ITOT vs. BUFH
ITOT (iShares Core S&P Total U.S. Stock Market ETF) and BUFH (FT Vest Laddered Max Buffer ETF) are both exchange-traded funds - ITOT is a Large Cap Blend Equities fund tracking the S&P Total Market Index, while BUFH is a Defined Outcome fund managed by First Trust. Over the past year, ITOT returned 22.71% vs 6.20% for BUFH. A 0.76 correlation means they provide meaningful diversification when combined. ITOT charges 0.03%/yr vs 0.95%/yr for BUFH.
Performance
ITOT vs. BUFH - Performance Comparison
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Returns By Period
In the year-to-date period, ITOT achieves a 8.86% return, which is significantly higher than BUFH's 2.30% return.
ITOT
- 1D
- -0.07%
- 1M
- -0.87%
- YTD
- 8.86%
- 6M
- 7.40%
- 1Y
- 22.71%
- 3Y*
- 20.64%
- 5Y*
- 11.83%
- 10Y*
- 15.10%
BUFH
- 1D
- 0.00%
- 1M
- 0.02%
- YTD
- 2.30%
- 6M
- 2.28%
- 1Y
- 6.20%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ITOT vs. BUFH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ITOT iShares Core S&P Total U.S. Stock Market ETF | 8.86% | 12.72% |
BUFH FT Vest Laddered Max Buffer ETF | 2.30% | 3.81% |
Correlation
The correlation between ITOT and BUFH is 0.76, 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 | 0.76 |
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Return for Risk
ITOT vs. BUFH — Risk / Return Rank
ITOT
BUFH
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
ITOT vs. BUFH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P Total U.S. Stock Market ETF (ITOT) 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.
| ITOT | BUFH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.32 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.56 | — | — |
| Martin ratioReturn relative to average drawdown | 11.32 | — | — |
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Drawdowns
ITOT vs. BUFH - Drawdown Comparison
The maximum ITOT drawdown since its inception was -55.20%, which is greater than BUFH's maximum drawdown of -1.53%. Use the drawdown chart below to compare losses from any high point for ITOT and BUFH.
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Drawdown Indicators
| ITOT | BUFH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.20% | -1.53% | -53.67% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | -1.53% | -7.37% |
Max Drawdown (3Y)Largest decline over 3 years | -19.44% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -25.36% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.00% | — | — |
Current DrawdownCurrent decline from peak | -2.86% | -0.26% | -2.60% |
Average DrawdownAverage peak-to-trough decline | -6.96% | -0.18% | -6.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | — | — |
Volatility
ITOT vs. BUFH - Volatility Comparison
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Volatility by Period
| ITOT | BUFH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.93% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 10.02% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.82% | 2.38% | +10.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.46% | 2.38% | +15.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.28% | 2.38% | +15.90% |
ITOT vs. BUFH - Expense Ratio Comparison
ITOT has a 0.03% expense ratio, which is lower than BUFH's 0.95% expense ratio.
Dividends
ITOT vs. BUFH - Dividend Comparison
ITOT's dividend yield for the trailing twelve months is around 1.02%, while BUFH has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.02% | 1.11% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% |
Frequently Asked Questions
ITOT and BUFH have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On 1-year performance, ITOT leads with 22.71% vs 6.20% for BUFH. On fees, ITOT is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, ITOT has performed better with a 22.71% return vs 6.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ITOT is cheaper with a 0.03% expense ratio, compared with 0.95% for BUFH.
ITOT has the higher dividend yield at 1.02%, compared with 0.00% for BUFH.
ITOT is categorized as Large Cap Blend Equities, while BUFH is Defined Outcome. They also come from different issuers: iShares and First Trust. Their fees differ too: 0.03% for ITOT and 0.95% for BUFH.
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