ESGD vs. BUFI
ESGD (iShares ESG Aware MSCI EAFE ETF) and BUFI (AB International Buffer ETF) are both exchange-traded funds - ESGD is a Foreign Large Cap Equities fund tracking the MSCI EAFE Extended ESG Focus Index, while BUFI is a Defined Outcome fund actively managed by AllianceBernstein. ESGD is passively managed, while BUFI is actively managed. Over the past year, ESGD returned 20.95% vs 13.19% for BUFI. With a 0.96 correlation, they move nearly in lockstep. ESGD charges 0.20%/yr vs 0.69%/yr for BUFI.
Performance
ESGD vs. BUFI - Performance Comparison
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Returns By Period
In the year-to-date period, ESGD achieves a 8.26% return, which is significantly higher than BUFI's 5.09% return.
ESGD
- 1D
- -2.14%
- 1M
- 0.17%
- YTD
- 8.26%
- 6M
- 7.92%
- 1Y
- 20.95%
- 3Y*
- 16.09%
- 5Y*
- 8.11%
- 10Y*
- —
BUFI
- 1D
- -0.95%
- 1M
- 0.35%
- YTD
- 5.09%
- 6M
- 5.03%
- 1Y
- 13.19%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ESGD vs. BUFI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ESGD iShares ESG Aware MSCI EAFE ETF | 8.26% | 29.63% | -3.93% |
BUFI AB International Buffer ETF | 5.09% | 16.50% | -1.18% |
Correlation
The correlation between ESGD and BUFI is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Dec 10, 2024 | 0.96 |
The correlation between ESGD and BUFI has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.
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Return for Risk
ESGD vs. BUFI — Risk / Return Rank
ESGD
BUFI
ESGD vs. BUFI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware MSCI EAFE ETF (ESGD) 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.
| ESGD | BUFI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.21 | ||
| Sortino ratioReturn per unit of downside risk | -0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.30 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.80 | 2.33 | -0.52 |
| Martin ratioReturn relative to average drawdown | 6.72 | 9.26 | -2.53 |
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Drawdowns
ESGD vs. BUFI - Drawdown Comparison
The maximum ESGD drawdown since its inception was -33.70%, which is greater than BUFI's maximum drawdown of -7.43%. Use the drawdown chart below to compare losses from any high point for ESGD and BUFI.
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Drawdown Indicators
| ESGD | BUFI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.70% | -7.43% | -26.27% |
Max Drawdown (1Y)Largest decline over 1 year | -11.68% | -5.69% | -5.99% |
Max Drawdown (3Y)Largest decline over 3 years | -13.86% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -30.03% | — | — |
Current DrawdownCurrent decline from peak | -2.14% | -0.95% | -1.19% |
Average DrawdownAverage peak-to-trough decline | -6.16% | -0.84% | -5.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 1.43% | +1.69% |
Volatility
ESGD vs. BUFI - Volatility Comparison
iShares ESG Aware MSCI EAFE ETF (ESGD) has a higher volatility of 5.48% compared to AB International Buffer ETF (BUFI) at 2.37%. This indicates that ESGD'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
| ESGD | BUFI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.48% | 2.37% | +3.11% |
Volatility (6M)Calculated over the trailing 6-month period | 13.45% | 7.33% | +6.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.86% | 8.62% | +7.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.72% | 9.16% | +7.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.00% | 9.16% | +7.84% |
ESGD vs. BUFI - Expense Ratio Comparison
ESGD has a 0.20% expense ratio, which is lower than BUFI's 0.69% expense ratio.
Dividends
ESGD vs. BUFI - Dividend Comparison
ESGD's dividend yield for the trailing twelve months is around 3.38%, while BUFI has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
ESGD iShares ESG Aware MSCI EAFE ETF | 3.38% | 3.60% | 3.23% | 3.02% | 2.59% | 2.75% | 1.63% | 2.57% | 2.69% | 2.65% | 0.09% |
Frequently Asked Questions
With a correlation of 0.97, ESGD 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.
ESGD has higher volatility (5.48%) compared to BUFI (2.37%). In terms of maximum drawdown, ESGD dropped -33.70% vs BUFI's -7.43%.
On 1-year performance, ESGD leads with 20.95% vs 13.19% for BUFI. On fees, ESGD is cheaper at 0.20% per year. On volatility, BUFI has been the lower-risk option at 2.37%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, ESGD has performed better with a 20.95% return vs 13.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ESGD is cheaper with a 0.20% expense ratio, compared with 0.69% for BUFI.
ESGD has the higher dividend yield at 3.38%, compared with 0.00% for BUFI.
ESGD 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: 0.20% for ESGD and 0.69% for BUFI.
BUFI currently has the higher Sharpe Ratio (1.54 vs 1.33), 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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