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FXF vs. BUFR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FXF vs. BUFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco CurrencyShares® Swiss Franc Trust (FXF) and FT Vest Laddered Buffer ETF (BUFR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FXF achieves a -3.50% return, which is significantly lower than BUFR's 6.48% return.


FXF

1D
-0.17%
1M
-1.09%
6M
-4.81%
YTD
-3.50%
1Y
-3.38%
3Y*
1.52%
5Y*
1.83%
10Y*
1.08%
ALL TIME*
1.60%

BUFR

1D
0.03%
1M
0.77%
6M
5.68%
YTD
6.48%
1Y
12.42%
3Y*
12.65%
5Y*
9.55%
10Y*
ALL TIME*
10.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$41.80M$42.66M$45.08M
$2.99M$3.23M$5.41M

FXF vs. BUFR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FXF
Invesco CurrencyShares® Swiss Franc Trust
-3.50%14.04%-7.46%9.63%-2.29%-4.08%2.94%
BUFR
FT Vest Laddered Buffer ETF
6.48%12.44%14.68%19.63%-7.57%11.88%6.60%

Correlation

The correlation between FXF and BUFR is 0.28, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.28

Correlation (3Y)
Balances recent behavior with more history.

0.12

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.18

Correlation (All Time)
Calculated using the full available price history since Aug 11, 2020

0.20

The correlation between FXF and BUFR shifts across timeframes, from 0.12 (3 years) to 0.28 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

FXF vs. BUFR — Risk / Return Rank

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

FXF
FXF Risk / Return Rank: 66
Overall Rank
FXF Sharpe Ratio Rank: 66
Sharpe Ratio Rank
FXF Sortino Ratio Rank: 66
Sortino Ratio Rank
FXF Omega Ratio Rank: 66
Omega Ratio Rank
FXF Calmar Ratio Rank: 77
Calmar Ratio Rank
FXF Martin Ratio Rank: 55
Martin Ratio Rank

BUFR
BUFR Risk / Return Rank: 8484
Overall Rank
BUFR Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
BUFR Sortino Ratio Rank: 8585
Sortino Ratio Rank
BUFR Omega Ratio Rank: 8686
Omega Ratio Rank
BUFR Calmar Ratio Rank: 7676
Calmar Ratio Rank
BUFR Martin Ratio Rank: 9090
Martin Ratio Rank
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.

FXF vs. BUFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco CurrencyShares® Swiss Franc Trust (FXF) and FT Vest Laddered Buffer ETF (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.

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.


FXFBUFRDifference
Sharpe ratioReturn per unit of total volatility

-2.38

Sortino ratioReturn per unit of downside risk

-3.41

Omega ratioGain probability vs. loss probability

0.93

1.37

-0.44

Calmar ratioReturn relative to maximum drawdown

-0.48

2.78

-3.26

Martin ratioReturn relative to average drawdown

-1.15

14.53

-15.69

FXF vs. BUFR - Sharpe Ratio Comparison

The current FXF Sharpe Ratio is -0.47, which is lower than the BUFR Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of FXF and BUFR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FXF vs. BUFR - Drawdown Comparison

The maximum FXF drawdown since its inception was -35.58%, which is greater than BUFR's maximum drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for FXF and BUFR.


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Drawdown Indicators


FXFBUFRDifference

Max Drawdown

Largest peak-to-trough decline

-35.58%

-13.73%

-21.85%

Max Drawdown (1Y)

Largest decline over 1 year

-7.15%

-4.61%

-2.54%

Max Drawdown (3Y)

Largest decline over 3 years

-8.52%

-12.81%

+4.29%

Max Drawdown (5Y)

Largest decline over 5 years

-11.99%

-13.73%

+1.74%

Max Drawdown (10Y)

Largest decline over 10 years

-15.04%

Current Drawdown

Current decline from peak

-21.23%

-0.90%

-20.33%

Average Drawdown

Average peak-to-trough decline

-20.83%

-2.05%

-18.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

0.88%

+2.10%

Volatility

FXF vs. BUFR - Volatility Comparison

Invesco CurrencyShares® Swiss Franc Trust (FXF) has a higher volatility of 1.75% compared to FT Vest Laddered Buffer ETF (BUFR) at 1.58%. This indicates that FXF's price experiences larger fluctuations and is considered to be riskier than BUFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FXFBUFRDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.75%

1.58%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

5.46%

5.26%

+0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

7.39%

6.66%

+0.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.31%

10.47%

-2.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.57%

10.16%

-2.59%

FXF vs. BUFR - Expense Ratio Comparison

FXF has a 0.40% expense ratio, which is lower than BUFR's 0.95% expense ratio.


Dividends

FXF vs. BUFR - Dividend Comparison

Neither FXF nor BUFR has paid dividends to shareholders.


PositionTTM202520242023
BUFR
FT Vest Laddered Buffer ETF
0.00%0.00%0.00%0.00%
FXF
Invesco CurrencyShares® Swiss Franc Trust
0.00%0.00%0.03%0.02%

Frequently Asked Questions


FXF and BUFR have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FXF has higher volatility (1.75%) compared to BUFR (1.58%). In terms of maximum drawdown, FXF dropped -35.58% vs BUFR's -13.73%.

On 5-year performance, BUFR leads with 9.55% vs 1.83% for FXF. On fees, FXF is cheaper at 0.40% per year. On volatility, BUFR has been the lower-risk option at 1.58%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BUFR has performed better with a 9.55% return vs 1.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FXF is cheaper with a 0.40% expense ratio, compared with 0.95% for BUFR.

FXF and BUFR have nearly identical dividend yields, around 0.00%.

FXF is categorized as Currency, while BUFR is Defined Outcome. They also come from different issuers: Invesco and First Trust. Their fees differ too: 0.40% for FXF and 0.95% for BUFR.

BUFR currently has the higher Sharpe Ratio (1.92 vs -0.47), 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.

Portfolio Optimizer

Find the right allocation for FXF and BUFR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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