FTWO vs. BUXX

Last updated Jun 24, 2026

FTWO (Strive Natural Resources and Security ETF) and BUXX (Strive Enhanced Income Short Maturity ETF) are both exchange-traded funds - FTWO is a Energy Equities fund tracking the Bloomberg Natural Resources and Security Total Return Index, while BUXX is a Ultrashort Bond fund actively managed by Strive. FTWO is passively managed, while BUXX is actively managed. Over the past year, FTWO returned 24.37% vs 4.15% for BUXX. At a 0.05 correlation, their price movements are largely independent. FTWO charges 0.49%/yr vs 0.26%/yr for BUXX.

Performance

FTWO vs. BUXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strive Natural Resources and Security ETF (FTWO) and Strive Enhanced Income Short Maturity ETF (BUXX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FTWO achieves a 7.77% return, which is significantly higher than BUXX's 1.81% return.

FTWO

• 1D: -1.31%
• 1M: -2.45%
• YTD: 7.77%
• 6M: 6.31%
• 1Y: 24.37%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BUXX

• 1D: 0.00%
• 1M: 0.36%
• YTD: 1.81%
• 6M: 1.89%
• 1Y: 4.15%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

FTWO vs. BUXX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
FTWO Strive Natural Resources and Security ETF	7.77%	43.06%	14.97%	0.75%
BUXX Strive Enhanced Income Short Maturity ETF	1.81%	4.84%	6.18%	2.35%

Correlation

The correlation between FTWO and BUXX is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.04
Correlation (All Time) Calculated using the full available price history since Aug 31, 2023	0.05

Return for Risk

FTWO vs. BUXX — Risk / Return Rank

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

FTWO

FTWO Risk / Return Rank: 37
FTWO Sharpe Ratio Rank: 40
FTWO Sortino Ratio Rank: 37
FTWO Omega Ratio Rank: 36
FTWO Calmar Ratio Rank: 36
FTWO Martin Ratio Rank: 35

BUXX

BUXX Risk / Return Rank: 97
BUXX Sharpe Ratio Rank: 94
BUXX Sortino Ratio Rank: 96
BUXX Omega Ratio Rank: 96
BUXX Calmar Ratio Rank: 98
BUXX Martin Ratio Rank: 98

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.

FTWO vs. BUXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strive Natural Resources and Security ETF (FTWO) and Strive Enhanced Income Short Maturity ETF (BUXX). 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.

	FTWO	BUXX	Difference
Sharpe ratio: Return per unit of total volatility	1.31	3.38	-2.08
Sortino ratio: Return per unit of downside risk	1.83	5.55	-3.72
Omega ratio: Gain probability vs. loss probability	1.23	1.81	-0.59
Calmar ratio: Return relative to maximum drawdown	1.68	14.15	-12.47
Martin ratio: Return relative to average drawdown	4.88	55.74	-50.86

FTWO vs. BUXX - Sharpe Ratio Comparison

The current FTWO Sharpe Ratio is 1.31, which is lower than the BUXX Sharpe Ratio of 3.38. The chart below compares the historical Sharpe Ratios of FTWO and BUXX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FTWO vs. BUXX - Drawdown Comparison

The maximum FTWO drawdown since its inception was -18.17%, which is greater than BUXX's maximum drawdown of -0.60%. Use the drawdown chart below to compare losses from any high point for FTWO and BUXX.

Drawdown Indicators

	FTWO	BUXX	Difference
Max Drawdown Largest peak-to-trough decline	-18.17%	-0.60%	-17.57%
Max Drawdown (1Y) Largest decline over 1 year	-14.55%	-0.29%	-14.26%
Current Drawdown Current decline from peak	-11.75%	-0.15%	-11.60%
Average Drawdown Average peak-to-trough decline	-3.57%	-0.05%	-3.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.00%	0.07%	+4.93%

Volatility

FTWO vs. BUXX - Volatility Comparison

Strive Natural Resources and Security ETF (FTWO) has a higher volatility of 6.27% compared to Strive Enhanced Income Short Maturity ETF (BUXX) at 0.42%. This indicates that FTWO's price experiences larger fluctuations and is considered to be riskier than BUXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FTWO	BUXX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.27%	0.42%	+5.85%
Volatility (6M) Calculated over the trailing 6-month period	15.08%	0.79%	+14.29%
Volatility (1Y) Calculated over the trailing 1-year period	18.71%	1.24%	+17.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.31%	1.46%	+17.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.31%	1.46%	+17.85%

FTWO vs. BUXX - Expense Ratio Comparison

FTWO has a 0.49% expense ratio, which is higher than BUXX's 0.26% expense ratio.

Dividends

FTWO vs. BUXX - Dividend Comparison

FTWO's dividend yield for the trailing twelve months is around 1.04%, less than BUXX's 4.72% yield.

Position	TTM	2025	2024	2023
BUXX Strive Enhanced Income Short Maturity ETF	4.72%	4.95%	5.55%	1.92%
FTWO Strive Natural Resources and Security ETF	1.04%	1.02%	1.23%	0.59%

Frequently Asked Questions

Can I hold both FTWO and BUXX in my portfolio?

FTWO and BUXX have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FTWO or BUXX?

FTWO has higher volatility (6.27%) compared to BUXX (0.42%). In terms of maximum drawdown, FTWO dropped -18.17% vs BUXX's -0.60%.

Which ETF is better, FTWO or BUXX?

On 1-year performance, FTWO leads with 24.37% vs 4.15% for BUXX. On fees, BUXX is cheaper at 0.26% per year. On volatility, BUXX has been the lower-risk option at 0.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FTWO or BUXX?

Over the 1-year period, FTWO has performed better with a 24.37% return vs 4.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FTWO or BUXX?

BUXX is cheaper with a 0.26% expense ratio, compared with 0.49% for FTWO.

Which ETF pays a higher dividend yield, FTWO or BUXX?

BUXX has the higher dividend yield at 4.72%, compared with 1.04% for FTWO.

What is the main difference between FTWO and BUXX?

FTWO is categorized as Energy Equities, while BUXX is Ultrashort Bond. Their fees differ too: 0.49% for FTWO and 0.26% for BUXX.

Which has better risk-adjusted returns?

BUXX currently has the higher Sharpe Ratio (3.38 vs 1.31), 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.