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ESGU vs. BUFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESGU vs. BUFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Aware MSCI USA ETF (ESGU) and FT Vest Laddered Enhance & Moderate Buffer ETF (BUFX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ESGU achieves a 11.06% return, which is significantly higher than BUFX's 4.10% return.


ESGU

1D
-0.79%
1M
5.51%
YTD
11.06%
6M
10.93%
1Y
27.83%
3Y*
22.00%
5Y*
12.74%
10Y*

BUFX

1D
-0.05%
1M
1.35%
YTD
4.10%
6M
4.88%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESGU vs. BUFX - Yearly Performance Comparison


Correlation

The correlation between ESGU and BUFX is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 26, 2025

0.90

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Return for Risk

ESGU vs. BUFX — Risk / Return Rank

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

ESGU
ESGU Risk / Return Rank: 6767
Overall Rank
ESGU Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
ESGU Sortino Ratio Rank: 6666
Sortino Ratio Rank
ESGU Omega Ratio Rank: 6767
Omega Ratio Rank
ESGU Calmar Ratio Rank: 6060
Calmar Ratio Rank
ESGU Martin Ratio Rank: 7272
Martin Ratio Rank

BUFX
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.

ESGU vs. BUFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware MSCI USA ETF (ESGU) 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.


ESGUBUFXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.41

Calmar ratioReturn relative to maximum drawdown

3.02

Martin ratioReturn relative to average drawdown

13.75

ESGU vs. BUFX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ESGUBUFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

2.68

-1.85

Drawdowns

ESGU vs. BUFX - Drawdown Comparison

The maximum ESGU drawdown since its inception was -33.87%, which is greater than BUFX's maximum drawdown of -2.87%. Use the drawdown chart below to compare losses from any high point for ESGU and BUFX.


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Drawdown Indicators


ESGUBUFXDifference

Max Drawdown

Largest peak-to-trough decline

-33.87%

-2.87%

-31.00%

Max Drawdown (1Y)

Largest decline over 1 year

-9.26%

Max Drawdown (3Y)

Largest decline over 3 years

-19.32%

Max Drawdown (5Y)

Largest decline over 5 years

-26.15%

Current Drawdown

Current decline from peak

-0.79%

-0.07%

-0.72%

Average Drawdown

Average peak-to-trough decline

-4.89%

-0.24%

-4.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

Volatility

ESGU vs. BUFX - Volatility Comparison


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Volatility by Period


ESGUBUFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.92%

Volatility (6M)

Calculated over the trailing 6-month period

9.20%

Volatility (1Y)

Calculated over the trailing 1-year period

12.16%

3.98%

+8.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.32%

3.98%

+13.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.60%

3.98%

+14.62%

ESGU vs. BUFX - Expense Ratio Comparison

ESGU has a 0.15% expense ratio, which is lower than BUFX's 0.96% expense ratio.


Dividends

ESGU vs. BUFX - Dividend Comparison

ESGU's dividend yield for the trailing twelve months is around 0.92%, while BUFX has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
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%
ESGU
iShares ESG Aware MSCI USA ETF
0.92%0.99%1.18%1.43%1.58%1.06%1.27%1.32%1.73%1.82%

Frequently Asked Questions


ESGU and BUFX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ESGU is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ESGU is cheaper with a 0.15% expense ratio, compared with 0.96% for BUFX.

ESGU has the higher dividend yield at 0.92%, compared with 0.00% for BUFX.

ESGU 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: 0.15% for ESGU and 0.96% for BUFX.

Portfolio Optimizer

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