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ISZE vs. BUFI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISZE vs. BUFI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Edge MSCI Intl Size Factor ETF (ISZE) and AB International Buffer ETF (BUFI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


ISZE

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

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)

ISZE vs. BUFI - Yearly Performance Comparison


2026 (YTD)20252024
ISZE
iShares Edge MSCI Intl Size Factor ETF
0.00%0.00%0.00%
BUFI
AB International Buffer ETF
4.92%16.50%-1.31%

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Return for Risk

ISZE vs. BUFI — Risk / Return Rank

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

ISZE

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.

ISZE vs. BUFI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Intl Size Factor ETF (ISZE) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

ISZE vs. BUFI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ISZEBUFIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.53

Sharpe Ratio (All Time)

Calculated using the full available price history

1.50

Drawdowns

ISZE vs. BUFI - Drawdown Comparison


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Drawdown Indicators


ISZEBUFIDifference

Max Drawdown

Largest peak-to-trough decline

-7.43%

Max Drawdown (1Y)

Largest decline over 1 year

-5.69%

Current Drawdown

Current decline from peak

-0.32%

Average Drawdown

Average peak-to-trough decline

-0.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.43%

Volatility

ISZE vs. BUFI - Volatility Comparison


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Volatility by Period


ISZEBUFIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.20%

Volatility (6M)

Calculated over the trailing 6-month period

7.05%

Volatility (1Y)

Calculated over the trailing 1-year period

8.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.15%

ISZE vs. BUFI - Expense Ratio Comparison

ISZE has a 0.30% expense ratio, which is lower than BUFI's 0.69% expense ratio.


Dividends

ISZE vs. BUFI - Dividend Comparison

Neither ISZE nor BUFI has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%
ISZE
iShares Edge MSCI Intl Size Factor ETF
0.00%0.00%1.89%6.63%2.72%8.47%1.39%2.24%3.04%3.33%3.18%1.09%

Frequently Asked Questions


On fees, ISZE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ISZE is cheaper with a 0.30% expense ratio, compared with 0.69% for BUFI.

ISZE and BUFI have nearly identical dividend yields, around 0.00%.

ISZE is categorized as Foreign Large Cap Equities, while BUFI is Defined Outcome. They also come from different issuers: iShares and AllianceBernstein. Their fees differ too: 0.30% for ISZE and 0.69% for BUFI.

Portfolio Optimizer

Find the right allocation for ISZE and BUFI

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