PortfoliosLab logoPortfoliosLab logo
GXUS vs. BUFI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GXUS vs. BUFI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs MarketBeta(R) Total International Equity ETF (GXUS) and AB International Buffer ETF (BUFI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, GXUS achieves a 16.78% return, which is significantly higher than BUFI's 7.49% return.


GXUS

1D
1.82%
1M
2.94%
6M
9.60%
YTD
16.78%
1Y
29.85%
3Y*
18.76%
5Y*
10Y*
ALL TIME*
18.42%

BUFI

1D
0.55%
1M
1.28%
6M
4.87%
YTD
7.49%
1Y
14.90%
3Y*
5Y*
10Y*
ALL TIME*
13.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$629.89K$764.68K$589.32K
$81.19K$314.40K$132.80K

GXUS vs. BUFI - Yearly Performance Comparison


2026 (YTD)20252024
GXUS
Goldman Sachs MarketBeta(R) Total International Equity ETF
16.78%31.47%-4.89%
BUFI
AB International Buffer ETF
7.49%16.50%-1.18%

Correlation

The correlation between GXUS and BUFI is 0.90, meaning they have usually moved in the same direction, including during past declines.


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

0.90

Correlation (All Time)
Calculated using the full available price history since Dec 10, 2024

0.84

The correlation between GXUS and BUFI has been stable across timeframes, ranging from 0.84 to 0.90 - a consistent structural relationship.

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

GXUS vs. BUFI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GXUS
GXUS Risk / Return Rank: 6767
Overall Rank
GXUS Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
GXUS Sortino Ratio Rank: 6464
Sortino Ratio Rank
GXUS Omega Ratio Rank: 6868
Omega Ratio Rank
GXUS Calmar Ratio Rank: 6767
Calmar Ratio Rank
GXUS Martin Ratio Rank: 7171
Martin Ratio Rank

BUFI
BUFI Risk / Return Rank: 6767
Overall Rank
BUFI Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
BUFI Sortino Ratio Rank: 6666
Sortino Ratio Rank
BUFI Omega Ratio Rank: 6767
Omega Ratio Rank
BUFI Calmar Ratio Rank: 6666
Calmar Ratio Rank
BUFI Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GXUS vs. BUFI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs MarketBeta(R) Total International Equity ETF (GXUS) and AB International Buffer ETF (BUFI). 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.


GXUSBUFIDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.32

1.32

0.00

Calmar ratioReturn relative to maximum drawdown

2.62

2.63

-0.01

Martin ratioReturn relative to average drawdown

9.79

10.57

-0.77

GXUS vs. BUFI - Sharpe Ratio Comparison

The current GXUS Sharpe Ratio is 1.75, which is comparable to the BUFI Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of GXUS and BUFI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

GXUS vs. BUFI - Drawdown Comparison

The maximum GXUS drawdown since its inception was -13.90%, which is greater than BUFI's maximum drawdown of -7.43%. Use the drawdown chart below to compare losses from any high point for GXUS and BUFI.


Loading charts...

Drawdown Indicators


GXUSBUFIDifference

Max Drawdown

Largest peak-to-trough decline

-13.90%

-7.43%

-6.47%

Max Drawdown (1Y)

Largest decline over 1 year

-11.46%

-5.69%

-5.77%

Max Drawdown (3Y)

Largest decline over 3 years

-13.90%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-2.78%

-0.84%

-1.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.06%

1.41%

+1.65%

Volatility

GXUS vs. BUFI - Volatility Comparison

Goldman Sachs MarketBeta(R) Total International Equity ETF (GXUS) has a higher volatility of 5.19% compared to AB International Buffer ETF (BUFI) at 3.36%. This indicates that GXUS's price experiences larger fluctuations and is considered to be riskier than BUFI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


GXUSBUFIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.19%

3.36%

+1.83%

Volatility (6M)

Calculated over the trailing 6-month period

15.23%

7.96%

+7.27%

Volatility (1Y)

Calculated over the trailing 1-year period

17.15%

9.04%

+8.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.59%

9.26%

+6.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.59%

9.26%

+6.33%

GXUS vs. BUFI - Expense Ratio Comparison

GXUS has a 0.18% expense ratio, which is lower than BUFI's 0.69% expense ratio.


Dividends

GXUS vs. BUFI - Dividend Comparison

GXUS's dividend yield for the trailing twelve months is around 2.25%, while BUFI has not paid dividends to shareholders.


PositionTTM202520242023
BUFI
AB International Buffer ETF
0.00%0.00%0.00%0.00%
GXUS
Goldman Sachs MarketBeta(R) Total International Equity ETF
2.25%2.66%2.87%1.28%

Frequently Asked Questions


With a correlation of 0.90, GXUS and BUFI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

GXUS has higher volatility (5.19%) compared to BUFI (3.36%). In terms of maximum drawdown, GXUS dropped -13.90% vs BUFI's -7.43%.

On 1-year performance, GXUS leads with 29.85% vs 14.90% for BUFI. On fees, GXUS is cheaper at 0.18% per year. On volatility, BUFI has been the lower-risk option at 3.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, GXUS has performed better with a 29.85% return vs 14.90%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GXUS is cheaper with a 0.18% expense ratio, compared with 0.69% for BUFI.

GXUS has the higher dividend yield at 2.25%, compared with 0.00% for BUFI.

GXUS is categorized as Foreign Large Cap Equities, while BUFI is Defined Outcome. They also come from different issuers: Goldman Sachs and AllianceBernstein. Their fees differ too: 0.18% for GXUS and 0.69% for BUFI.

GXUS currently has the higher Sharpe Ratio (1.75 vs 1.66), 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 GXUS and BUFI

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