DGLO vs. BUFH

Last updated Jul 11, 2026

DGLO (First Trust RBA Deglobalization ETF) and BUFH (FT Vest Laddered Max Buffer ETF) are both exchange-traded funds - DGLO is a Large Cap Blend Equities fund actively managed by First Trust, while BUFH is a Defined Outcome fund managed by First Trust. At a 0.45 correlation, their price movements are largely independent. DGLO charges 0.70%/yr vs 0.95%/yr for BUFH.

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.

Returns By Period

In the year-to-date period, DGLO achieves a 16.25% return, which is significantly higher than BUFH's 2.88% return.

DGLO

• 1D: 0.01%
• 1M: -1.59%
• 6M: 9.42%
• YTD: 16.25%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

BUFH

• 1D: 0.07%
• 1M: 0.56%
• 6M: 2.66%
• YTD: 2.88%
• 1Y: 6.24%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DGLO vs. BUFH - Yearly Performance Comparison

	2026 (YTD)	2025
DGLO First Trust RBA Deglobalization ETF	16.25%	1.61%
BUFH FT Vest Laddered Max Buffer ETF	2.88%	2.71%

Correlation

The correlation between DGLO and BUFH is 0.45, 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 7, 2025	0.45

Return for Risk

DGLO vs. BUFH — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DGLO

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

BUFH

BUFH Risk / Return Rank: 93
BUFH Sharpe Ratio Rank: 93
BUFH Sortino Ratio Rank: 95
BUFH Omega Ratio Rank: 95
BUFH Calmar Ratio Rank: 88
BUFH Martin Ratio Rank: 93

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.

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.

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.

	DGLO	BUFH	Difference
Sharpe ratio: Return per unit of total volatility	—	2.64	—
Sortino ratio: Return per unit of downside risk	—	4.15	—
Omega ratio: Gain probability vs. loss probability	—	1.59	—
Calmar ratio: Return relative to maximum drawdown	—	4.09	—
Martin ratio: Return relative to average drawdown	—	19.22	—

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.

Drawdown Indicators

	DGLO	BUFH	Difference
Max Drawdown Largest peak-to-trough decline	-7.74%	-1.53%	-6.21%
Max Drawdown (1Y) Largest decline over 1 year	—	-1.53%	—
Current Drawdown Current decline from peak	-1.59%	0.00%	-1.59%
Average Drawdown Average peak-to-trough decline	-1.96%	-0.17%	-1.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.33%	—

Volatility

Volatility by Period

	DGLO	BUFH	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.60%	—
Volatility (6M) Calculated over the trailing 6-month period	—	1.97%	—
Volatility (1Y) Calculated over the trailing 1-year period	15.23%	2.37%	+12.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.23%	2.34%	+12.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.23%	2.34%	+12.89%

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 0.58%, while BUFH has not paid dividends to shareholders.

Position	TTM	2025
BUFH FT Vest Laddered Max Buffer ETF	0.00%	0.00%
DGLO First Trust RBA Deglobalization ETF	0.58%	0.39%

Frequently Asked Questions

Can I hold both DGLO and BUFH in my portfolio?

DGLO and BUFH have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DGLO or BUFH?

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.

Which ETF is cheaper, DGLO or BUFH?

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

Which ETF pays a higher dividend yield, DGLO or BUFH?

DGLO has the higher dividend yield at 0.58%, compared with 0.00% for BUFH.

What is the main difference between DGLO and 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.