EQL vs. BUFH

Last updated Jun 4, 2026

EQL (ALPS Equal Sector Weight ETF) and BUFH (FT Vest Laddered Max Buffer ETF) are both exchange-traded funds - EQL is a Large Cap Blend Equities fund tracking the NYSE Equal Sector Weight Index, while BUFH is a Defined Outcome fund managed by First Trust. A 0.56 correlation means they provide meaningful diversification when combined. EQL charges 0.27%/yr vs 0.95%/yr for BUFH.

Performance

EQL vs. BUFH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS Equal Sector Weight ETF (EQL) 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, EQL achieves a 8.83% return, which is significantly higher than BUFH's 2.45% return.

EQL

• 1D: -0.16%
• 1M: 0.96%
• YTD: 8.83%
• 6M: 9.12%
• 1Y: 18.80%
• 3Y*: 16.48%
• 5Y*: 10.49%
• 10Y*: 12.47%

BUFH

• 1D: -0.05%
• 1M: 0.75%
• YTD: 2.45%
• 6M: 2.82%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

EQL vs. BUFH - Yearly Performance Comparison

	2026 (YTD)	2025
EQL ALPS Equal Sector Weight ETF	8.83%	8.34%
BUFH FT Vest Laddered Max Buffer ETF	2.45%	3.89%

Correlation

The correlation between EQL and BUFH 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

Return for Risk

EQL vs. BUFH — Risk / Return Rank

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

EQL

EQL Risk / Return Rank: 60
EQL Sharpe Ratio Rank: 59
EQL Sortino Ratio Rank: 59
EQL Omega Ratio Rank: 58
EQL Calmar Ratio Rank: 61
EQL Martin Ratio Rank: 64

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.

EQL vs. BUFH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS Equal Sector Weight ETF (EQL) 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.

	EQL	BUFH	Difference
Sharpe ratio: Return per unit of total volatility	2.02	—	—
Sortino ratio: Return per unit of downside risk	2.86	—	—
Omega ratio: Gain probability vs. loss probability	1.36	—	—
Calmar ratio: Return relative to maximum drawdown	3.05	—	—
Martin ratio: Return relative to average drawdown	11.93	—	—
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

	EQL	BUFH	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.02	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.72	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.76	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.85	2.91	-2.06

Drawdowns

EQL vs. BUFH - Drawdown Comparison

The maximum EQL drawdown since its inception was -35.65%, which is greater than BUFH's maximum drawdown of -1.53%. Use the drawdown chart below to compare losses from any high point for EQL and BUFH.

Drawdown Indicators

	EQL	BUFH	Difference
Max Drawdown Largest peak-to-trough decline	-35.65%	-1.53%	-34.12%
Max Drawdown (1Y) Largest decline over 1 year	-6.19%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-15.07%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-19.24%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-35.65%	—	—
Current Drawdown Current decline from peak	-1.00%	-0.05%	-0.95%
Average Drawdown Average peak-to-trough decline	-3.26%	-0.18%	-3.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.58%	—	—

Volatility

Volatility by Period

	EQL	BUFH	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.21%	—	—
Volatility (6M) Calculated over the trailing 6-month period	6.82%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	9.34%	2.37%	+6.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.55%	2.37%	+12.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.54%	2.37%	+14.17%

EQL vs. BUFH - Expense Ratio Comparison

EQL has a 0.27% expense ratio, which is lower than BUFH's 0.95% expense ratio.

Dividends

EQL vs. BUFH - Dividend Comparison

EQL's dividend yield for the trailing twelve months is around 1.62%, 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%
EQL ALPS Equal Sector Weight ETF	1.62%	1.73%	1.78%	1.96%	2.14%	1.69%	2.29%	1.95%	2.39%	1.97%	2.89%	2.07%

Frequently Asked Questions

Can I hold both EQL and BUFH in my portfolio?

EQL and BUFH 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.

Which ETF is better, EQL or BUFH?

On fees, EQL is cheaper at 0.27% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, EQL or BUFH?

EQL is cheaper with a 0.27% expense ratio, compared with 0.95% for BUFH.

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

EQL has the higher dividend yield at 1.62%, compared with 0.00% for BUFH.

What is the main difference between EQL and BUFH?

EQL is categorized as Large Cap Blend Equities, while BUFH is Defined Outcome. They also come from different issuers: SS&C and First Trust. Their fees differ too: 0.27% for EQL and 0.95% for BUFH.