EFA vs. BUFI
EFA (iShares MSCI EAFE ETF) and BUFI (AB International Buffer ETF) are both exchange-traded funds - EFA is a Foreign Large Cap Equities fund tracking the MSCI EAFE Index (Net), while BUFI is a Defined Outcome fund actively managed by AllianceBernstein. EFA is passively managed, while BUFI is actively managed. Over the past year, EFA returned 25.09% vs 14.79% for BUFI. Their 0.97 correlation means they have historically moved very closely together. EFA charges 0.32%/yr vs 0.69%/yr for BUFI.
Performance
EFA vs. BUFI - Performance Comparison
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Returns By Period
In the year-to-date period, EFA achieves a 11.69% return, which is significantly higher than BUFI's 6.77% return.
EFA
- 1D
- -0.62%
- 1M
- 1.16%
- 6M
- 6.46%
- YTD
- 11.69%
- 1Y
- 25.09%
- 3Y*
- 16.41%
- 5Y*
- 9.23%
- 10Y*
- 9.47%
- ALL TIME*
- 6.58%
BUFI
- 1D
- -0.60%
- 1M
- 0.60%
- 6M
- 4.45%
- YTD
- 6.77%
- 1Y
- 14.79%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 13.44%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $181.70K | $602.68K | $512.75K | |
| $1.24B | $1.12B | $1.39B |
EFA vs. BUFI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EFA iShares MSCI EAFE ETF | 11.69% | 31.55% | -4.24% |
BUFI AB International Buffer ETF | 6.77% | 16.50% | -1.18% |
Correlation
The correlation between EFA and BUFI is 0.97 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.97 |
Correlation (All Time) Calculated using the full available price history since Dec 10, 2024 | 0.97 |
The correlation between EFA and BUFI has been stable across timeframes, ranging from 0.97 to 0.97 - a consistent structural relationship.
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Return for Risk
EFA vs. BUFI — Risk / Return Rank
EFA
BUFI
EFA vs. BUFI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE ETF (EFA) and AB International Buffer ETF (BUFI). 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.
| EFA | BUFI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.32 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.18 | 2.61 | -0.43 |
| Martin ratioReturn relative to average drawdown | 8.23 | 10.48 | -2.25 |
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Drawdowns
EFA vs. BUFI - Drawdown Comparison
The maximum EFA drawdown since its inception was -61.04%, which is greater than BUFI's maximum drawdown of -7.43%. Use the drawdown chart below to compare losses from any high point for EFA and BUFI.
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Drawdown Indicators
| EFA | BUFI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.04% | -7.43% | -53.61% |
Max Drawdown (1Y)Largest decline over 1 year | -11.42% | -5.69% | -5.73% |
Max Drawdown (3Y)Largest decline over 3 years | -14.05% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -29.53% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -34.19% | — | — |
Current DrawdownCurrent decline from peak | -0.62% | -0.60% | -0.02% |
Average DrawdownAverage peak-to-trough decline | -11.86% | -0.84% | -11.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 1.41% | +1.61% |
Volatility
EFA vs. BUFI - Volatility Comparison
iShares MSCI EAFE ETF (EFA) has a higher volatility of 4.69% compared to AB International Buffer ETF (BUFI) at 3.43%. This indicates that EFA's price experiences larger fluctuations and is considered to be riskier than BUFI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EFA | BUFI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.69% | 3.43% | +1.26% |
Volatility (6M)Calculated over the trailing 6-month period | 13.71% | 7.96% | +5.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.79% | 9.04% | +6.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.62% | 9.28% | +7.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.00% | 9.28% | +7.72% |
EFA vs. BUFI - Expense Ratio Comparison
EFA has a 0.32% expense ratio, which is lower than BUFI's 0.69% expense ratio.
Dividends
EFA vs. BUFI - Dividend Comparison
EFA's dividend yield for the trailing twelve months is around 3.19%, while BUFI has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BUFI AB International 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% |
EFA iShares MSCI EAFE ETF | 3.19% | 3.38% | 3.24% | 2.98% | 2.69% | 3.33% | 2.13% | 3.10% | 3.39% | 2.57% | 3.07% | 2.76% |
Frequently Asked Questions
With a correlation of 0.97, EFA and BUFI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
EFA has higher volatility (4.69%) compared to BUFI (3.43%). In terms of maximum drawdown, EFA dropped -61.04% vs BUFI's -7.43%.
On 1-year performance, EFA leads with 25.09% vs 14.79% for BUFI. On fees, EFA is cheaper at 0.32% per year. On volatility, BUFI has been the lower-risk option at 3.43%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, EFA has performed better with a 25.09% return vs 14.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EFA is cheaper with a 0.32% expense ratio, compared with 0.69% for BUFI.
EFA has the higher dividend yield at 3.19%, compared with 0.00% for BUFI.
EFA is categorized as Foreign Large Cap Equities, while BUFI is Defined Outcome. They also come from different issuers: iShares and AllianceBernstein. Their fees differ too: 0.32% for EFA and 0.69% for BUFI.
BUFI currently has the higher Sharpe Ratio (1.64 vs 1.58), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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