IVLU vs. BUFI
IVLU (iShares MSCI Intl Value Factor ETF) and BUFI (AB International Buffer ETF) are both exchange-traded funds - IVLU is a Foreign Large Cap Equities fund tracking the MSCI World ex USA Enhanced Value, while BUFI is a Defined Outcome fund actively managed by AllianceBernstein. IVLU is passively managed, while BUFI is actively managed. Over the past year, IVLU returned 35.35% vs 12.80% for BUFI. Their correlation of 0.92 suggests significant overlap in exposure. IVLU charges 0.30%/yr vs 0.69%/yr for BUFI.
Performance
IVLU vs. BUFI - Performance Comparison
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Returns By Period
In the year-to-date period, IVLU achieves a 12.64% return, which is significantly higher than BUFI's 4.92% return.
IVLU
- 1D
- -0.74%
- 1M
- 4.72%
- YTD
- 12.64%
- 6M
- 16.60%
- 1Y
- 35.35%
- 3Y*
- 24.56%
- 5Y*
- 14.01%
- 10Y*
- 10.97%
BUFI
- 1D
- -0.31%
- 1M
- 1.83%
- YTD
- 4.92%
- 6M
- 6.32%
- 1Y
- 12.80%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IVLU vs. BUFI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IVLU iShares MSCI Intl Value Factor ETF | 12.64% | 46.09% | -2.42% |
BUFI AB International Buffer ETF | 4.92% | 16.50% | -1.31% |
Correlation
The correlation between IVLU and BUFI is 0.91, 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 | 0.91 |
Correlation (All Time) Calculated using the full available price history since Dec 11, 2024 | 0.92 |
The correlation between IVLU and BUFI has been stable across timeframes, ranging from 0.91 to 0.92 - a consistent structural relationship.
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Return for Risk
IVLU vs. BUFI — Risk / Return Rank
IVLU
BUFI
IVLU vs. BUFI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Intl Value Factor ETF (IVLU) 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.
| IVLU | BUFI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.83 | ||
| Sortino ratioReturn per unit of downside risk | +0.97 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.30 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 3.04 | 2.26 | +0.78 |
| Martin ratioReturn relative to average drawdown | 11.57 | 8.98 | +2.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IVLU | BUFI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.36 | 1.53 | +0.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 1.50 | -1.02 |
Drawdowns
IVLU vs. BUFI - Drawdown Comparison
The maximum IVLU drawdown since its inception was -41.85%, which is greater than BUFI's maximum drawdown of -7.43%. Use the drawdown chart below to compare losses from any high point for IVLU and BUFI.
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Drawdown Indicators
| IVLU | BUFI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.85% | -7.43% | -34.42% |
Max Drawdown (1Y)Largest decline over 1 year | -11.69% | -5.69% | -6.00% |
Max Drawdown (3Y)Largest decline over 3 years | -15.48% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -41.85% | — | — |
Current DrawdownCurrent decline from peak | -0.81% | -0.32% | -0.49% |
Average DrawdownAverage peak-to-trough decline | -8.59% | -0.86% | -7.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | 1.43% | +1.63% |
Volatility
IVLU vs. BUFI - Volatility Comparison
iShares MSCI Intl Value Factor ETF (IVLU) has a higher volatility of 4.63% compared to AB International Buffer ETF (BUFI) at 2.20%. This indicates that IVLU'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.
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Volatility by Period
| IVLU | BUFI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.63% | 2.20% | +2.43% |
Volatility (6M)Calculated over the trailing 6-month period | 12.20% | 7.05% | +5.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.09% | 8.43% | +6.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.48% | 9.15% | +7.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.66% | 9.15% | +8.51% |
IVLU vs. BUFI - Expense Ratio Comparison
IVLU has a 0.30% expense ratio, which is lower than BUFI's 0.69% expense ratio.
Dividends
IVLU vs. BUFI - Dividend Comparison
IVLU's dividend yield for the trailing twelve months is around 3.29%, while BUFI has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IVLU iShares MSCI Intl Value Factor ETF | 3.29% | 3.71% | 4.46% | 4.69% | 3.59% | 3.47% | 2.05% | 3.53% | 2.82% | 2.87% | 2.53% | 0.93% |
Frequently Asked Questions
With a correlation of 0.91, IVLU 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.
IVLU has higher volatility (4.63%) compared to BUFI (2.20%). In terms of maximum drawdown, IVLU dropped -41.85% vs BUFI's -7.43%.
On 1-year performance, IVLU leads with 35.35% vs 12.80% for BUFI. On fees, IVLU is cheaper at 0.30% 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, IVLU has performed better with a 35.35% return vs 12.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IVLU is cheaper with a 0.30% expense ratio, compared with 0.69% for BUFI.
IVLU has the higher dividend yield at 3.29%, compared with 0.00% for BUFI.
IVLU 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 IVLU and 0.69% for BUFI.
IVLU currently has the higher Sharpe Ratio (2.36 vs 1.53), 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.
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