BUFZ vs. BUFD

In the year-to-date period, BUFZ achieves a 1.47% return, which is significantly higher than BUFD's 0.78% return.

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Both BUFZ and BUFD have an expense ratio of 1.05%.

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest Laddered Moderate Buffer ETF (BUFZ) and FT Cboe Vest Fund of Deep Buffer ETF (BUFD). 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.

The current BUFZ Sharpe Ratio is 0.79, which is comparable to the BUFD Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of BUFZ and BUFD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither BUFZ nor BUFD has paid dividends to shareholders.

The maximum BUFZ drawdown since its inception was -10.14%, smaller than the maximum BUFD drawdown of -10.75%. Use the drawdown chart below to compare losses from any high point for BUFZ and BUFD. For additional features, visit the drawdowns tool.

FT Cboe Vest Laddered Moderate Buffer ETF (BUFZ) and FT Cboe Vest Fund of Deep Buffer ETF (BUFD) have volatilities of 3.60% and 3.52%, 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.