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IYY vs. BUFH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IYY vs. BUFH

Last updated Jun 26, 2026

IYY (iShares Dow Jones U.S. ETF) and BUFH (FT Vest Laddered Max Buffer ETF) are both exchange-traded funds - IYY is a Large Cap Blend Equities fund tracking the Dow Jones U.S. Index, while BUFH is a Defined Outcome fund managed by First Trust. Over the past year, IYY returned 21.96% vs 6.20% for BUFH. A 0.76 correlation means they provide meaningful diversification when combined. IYY charges 0.20%/yr vs 0.95%/yr for BUFH.

Performance

IYY vs. BUFH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Dow Jones U.S. ETF (IYY) and FT Vest Laddered Max Buffer ETF (BUFH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IYY achieves a 8.29% return, which is significantly higher than BUFH's 2.30% return.

IYY

1D
0.03%
1M
-1.78%
YTD
8.29%
6M
6.89%
1Y
21.96%
3Y*
20.65%
5Y*
12.02%
10Y*
15.31%

BUFH

1D
0.00%
1M
0.02%
YTD
2.30%
6M
2.28%
1Y
6.20%
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

IYY vs. BUFH - Yearly Performance Comparison

2026 (YTD)2025
IYY
iShares Dow Jones U.S. ETF		8.29%12.49%
BUFH
FT Vest Laddered Max Buffer ETF		2.30%3.81%

Correlation

The correlation between IYY 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 (1Y)
Calculated over the trailing 1-year period

0.76

Correlation (All Time)
Calculated using the full available price history since Jun 25, 2025

0.76

The correlation between IYY and BUFH has been stable across timeframes, ranging from 0.76 to 0.76 - 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.

iShares Dow Jones U.S. ETF

FT Vest Laddered Max Buffer ETF

Often compared with IYY:
IYY vs. DIAIYY vs. VOOIYY vs. VTIIYY vs. IYMIYY vs. QQQIYY vs. CIND.LIYY vs. SCHB
Often compared with BUFH:
BUFH vs. PVEXBUFH vs. WZRDBUFH vs. AFOSBUFH vs. INFOBUFH vs. BLUCBUFH vs. STOXBUFH vs. EDGU

Return for Risk

IYY vs. BUFH — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IYY
IYY Risk / Return Rank: 6161
Overall Rank
IYY Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
IYY Sortino Ratio Rank: 5858
Sortino Ratio Rank
IYY Omega Ratio Rank: 5959
Omega Ratio Rank
IYY Calmar Ratio Rank: 5757
Calmar Ratio Rank
IYY Martin Ratio Rank: 6969
Martin Ratio Rank
BUFH

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

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.

IYY vs. BUFH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones U.S. ETF (IYY) 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.

IYYBUFHDifference
Sharpe ratioReturn per unit of total volatility
1.75

—

—

Sortino ratioReturn per unit of downside risk
2.40

—

—

Omega ratioGain probability vs. loss probability

1.32

—

—

Calmar ratioReturn relative to maximum drawdown

2.47

—

—

Martin ratioReturn relative to average drawdown

10.83

—

—

IYY vs. BUFH - Sharpe Ratio Comparison

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Drawdowns

IYY vs. BUFH - Drawdown Comparison

The maximum IYY drawdown since its inception was -55.17%, which is greater than BUFH's maximum drawdown of -1.53%. Use the drawdown chart below to compare losses from any high point for IYY and BUFH.

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Drawdown Indicators

IYYBUFHDifference

Max Drawdown

Largest peak-to-trough decline

-55.17%

-1.53%

-53.64%

Max Drawdown (1Y)

Largest decline over 1 year

-8.94%

-1.53%

-7.41%

Max Drawdown (3Y)

Largest decline over 3 years

-19.06%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-25.46%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-34.90%

—

—

Current Drawdown

Current decline from peak

-3.08%

-0.26%

-2.82%

Average Drawdown

Average peak-to-trough decline

-10.82%

-0.18%

-10.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

—

—

Volatility

IYY vs. BUFH - Volatility Comparison

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Volatility by Period

IYYBUFHDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.90%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

9.95%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

12.62%

2.38%

+10.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.22%

2.38%

+14.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.17%

2.38%

+15.79%

IYY vs. BUFH - Expense Ratio Comparison

IYY has a 0.20% expense ratio, which is lower than BUFH's 0.95% expense ratio.

Dividends

IYY vs. BUFH - Dividend Comparison

IYY's dividend yield for the trailing twelve months is around 0.89%, while BUFH has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
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%
IYY
iShares Dow Jones U.S. ETF		0.89%0.95%1.05%1.29%1.48%1.04%1.31%1.80%1.97%1.62%1.81%1.97%

Frequently Asked Questions

IYY 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, IYY leads with 21.96% vs 6.20% for BUFH. On fees, IYY is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IYY has performed better with a 21.96% return vs 6.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IYY is cheaper with a 0.20% expense ratio, compared with 0.95% for BUFH.

IYY has the higher dividend yield at 0.89%, compared with 0.00% for BUFH.

IYY 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: 0.20% for IYY and 0.95% for BUFH.

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