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IYY vs. BUFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IYY vs. BUFX - 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 Enhance & Moderate Buffer ETF (BUFX). 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 BUFX's 3.77% 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%

BUFX

1D
-0.07%
1M
0.02%
YTD
3.77%
6M
3.59%
1Y
9.40%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IYY vs. BUFX - Yearly Performance Comparison


Correlation

The correlation between IYY and BUFX 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 Jun 25, 2025

0.91

The correlation between IYY and BUFX has been stable across timeframes, ranging from 0.91 to 0.91 - a consistent structural relationship.

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Return for Risk

IYY vs. BUFX — 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

BUFX

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. 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.

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.


IYYBUFXDifference
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

2.47

Martin ratioReturn relative to average drawdown

10.83

IYY vs. BUFX - Sharpe Ratio Comparison


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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


IYYBUFXDifference

Max Drawdown

Largest peak-to-trough decline

-55.17%

-2.87%

-52.30%

Max Drawdown (1Y)

Largest decline over 1 year

-8.94%

-2.87%

-6.07%

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%

-0.65%

-2.43%

Average Drawdown

Average peak-to-trough decline

-10.82%

-0.25%

-10.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

Volatility

IYY vs. BUFX - Volatility Comparison


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Volatility by Period


IYYBUFXDifference

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%

4.04%

+8.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.22%

4.04%

+13.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.17%

4.04%

+14.13%

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 0.89%, while BUFX has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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
0.89%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


With a correlation of 0.91, IYY and BUFX 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.

On 1-year performance, IYY leads with 21.96% vs 9.40% for BUFX. 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 9.40%. 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 0.96% for BUFX.

IYY has the higher dividend yield at 0.89%, 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.

Portfolio Optimizer

Find the right allocation for IYY and BUFX

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