DIVB vs. BUFX
DIVB (iShares U.S. Dividend and Buyback ETF) and BUFX (FT Vest Laddered Enhance & Moderate Buffer ETF) are both exchange-traded funds - DIVB is a Large Cap Blend Equities fund tracking the Morningstar US Dividend and Buyback Index, while BUFX is a Defined Outcome fund managed by First Trust. A 0.56 correlation means they provide meaningful diversification when combined. DIVB charges 0.25%/yr vs 0.96%/yr for BUFX.
Performance
DIVB vs. BUFX - Performance Comparison
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Returns By Period
In the year-to-date period, DIVB achieves a 17.35% return, which is significantly higher than BUFX's 4.10% return.
DIVB
- 1D
- -0.56%
- 1M
- 8.55%
- YTD
- 17.35%
- 6M
- 17.71%
- 1Y
- 29.81%
- 3Y*
- 22.07%
- 5Y*
- 12.19%
- 10Y*
- —
BUFX
- 1D
- -0.05%
- 1M
- 1.35%
- YTD
- 4.10%
- 6M
- 4.88%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DIVB vs. BUFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DIVB iShares U.S. Dividend and Buyback ETF | 17.35% | 8.90% |
BUFX FT Vest Laddered Enhance & Moderate Buffer ETF | 4.10% | 5.62% |
Correlation
The correlation between DIVB and BUFX is 0.56, 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 26, 2025 | 0.56 |
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Return for Risk
DIVB vs. BUFX — Risk / Return Rank
DIVB
BUFX
DIVB vs. BUFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Dividend and Buyback ETF (DIVB) and FT Vest Laddered Enhance & Moderate Buffer ETF (BUFX). 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.
| DIVB | BUFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.47 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 4.39 | — | — |
| Martin ratioReturn relative to average drawdown | 14.95 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DIVB | BUFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.65 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 2.68 | -1.92 |
Drawdowns
DIVB vs. BUFX - Drawdown Comparison
The maximum DIVB drawdown since its inception was -36.93%, which is greater than BUFX's maximum drawdown of -2.87%. Use the drawdown chart below to compare losses from any high point for DIVB and BUFX.
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Drawdown Indicators
| DIVB | BUFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.93% | -2.87% | -34.06% |
Max Drawdown (1Y)Largest decline over 1 year | -6.82% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -15.45% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -21.08% | — | — |
Current DrawdownCurrent decline from peak | -0.56% | -0.07% | -0.49% |
Average DrawdownAverage peak-to-trough decline | -4.99% | -0.24% | -4.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | — | — |
Volatility
DIVB vs. BUFX - Volatility Comparison
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Volatility by Period
| DIVB | BUFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.34% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 8.44% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 11.33% | 3.98% | +7.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.23% | 3.98% | +11.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.38% | 3.98% | +14.40% |
DIVB vs. BUFX - Expense Ratio Comparison
DIVB has a 0.25% expense ratio, which is lower than BUFX's 0.96% expense ratio.
Dividends
DIVB vs. BUFX - Dividend Comparison
DIVB's dividend yield for the trailing twelve months is around 2.19%, while BUFX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
DIVB iShares U.S. Dividend and Buyback ETF | 2.19% | 2.50% | 2.61% | 3.18% | 2.02% | 1.63% | 2.08% | 2.07% | 2.52% | 0.37% |
Frequently Asked Questions
DIVB and BUFX have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DIVB is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DIVB is cheaper with a 0.25% expense ratio, compared with 0.96% for BUFX.
DIVB has the higher dividend yield at 2.19%, compared with 0.00% for BUFX.
DIVB is categorized as Large Cap Blend Equities, while BUFX is Defined Outcome. They also come from different issuers: iShares and First Trust. Their fees differ too: 0.25% for DIVB and 0.96% for BUFX.
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