IYY vs. BUFX
IYY (iShares Dow Jones U.S. ETF) and BUFX (FT Vest Laddered Enhance & Moderate Buffer ETF) are both exchange-traded funds - IYY is a Large Cap Blend Equities fund tracking the Dow Jones U.S. Index, while BUFX is a Defined Outcome fund managed by First Trust. Their correlation of 0.90 suggests significant overlap in exposure. IYY charges 0.20%/yr vs 0.96%/yr for BUFX.
Performance
IYY vs. BUFX - Performance Comparison
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Returns By Period
In the year-to-date period, IYY achieves a 10.92% return, which is significantly higher than BUFX's 4.10% return.
IYY
- 1D
- -0.73%
- 1M
- 5.06%
- YTD
- 10.92%
- 6M
- 10.83%
- 1Y
- 27.47%
- 3Y*
- 22.10%
- 5Y*
- 12.92%
- 10Y*
- 15.01%
BUFX
- 1D
- -0.05%
- 1M
- 1.35%
- YTD
- 4.10%
- 6M
- 4.88%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IYY vs. BUFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IYY iShares Dow Jones U.S. ETF | 10.92% | 12.62% |
BUFX FT Vest Laddered Enhance & Moderate Buffer ETF | 4.10% | 5.62% |
Correlation
The correlation between IYY and BUFX is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 26, 2025 | 0.90 |
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Return for Risk
IYY vs. BUFX — Risk / Return Rank
IYY
BUFX
IYY vs. BUFX - 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 Enhance & Moderate Buffer ETF (BUFX). 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.
| IYY | BUFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.42 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.09 | — | — |
| Martin ratioReturn relative to average drawdown | 14.19 | — | — |
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
| IYY | BUFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.30 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 2.68 | -2.24 |
Drawdowns
IYY vs. BUFX - Drawdown Comparison
The maximum IYY drawdown since its inception was -55.17%, which is greater than BUFX's maximum drawdown of -2.87%. Use the drawdown chart below to compare losses from any high point for IYY and BUFX.
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Drawdown Indicators
| IYY | BUFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.17% | -2.87% | -52.30% |
Max Drawdown (1Y)Largest decline over 1 year | -8.94% | — | — |
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 DrawdownCurrent decline from peak | -0.73% | -0.07% | -0.66% |
Average DrawdownAverage peak-to-trough decline | -10.84% | -0.24% | -10.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.94% | — | — |
Volatility
IYY vs. BUFX - Volatility Comparison
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Volatility by Period
| IYY | BUFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.93% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 9.04% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.01% | 3.98% | +8.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.12% | 3.98% | +13.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.16% | 3.98% | +14.18% |
IYY vs. BUFX - Expense Ratio Comparison
IYY has a 0.20% expense ratio, which is lower than BUFX's 0.96% expense ratio.
Dividends
IYY vs. BUFX - Dividend Comparison
IYY's dividend yield for the trailing twelve months is around 0.87%, while BUFX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BUFX FT Vest Laddered Enhance & Moderate 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 | 0.87% | 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 BUFX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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.
IYY is cheaper with a 0.20% expense ratio, compared with 0.96% for BUFX.
IYY has the higher dividend yield at 0.87%, compared with 0.00% for BUFX.
IYY is categorized as Large Cap Blend Equities, while BUFX is Defined Outcome. They also come from different issuers: iShares and First Trust. Their fees differ too: 0.20% for IYY and 0.96% for BUFX.
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