DJD vs. BUFH

Last updated Jun 3, 2026

DJD (Invesco Dow Jones Industrial Average Dividend ETF) and BUFH (FT Vest Laddered Max Buffer ETF) are both exchange-traded funds - DJD is a Large Cap Blend Equities fund tracking the Dow Jones Industrial Average Yield Weight, while BUFH is a Defined Outcome fund managed by First Trust. At a 0.39 correlation, their price movements are largely independent. DJD charges 0.07%/yr vs 0.95%/yr for BUFH.

Performance

DJD vs. BUFH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Dow Jones Industrial Average Dividend ETF (DJD) 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, DJD achieves a 11.48% return, which is significantly higher than BUFH's 2.49% return.

DJD

• 1D: 0.46%
• 1M: 4.40%
• YTD: 11.48%
• 6M: 12.09%
• 1Y: 25.31%
• 3Y*: 18.07%
• 5Y*: 10.42%
• 10Y*: 12.49%

BUFH

• 1D: 0.05%
• 1M: 0.71%
• YTD: 2.49%
• 6M: 3.04%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DJD vs. BUFH - Yearly Performance Comparison

	2026 (YTD)	2025
DJD Invesco Dow Jones Industrial Average Dividend ETF	11.48%	11.47%
BUFH FT Vest Laddered Max Buffer ETF	2.49%	3.89%

Correlation

The correlation between DJD and BUFH is 0.39, 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 Jun 26, 2025	0.39

Return for Risk

DJD vs. BUFH — Risk / Return Rank

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

DJD

DJD Risk / Return Rank: 77
DJD Sharpe Ratio Rank: 76
DJD Sortino Ratio Rank: 83
DJD Omega Ratio Rank: 72
DJD Calmar Ratio Rank: 83
DJD Martin Ratio Rank: 70

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.

DJD vs. BUFH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dow Jones Industrial Average Dividend ETF (DJD) 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.

	DJD	BUFH	Difference
Sharpe ratio Return per unit of total volatility	2.49	—	—
Sortino ratio Return per unit of downside risk	3.76	—	—
Omega ratio Gain probability vs. loss probability	1.43	—	—
Calmar ratio Return relative to maximum drawdown	4.51	—	—
Martin ratio Return relative to average drawdown	13.27	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	DJD	BUFH	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.49	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.78	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.75	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.75	2.94	-2.19

Drawdowns

DJD vs. BUFH - Drawdown Comparison

The maximum DJD drawdown since its inception was -34.66%, which is greater than BUFH's maximum drawdown of -1.53%. Use the drawdown chart below to compare losses from any high point for DJD and BUFH.

Drawdown Indicators

	DJD	BUFH	Difference
Max Drawdown Largest peak-to-trough decline	-34.66%	-1.53%	-33.13%
Max Drawdown (1Y) Largest decline over 1 year	-5.64%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-12.28%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-19.94%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-34.66%	—	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-3.75%	-0.18%	-3.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.91%	—	—

Volatility

Volatility by Period

	DJD	BUFH	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.59%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.51%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	10.20%	2.37%	+7.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.35%	2.37%	+10.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.65%	2.37%	+14.28%

DJD vs. BUFH - Expense Ratio Comparison

DJD has a 0.07% expense ratio, which is lower than BUFH's 0.95% expense ratio.

Dividends

DJD vs. BUFH - Dividend Comparison

DJD's dividend yield for the trailing twelve months is around 2.41%, while BUFH has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BUFH FT Vest Laddered Max 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%
DJD Invesco Dow Jones Industrial Average Dividend ETF	2.41%	2.62%	3.00%	3.49%	3.16%	2.82%	3.47%	2.80%	2.66%	2.75%	2.46%	0.08%

Frequently Asked Questions

Can I hold both DJD and BUFH in my portfolio?

DJD and BUFH have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DJD or BUFH?

On fees, DJD is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DJD or BUFH?

DJD is cheaper with a 0.07% expense ratio, compared with 0.95% for BUFH.

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

DJD has the higher dividend yield at 2.41%, compared with 0.00% for BUFH.

What is the main difference between DJD and BUFH?

DJD is categorized as Large Cap Blend Equities, while BUFH is Defined Outcome. They also come from different issuers: Invesco and First Trust. Their fees differ too: 0.07% for DJD and 0.95% for BUFH.