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

Performance

IQDG vs. BUFI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree International Quality Dividend Growth Fund (IQDG) 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, IQDG achieves a 3.16% return, which is significantly lower than BUFI's 4.92% return.


IQDG

1D
-0.65%
1M
3.47%
YTD
3.16%
6M
5.94%
1Y
12.72%
3Y*
10.23%
5Y*
3.78%
10Y*
7.63%

BUFI

1D
-0.31%
1M
1.83%
YTD
4.92%
6M
6.32%
1Y
12.80%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQDG vs. BUFI - Yearly Performance Comparison


2026 (YTD)20252024
IQDG
WisdomTree International Quality Dividend Growth Fund
3.16%24.19%-5.56%
BUFI
AB International Buffer ETF
4.92%16.50%-1.31%

Correlation

The correlation between IQDG and BUFI is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Dec 11, 2024

0.93

The correlation between IQDG and BUFI has been stable across timeframes, ranging from 0.93 to 0.93 - 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

IQDG vs. BUFI — Risk / Return Rank

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

IQDG
IQDG Risk / Return Rank: 2323
Overall Rank
IQDG Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
IQDG Sortino Ratio Rank: 2222
Sortino Ratio Rank
IQDG Omega Ratio Rank: 2222
Omega Ratio Rank
IQDG Calmar Ratio Rank: 2323
Calmar Ratio Rank
IQDG Martin Ratio Rank: 2525
Martin Ratio Rank

BUFI
BUFI Risk / Return Rank: 4747
Overall Rank
BUFI Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
BUFI Sortino Ratio Rank: 4646
Sortino Ratio Rank
BUFI Omega Ratio Rank: 4747
Omega Ratio Rank
BUFI Calmar Ratio Rank: 4646
Calmar Ratio Rank
BUFI Martin Ratio Rank: 5353
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.

IQDG vs. BUFI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Quality Dividend Growth Fund (IQDG) 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.


IQDGBUFIDifference
Sharpe ratioReturn per unit of total volatility

-0.74

Sortino ratioReturn per unit of downside risk

-1.03

Omega ratioGain probability vs. loss probability

1.15

1.30

-0.15

Calmar ratioReturn relative to maximum drawdown

1.03

2.26

-1.22

Martin ratioReturn relative to average drawdown

3.38

8.98

-5.61

IQDG vs. BUFI - Sharpe Ratio Comparison

The current IQDG Sharpe Ratio is 0.79, which is lower than the BUFI Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of IQDG 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...

Sharpe Ratios by Period


IQDGBUFIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

1.53

-0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

1.50

-1.04

Drawdowns

IQDG vs. BUFI - Drawdown Comparison

The maximum IQDG drawdown since its inception was -34.97%, which is greater than BUFI's maximum drawdown of -7.43%. Use the drawdown chart below to compare losses from any high point for IQDG and BUFI.


Loading charts...

Drawdown Indicators


IQDGBUFIDifference

Max Drawdown

Largest peak-to-trough decline

-34.97%

-7.43%

-27.54%

Max Drawdown (1Y)

Largest decline over 1 year

-12.35%

-5.69%

-6.66%

Max Drawdown (3Y)

Largest decline over 3 years

-18.12%

Max Drawdown (5Y)

Largest decline over 5 years

-34.97%

Max Drawdown (10Y)

Largest decline over 10 years

-34.97%

Current Drawdown

Current decline from peak

-3.71%

-0.32%

-3.39%

Average Drawdown

Average peak-to-trough decline

-7.52%

-0.86%

-6.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.78%

1.43%

+2.35%

Volatility

IQDG vs. BUFI - Volatility Comparison

WisdomTree International Quality Dividend Growth Fund (IQDG) has a higher volatility of 5.18% compared to AB International Buffer ETF (BUFI) at 2.20%. This indicates that IQDG'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


IQDGBUFIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.18%

2.20%

+2.98%

Volatility (6M)

Calculated over the trailing 6-month period

13.30%

7.05%

+6.25%

Volatility (1Y)

Calculated over the trailing 1-year period

16.18%

8.43%

+7.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.80%

9.15%

+8.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.53%

9.15%

+8.38%

IQDG vs. BUFI - Expense Ratio Comparison

IQDG has a 0.42% expense ratio, which is lower than BUFI's 0.69% expense ratio.


Dividends

IQDG vs. BUFI - Dividend Comparison

IQDG's dividend yield for the trailing twelve months is around 2.14%, while BUFI has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
BUFI
AB International Buffer ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IQDG
WisdomTree International Quality Dividend Growth Fund
2.14%2.28%2.60%1.76%4.18%2.67%1.65%1.95%1.96%1.71%1.35%

Frequently Asked Questions


With a correlation of 0.93, IQDG 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.

IQDG has higher volatility (5.18%) compared to BUFI (2.20%). In terms of maximum drawdown, IQDG dropped -34.97% vs BUFI's -7.43%.

On 1-year performance, BUFI leads with 12.80% vs 12.72% for IQDG. On fees, IQDG is cheaper at 0.42% per year. On volatility, BUFI has been the lower-risk option at 2.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BUFI has performed better with a 12.80% return vs 12.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IQDG is cheaper with a 0.42% expense ratio, compared with 0.69% for BUFI.

IQDG has the higher dividend yield at 2.14%, compared with 0.00% for BUFI.

IQDG is categorized as Foreign Large Cap Equities, while BUFI is Defined Outcome. They also come from different issuers: WisdomTree and AllianceBernstein. Their fees differ too: 0.42% for IQDG and 0.69% for BUFI.

BUFI currently has the higher Sharpe Ratio (1.53 vs 0.79), 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 IQDG 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