FFEB vs. BUFR
Compare and contrast key facts about FT Cboe Vest U.S. Equity Buffer ETF - February (FFEB) and FT Cboe Vest Fund of Buffer ETFs (BUFR).
FFEB and BUFR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FFEB is a passively managed fund by First Trust that tracks the performance of the Cboe S&P 500 Buffer Protect Index February Series. It was launched on Feb 21, 2020. BUFR is an actively managed fund by First Trust. It was launched on Aug 10, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FFEB or BUFR.
Performance
FFEB vs. BUFR - Performance Comparison
Returns By Period
In the year-to-date period, FFEB achieves a 15.92% return, which is significantly higher than BUFR's 14.30% return.
FFEB
15.92%
0.99%
7.88%
21.10%
N/A
N/A
BUFR
14.30%
0.80%
6.67%
18.49%
N/A
N/A
Key characteristics
| FFEB | BUFR | |
|---|---|---|
| Sharpe Ratio | 2.91 | 3.00 |
| Sortino Ratio | 4.06 | 4.20 |
| Omega Ratio | 1.59 | 1.64 |
| Calmar Ratio | 4.23 | 4.47 |
| Martin Ratio | 21.18 | 25.79 |
| Ulcer Index | 0.99% | 0.71% |
| Daily Std Dev | 7.17% | 6.10% |
| Max Drawdown | -22.81% | -13.73% |
| Current Drawdown | -0.32% | -0.39% |
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FFEB vs. BUFR - Expense Ratio Comparison
FFEB has a 0.85% expense ratio, which is lower than BUFR's 1.05% expense ratio.
Correlation
The correlation between FFEB and BUFR is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
FFEB vs. BUFR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Buffer ETF - February (FFEB) and FT Cboe Vest Fund of Buffer ETFs (BUFR). 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.
Dividends
FFEB vs. BUFR - Dividend Comparison
Neither FFEB nor BUFR has paid dividends to shareholders.
Drawdowns
FFEB vs. BUFR - Drawdown Comparison
The maximum FFEB drawdown since its inception was -22.81%, which is greater than BUFR's maximum drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for FFEB and BUFR. For additional features, visit the drawdowns tool.
Volatility
FFEB vs. BUFR - Volatility Comparison
FT Cboe Vest U.S. Equity Buffer ETF - February (FFEB) and FT Cboe Vest Fund of Buffer ETFs (BUFR) have volatilities of 1.88% and 1.83%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.