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DGLO vs. BUFH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DGLO vs. BUFH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust RBA Deglobalization ETF (DGLO) and FT Vest Laddered Max Buffer ETF (BUFH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DGLO achieves a 15.52% return, which is significantly higher than BUFH's 2.21% return.


DGLO

1D
-1.20%
1M
0.86%
YTD
15.52%
6M
14.88%
1Y
3Y*
5Y*
10Y*

BUFH

1D
-0.26%
1M
0.26%
YTD
2.21%
6M
2.60%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DGLO vs. BUFH - Yearly Performance Comparison


Correlation

The correlation between DGLO and BUFH is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 8, 2025

0.46

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Return for Risk

DGLO vs. BUFH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust RBA Deglobalization ETF (DGLO) and FT Vest Laddered Max Buffer ETF (BUFH). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

DGLO vs. BUFH - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DGLOBUFHDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

1.52

2.76

-1.24

Drawdowns

DGLO vs. BUFH - Drawdown Comparison

The maximum DGLO drawdown since its inception was -7.74%, which is greater than BUFH's maximum drawdown of -1.53%. Use the drawdown chart below to compare losses from any high point for DGLO and BUFH.


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Drawdown Indicators


DGLOBUFHDifference

Max Drawdown

Largest peak-to-trough decline

-7.74%

-1.53%

-6.21%

Current Drawdown

Current decline from peak

-1.20%

-0.28%

-0.92%

Average Drawdown

Average peak-to-trough decline

-2.05%

-0.18%

-1.87%

Volatility

DGLO vs. BUFH - Volatility Comparison


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Volatility by Period


DGLOBUFHDifference

Volatility (1Y)

Calculated over the trailing 1-year period

15.45%

2.38%

+13.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.45%

2.38%

+13.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.45%

2.38%

+13.07%

DGLO vs. BUFH - Expense Ratio Comparison

DGLO has a 0.70% expense ratio, which is lower than BUFH's 0.95% expense ratio.


Dividends

DGLO vs. BUFH - Dividend Comparison

DGLO's dividend yield for the trailing twelve months is around 0.48%, while BUFH has not paid dividends to shareholders.


Frequently Asked Questions


DGLO and BUFH have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DGLO is cheaper at 0.70% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DGLO is cheaper with a 0.70% expense ratio, compared with 0.95% for BUFH.

DGLO has the higher dividend yield at 0.48%, compared with 0.00% for BUFH.

DGLO is categorized as Large Cap Blend Equities, while BUFH is Defined Outcome. Their fees differ too: 0.70% for DGLO and 0.95% for BUFH.

Portfolio Optimizer

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