GSEW vs. BUFX
GSEW (Goldman Sachs Equal Weight U.S. Large Cap Equity ETF) and BUFX (FT Vest Laddered Enhance & Moderate 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 BUFX is a Defined Outcome fund managed by First Trust. Over the past year, GSEW returned 16.57% vs 9.40% for BUFX. A 0.73 correlation means they provide meaningful diversification when combined. GSEW charges 0.09%/yr vs 0.96%/yr for BUFX.
Performance
GSEW vs. BUFX - Performance Comparison
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Returns By Period
In the year-to-date period, GSEW achieves a 9.79% return, which is significantly higher than BUFX's 3.77% return.
GSEW
- 1D
- 0.15%
- 1M
- 1.25%
- YTD
- 9.79%
- 6M
- 8.33%
- 1Y
- 16.57%
- 3Y*
- 17.13%
- 5Y*
- 8.39%
- 10Y*
- —
BUFX
- 1D
- -0.07%
- 1M
- 0.02%
- YTD
- 3.77%
- 6M
- 3.59%
- 1Y
- 9.40%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GSEW vs. BUFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GSEW Goldman Sachs Equal Weight U.S. Large Cap Equity ETF | 9.79% | 6.17% |
BUFX FT Vest Laddered Enhance & Moderate Buffer ETF | 3.77% | 5.43% |
Correlation
The correlation between GSEW and BUFX is 0.73, 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 | 0.73 |
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Return for Risk
GSEW vs. BUFX — Risk / Return Rank
GSEW
BUFX
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
GSEW vs. BUFX - 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 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.
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 | BUFX | 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 | — | — |
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Drawdowns
GSEW vs. BUFX - Drawdown Comparison
The maximum GSEW drawdown since its inception was -38.65%, which is greater than BUFX's maximum drawdown of -2.87%. Use the drawdown chart below to compare losses from any high point for GSEW and BUFX.
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Drawdown Indicators
| GSEW | BUFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.65% | -2.87% | -35.78% |
Max Drawdown (1Y)Largest decline over 1 year | -7.72% | -2.87% | -4.85% |
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% | -0.65% | -0.90% |
Average DrawdownAverage peak-to-trough decline | -5.86% | -0.25% | -5.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.03% | — | — |
Volatility
GSEW vs. BUFX - Volatility Comparison
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Volatility by Period
| GSEW | BUFX | 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% | 4.04% | +8.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.96% | 4.04% | +12.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.17% | 4.04% | +15.13% |
GSEW vs. BUFX - Expense Ratio Comparison
GSEW has a 0.09% expense ratio, which is lower than BUFX's 0.96% expense ratio.
Dividends
GSEW vs. BUFX - Dividend Comparison
GSEW's dividend yield for the trailing twelve months is around 1.06%, while BUFX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
BUFX FT Vest Laddered Enhance & Moderate 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 BUFX have a correlation of 0.73, 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 9.40% for BUFX. 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 9.40%. 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 0.96% for BUFX.
GSEW has the higher dividend yield at 1.06%, compared with 0.00% for BUFX.
GSEW is categorized as Large Cap Blend Equities, while BUFX is Defined Outcome. They also come from different issuers: Goldman Sachs and First Trust. Their fees differ too: 0.09% for GSEW and 0.96% for BUFX.
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