GSEW vs. BUFH
GSEW (Goldman Sachs Equal Weight U.S. Large Cap Equity ETF) and BUFH (FT Vest Laddered Max Buffer ETF) are both exchange-traded funds - GSEW is a Large Cap Blend Equities fund tracking the Solactive US Large Cap Equal Weight Index, while BUFH is a Defined Outcome fund managed by First Trust. Over the past year, GSEW returned 16.57% vs 6.20% for BUFH. A 0.58 correlation means they provide meaningful diversification when combined. GSEW charges 0.09%/yr vs 0.95%/yr for BUFH.
Performance
GSEW vs. BUFH - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, GSEW achieves a 9.79% return, which is significantly higher than BUFH's 2.30% return.
GSEW
- 1D
- 0.15%
- 1M
- 1.25%
- YTD
- 9.79%
- 6M
- 8.33%
- 1Y
- 16.57%
- 3Y*
- 17.13%
- 5Y*
- 8.39%
- 10Y*
- —
BUFH
- 1D
- 0.00%
- 1M
- 0.02%
- YTD
- 2.30%
- 6M
- 2.28%
- 1Y
- 6.20%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GSEW vs. BUFH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GSEW Goldman Sachs Equal Weight U.S. Large Cap Equity ETF | 9.79% | 6.17% |
BUFH FT Vest Laddered Max Buffer ETF | 2.30% | 3.81% |
Correlation
The correlation between GSEW and BUFH is 0.58, 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 25, 2025 | 0.58 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
GSEW vs. BUFH — Risk / Return Rank
GSEW
BUFH
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
GSEW vs. BUFH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Equal Weight U.S. Large Cap Equity ETF (GSEW) and FT Vest Laddered Max Buffer ETF (BUFH). 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.
| GSEW | BUFH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.24 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.16 | — | — |
| Martin ratioReturn relative to average drawdown | 8.17 | — | — |
Loading charts...
Drawdowns
GSEW vs. BUFH - Drawdown Comparison
The maximum GSEW drawdown since its inception was -38.65%, which is greater than BUFH's maximum drawdown of -1.53%. Use the drawdown chart below to compare losses from any high point for GSEW and BUFH.
Loading charts...
Drawdown Indicators
| GSEW | BUFH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.65% | -1.53% | -37.12% |
Max Drawdown (1Y)Largest decline over 1 year | -7.72% | -1.53% | -6.19% |
Max Drawdown (3Y)Largest decline over 3 years | -18.18% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -25.74% | — | — |
Current DrawdownCurrent decline from peak | -1.55% | -0.26% | -1.29% |
Average DrawdownAverage peak-to-trough decline | -5.86% | -0.18% | -5.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.03% | — | — |
Volatility
GSEW vs. BUFH - Volatility Comparison
Loading charts...
Volatility by Period
| GSEW | BUFH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.84% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 9.46% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.43% | 2.38% | +10.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.96% | 2.38% | +14.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.17% | 2.38% | +16.79% |
GSEW vs. BUFH - Expense Ratio Comparison
GSEW has a 0.09% expense ratio, which is lower than BUFH's 0.95% expense ratio.
Dividends
GSEW vs. BUFH - Dividend Comparison
GSEW's dividend yield for the trailing twelve months is around 1.06%, while BUFH has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
BUFH FT Vest Laddered Max Buffer ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GSEW Goldman Sachs Equal Weight U.S. Large Cap Equity ETF | 1.06% | 1.52% | 1.46% | 1.64% | 1.74% | 1.34% | 1.53% | 1.66% | 1.56% | 0.54% |
Frequently Asked Questions
GSEW and BUFH have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On 1-year performance, GSEW leads with 16.57% vs 6.20% for BUFH. On fees, GSEW is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, GSEW has performed better with a 16.57% return vs 6.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
GSEW is cheaper with a 0.09% expense ratio, compared with 0.95% for BUFH.
GSEW has the higher dividend yield at 1.06%, compared with 0.00% for BUFH.
GSEW is categorized as Large Cap Blend Equities, while BUFH is Defined Outcome. They also come from different issuers: Goldman Sachs and First Trust. Their fees differ too: 0.09% for GSEW and 0.95% for BUFH.
Find the right allocation for GSEW and BUFH
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer