BUFX vs. QCLN
BUFX (FT Vest Laddered Enhance & Moderate Buffer ETF) and QCLN (First Trust NASDAQ Clean Edge Green Energy Index Fund) are both exchange-traded funds - BUFX is a Defined Outcome fund managed by First Trust, while QCLN is a Alternative Energy Equities fund tracking the Nasdaq Clean Edge Green Energy Index. A 0.60 correlation means they provide meaningful diversification when combined. BUFX charges 0.96%/yr vs 0.59%/yr for QCLN.
Performance
BUFX vs. QCLN - Performance Comparison
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Returns By Period
In the year-to-date period, BUFX achieves a 3.84% return, which is significantly lower than QCLN's 37.20% return.
BUFX
- 1D
- -0.27%
- 1M
- 0.09%
- YTD
- 3.84%
- 6M
- 3.89%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QCLN
- 1D
- -6.27%
- 1M
- -3.52%
- YTD
- 37.20%
- 6M
- 31.57%
- 1Y
- 92.03%
- 3Y*
- 8.84%
- 5Y*
- -1.13%
- 10Y*
- 16.79%
BUFX vs. QCLN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BUFX FT Vest Laddered Enhance & Moderate Buffer ETF | 3.84% | 5.43% |
QCLN First Trust NASDAQ Clean Edge Green Energy Index Fund | 37.20% | 37.35% |
Correlation
The correlation between BUFX and QCLN is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 25, 2025 | 0.60 |
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Return for Risk
BUFX vs. QCLN — Risk / Return Rank
BUFX
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
QCLN
BUFX vs. QCLN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FT Vest Laddered Enhance & Moderate Buffer ETF (BUFX) and First Trust NASDAQ Clean Edge Green Energy Index Fund (QCLN). 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.
| BUFX | QCLN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.37 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 5.64 | — |
| Martin ratioReturn relative to average drawdown | — | 18.14 | — |
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Drawdowns
BUFX vs. QCLN - Drawdown Comparison
The maximum BUFX drawdown since its inception was -2.87%, smaller than the maximum QCLN drawdown of -76.18%. Use the drawdown chart below to compare losses from any high point for BUFX and QCLN.
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Drawdown Indicators
| BUFX | QCLN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.87% | -76.18% | +73.31% |
Max Drawdown (1Y)Largest decline over 1 year | — | -16.40% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -56.08% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -69.49% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -71.73% | — |
Current DrawdownCurrent decline from peak | -0.59% | -29.12% | +28.53% |
Average DrawdownAverage peak-to-trough decline | -0.24% | -43.40% | +43.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 5.09% | — |
Volatility
BUFX vs. QCLN - Volatility Comparison
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Volatility by Period
| BUFX | QCLN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 17.77% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 29.96% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 4.05% | 37.45% | -33.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.05% | 38.54% | -34.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.05% | 35.21% | -31.16% |
BUFX vs. QCLN - Expense Ratio Comparison
BUFX has a 0.96% expense ratio, which is higher than QCLN's 0.59% expense ratio.
Dividends
BUFX vs. QCLN - Dividend Comparison
BUFX has not paid dividends to shareholders, while QCLN's dividend yield for the trailing twelve months is around 0.16%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BUFX FT Vest Laddered Enhance & Moderate 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% |
QCLN First Trust NASDAQ Clean Edge Green Energy Index Fund | 0.16% | 0.25% | 0.87% | 0.76% | 0.33% | 0.01% | 0.30% | 0.85% | 1.03% | 0.45% | 1.24% | 0.72% |
Frequently Asked Questions
BUFX and QCLN have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QCLN is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QCLN is cheaper with a 0.59% expense ratio, compared with 0.96% for BUFX.
QCLN has the higher dividend yield at 0.16%, compared with 0.00% for BUFX.
BUFX is categorized as Defined Outcome, while QCLN is Alternative Energy Equities. Their fees differ too: 0.96% for BUFX and 0.59% for QCLN.
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