IWB vs. BUFH
IWB (iShares Russell 1000 ETF) and BUFH (FT Vest Laddered Max Buffer ETF) are both exchange-traded funds - IWB is a Large Cap Blend Equities fund tracking the Russell 1000 Index, while BUFH is a Defined Outcome fund managed by First Trust. A 0.74 correlation means they provide meaningful diversification when combined. IWB charges 0.15%/yr vs 0.95%/yr for BUFH.
Performance
IWB vs. BUFH - Performance Comparison
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Returns By Period
In the year-to-date period, IWB achieves a 10.54% return, which is significantly higher than BUFH's 2.45% return.
IWB
- 1D
- -0.71%
- 1M
- 4.95%
- YTD
- 10.54%
- 6M
- 10.51%
- 1Y
- 27.03%
- 3Y*
- 22.02%
- 5Y*
- 12.99%
- 10Y*
- 15.17%
BUFH
- 1D
- -0.05%
- 1M
- 0.75%
- YTD
- 2.45%
- 6M
- 2.82%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IWB vs. BUFH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IWB iShares Russell 1000 ETF | 10.54% | 12.62% |
BUFH FT Vest Laddered Max Buffer ETF | 2.45% | 3.89% |
Correlation
The correlation between IWB and BUFH is 0.74, 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 26, 2025 | 0.74 |
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Return for Risk
IWB vs. BUFH — Risk / Return Rank
IWB
BUFH
IWB vs. BUFH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 ETF (IWB) 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.
| IWB | BUFH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.41 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.06 | — | — |
| Martin ratioReturn relative to average drawdown | 14.09 | — | — |
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
| IWB | BUFH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 2.91 | -2.46 |
Drawdowns
IWB vs. BUFH - Drawdown Comparison
The maximum IWB drawdown since its inception was -55.38%, which is greater than BUFH's maximum drawdown of -1.53%. Use the drawdown chart below to compare losses from any high point for IWB and BUFH.
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Drawdown Indicators
| IWB | BUFH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.38% | -1.53% | -53.85% |
Max Drawdown (1Y)Largest decline over 1 year | -8.86% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -19.09% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -25.20% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -34.60% | — | — |
Current DrawdownCurrent decline from peak | -0.71% | -0.05% | -0.66% |
Average DrawdownAverage peak-to-trough decline | -10.86% | -0.18% | -10.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.92% | — | — |
Volatility
IWB vs. BUFH - Volatility Comparison
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Volatility by Period
| IWB | BUFH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.88% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 8.97% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 11.93% | 2.37% | +9.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.10% | 2.37% | +14.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.14% | 2.37% | +15.77% |
IWB vs. BUFH - Expense Ratio Comparison
IWB has a 0.15% expense ratio, which is lower than BUFH's 0.95% expense ratio.
Dividends
IWB vs. BUFH - Dividend Comparison
IWB's dividend yield for the trailing twelve months is around 0.91%, 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% |
IWB iShares Russell 1000 ETF | 0.91% | 1.00% | 1.14% | 1.31% | 1.56% | 1.09% | 1.37% | 1.71% | 2.06% | 1.64% | 1.89% | 1.95% |
Frequently Asked Questions
IWB and BUFH have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IWB is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IWB is cheaper with a 0.15% expense ratio, compared with 0.95% for BUFH.
IWB has the higher dividend yield at 0.91%, compared with 0.00% for BUFH.
IWB 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: 0.15% for IWB and 0.95% for BUFH.
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