0.92, meaning they have usually moved in the same direction, including during past declines.


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

0.92

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

0.86

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

0.86

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

0.83

The correlation between BUFR and XYLD has been stable across timeframes, ranging from 0.83 to 0.92 - a consistent structural relationship.

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Return for Risk

BUFR vs. XYLD — 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

XYLD
XYLD Risk / Return Rank: 9191
Overall Rank
XYLD Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
XYLD Sortino Ratio Rank: 9393
Sortino Ratio Rank
XYLD Omega Ratio Rank: 9595
Omega Ratio Rank
XYLD Calmar Ratio Rank: 8484
Calmar Ratio Rank
XYLD Martin Ratio Rank: 9393
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. XYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest Laddered Buffer ETF (BUFR) and Global X S&P 500 Covered Call ETF (XYLD). 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.


BUFRXYLDDifference
Sharpe ratioReturn per unit of total volatility

-0.51

Sortino ratioReturn per unit of downside risk

-0.68

Omega ratioGain probability vs. loss probability

1.37

1.54

-0.17

Calmar ratioReturn relative to maximum drawdown

2.78

3.20

-0.43

Martin ratioReturn relative to average drawdown

14.53

16.66

-2.12

BUFR vs. XYLD - Sharpe Ratio Comparison

The current BUFR Sharpe Ratio is 1.92, which is comparable to the XYLD Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of BUFR and XYLD, 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. XYLD - Drawdown Comparison

The maximum BUFR drawdown since its inception was -13.73%, smaller than the maximum XYLD drawdown of -33.46%. Use the drawdown chart below to compare losses from any high point for BUFR and XYLD.


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Drawdown Indicators


BUFRXYLDDifference

Max Drawdown

Largest peak-to-trough decline

-13.73%

-33.46%

+19.73%

Max Drawdown (1Y)

Largest decline over 1 year

-4.61%

-5.29%

+0.68%

Max Drawdown (3Y)

Largest decline over 3 years

-12.81%

-15.53%

+2.72%

Max Drawdown (5Y)

Largest decline over 5 years

-13.73%

-18.66%

+4.93%

Max Drawdown (10Y)

Largest decline over 10 years

-33.46%

Current Drawdown

Current decline from peak

-0.90%

-0.51%

-0.39%

Average Drawdown

Average peak-to-trough decline

-2.05%

-3.68%

+1.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

1.01%

-0.13%

Volatility

BUFR vs. XYLD - Volatility Comparison

FT Vest Laddered Buffer ETF (BUFR) and Global X S&P 500 Covered Call ETF (XYLD) have volatilities of 1.58% and 1.57%, 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.


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Volatility by Period


BUFRXYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.58%

1.57%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

5.26%

5.80%

-0.54%

Volatility (1Y)

Calculated over the trailing 1-year period

6.66%

6.98%

-0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.47%

11.25%

-0.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.16%

14.15%

-3.99%

BUFR vs. XYLD - Expense Ratio Comparison

BUFR has a 0.95% expense ratio, which is higher than XYLD's 0.60% expense ratio.


Dividends

BUFR vs. XYLD - Dividend Comparison

BUFR has not paid dividends to shareholders, while XYLD's dividend yield for the trailing twelve months is around 10.63%.


PositionTTM20252024202320222021202020192018201720162015
BUFR
FT Vest Laddered Buffer ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XYLD
Global X S&P 500 Covered Call ETF
10.63%10.51%11.54%10.51%13.43%9.07%7.93%5.76%7.12%5.18%3.23%4.65%

Frequently Asked Questions


With a correlation of 0.92, BUFR and XYLD 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.

BUFR has higher volatility (1.58%) compared to XYLD (1.57%). In terms of maximum drawdown, BUFR dropped -13.73% vs XYLD's -33.46%.

On 5-year performance, BUFR leads with 9.55% vs 7.72% for XYLD. On fees, XYLD is cheaper at 0.60% per year. Their volatility is very similar. 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 7.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XYLD is cheaper with a 0.60% expense ratio, compared with 0.95% for BUFR.

XYLD has the higher dividend yield at 10.63%, compared with 0.00% for BUFR.

BUFR is categorized as Defined Outcome, while XYLD is Derivative Income. They also come from different issuers: First Trust and Global X. Their fees differ too: 0.95% for BUFR and 0.60% for XYLD.

XYLD currently has the higher Sharpe Ratio (2.43 vs 1.92), 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

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