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ESMV vs. BUFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESMV vs. BUFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG MSCI USA Min Vol Factor ETF (ESMV) 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, ESMV achieves a 5.28% return, which is significantly higher than BUFX's 4.10% return.


ESMV

1D
-0.78%
1M
3.36%
YTD
5.28%
6M
5.39%
1Y
6.76%
3Y*
11.27%
5Y*
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)

ESMV vs. BUFX - Yearly Performance Comparison


Correlation

The correlation between ESMV and BUFX is 0.57, 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

0.57

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Return for Risk

ESMV vs. BUFX — Risk / Return Rank

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

ESMV
ESMV Risk / Return Rank: 2121
Overall Rank
ESMV Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
ESMV Sortino Ratio Rank: 1919
Sortino Ratio Rank
ESMV Omega Ratio Rank: 2020
Omega Ratio Rank
ESMV Calmar Ratio Rank: 2222
Calmar Ratio Rank
ESMV Martin Ratio Rank: 2323
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.

ESMV vs. BUFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG MSCI USA Min Vol Factor ETF (ESMV) 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.


ESMVBUFXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.13

Calmar ratioReturn relative to maximum drawdown

0.97

Martin ratioReturn relative to average drawdown

2.97

ESMV vs. BUFX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ESMVBUFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

2.68

-2.25

Drawdowns

ESMV vs. BUFX - Drawdown Comparison

The maximum ESMV drawdown since its inception was -19.77%, which is greater than BUFX's maximum drawdown of -2.87%. Use the drawdown chart below to compare losses from any high point for ESMV and BUFX.


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Drawdown Indicators


ESMVBUFXDifference

Max Drawdown

Largest peak-to-trough decline

-19.77%

-2.87%

-16.90%

Max Drawdown (1Y)

Largest decline over 1 year

-7.01%

Max Drawdown (3Y)

Largest decline over 3 years

-12.16%

Current Drawdown

Current decline from peak

-0.78%

-0.07%

-0.71%

Average Drawdown

Average peak-to-trough decline

-5.33%

-0.24%

-5.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.28%

Volatility

ESMV vs. BUFX - Volatility Comparison


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Volatility by Period


ESMVBUFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.25%

Volatility (6M)

Calculated over the trailing 6-month period

6.26%

Volatility (1Y)

Calculated over the trailing 1-year period

10.06%

3.98%

+6.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.24%

3.98%

+9.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.24%

3.98%

+9.26%

ESMV vs. BUFX - Expense Ratio Comparison

ESMV has a 0.18% expense ratio, which is lower than BUFX's 0.96% expense ratio.


Dividends

ESMV vs. BUFX - Dividend Comparison

ESMV's dividend yield for the trailing twelve months is around 1.58%, while BUFX has not paid dividends to shareholders.


PositionTTM20252024202320222021
BUFX
FT Vest Laddered Enhance & Moderate Buffer ETF
0.00%0.00%0.00%0.00%0.00%0.00%
ESMV
iShares ESG MSCI USA Min Vol Factor ETF
1.58%1.56%1.71%1.75%1.66%0.24%

Frequently Asked Questions


ESMV and BUFX have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ESMV is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ESMV is cheaper with a 0.18% expense ratio, compared with 0.96% for BUFX.

ESMV has the higher dividend yield at 1.58%, compared with 0.00% for BUFX.

ESMV 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: 0.18% for ESMV and 0.96% for BUFX.

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