OEF vs. BUFH
OEF (iShares S&P 100 ETF) and BUFH (FT Vest Laddered Max Buffer ETF) are both exchange-traded funds - OEF is a Large Cap Blend Equities fund tracking the S&P 100 Index, while BUFH is a Defined Outcome fund managed by First Trust. A 0.74 correlation means they provide meaningful diversification when combined. OEF charges 0.20%/yr vs 0.95%/yr for BUFH.
Performance
OEF vs. BUFH - Performance Comparison
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Returns By Period
In the year-to-date period, OEF achieves a 9.86% return, which is significantly higher than BUFH's 2.47% return.
OEF
- 1D
- 0.32%
- 1M
- 4.92%
- YTD
- 9.86%
- 6M
- 9.63%
- 1Y
- 29.74%
- 3Y*
- 24.73%
- 5Y*
- 15.77%
- 10Y*
- 16.70%
BUFH
- 1D
- 0.02%
- 1M
- 0.66%
- YTD
- 2.47%
- 6M
- 2.94%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
OEF vs. BUFH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
OEF iShares S&P 100 ETF | 9.86% | 15.36% |
BUFH FT Vest Laddered Max Buffer ETF | 2.47% | 3.89% |
Correlation
The correlation between OEF 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
OEF vs. BUFH — Risk / Return Rank
OEF
BUFH
OEF vs. BUFH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 100 ETF (OEF) 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.
| OEF | BUFH | 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 | 2.70 | — | — |
| Martin ratioReturn relative to average drawdown | 11.37 | — | — |
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
| OEF | BUFH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.35 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.91 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 2.91 | -2.47 |
Drawdowns
OEF vs. BUFH - Drawdown Comparison
The maximum OEF drawdown since its inception was -54.11%, which is greater than BUFH's maximum drawdown of -1.53%. Use the drawdown chart below to compare losses from any high point for OEF and BUFH.
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Drawdown Indicators
| OEF | BUFH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.11% | -1.53% | -52.58% |
Max Drawdown (1Y)Largest decline over 1 year | -11.06% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -19.80% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -26.47% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -31.44% | — | — |
Current DrawdownCurrent decline from peak | -0.63% | -0.02% | -0.61% |
Average DrawdownAverage peak-to-trough decline | -11.76% | -0.18% | -11.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | — | — |
Volatility
OEF vs. BUFH - Volatility Comparison
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Volatility by Period
| OEF | BUFH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.09% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 9.48% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.72% | 2.36% | +10.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.69% | 2.36% | +15.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.44% | 2.36% | +16.08% |
OEF vs. BUFH - Expense Ratio Comparison
OEF has a 0.20% expense ratio, which is lower than BUFH's 0.95% expense ratio.
Dividends
OEF vs. BUFH - Dividend Comparison
OEF's dividend yield for the trailing twelve months is around 0.83%, 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% |
OEF iShares S&P 100 ETF | 0.83% | 0.81% | 1.03% | 1.19% | 1.55% | 1.06% | 1.43% | 1.87% | 2.09% | 1.81% | 2.07% | 2.11% |
Frequently Asked Questions
OEF 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, OEF is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
OEF is cheaper with a 0.20% expense ratio, compared with 0.95% for BUFH.
OEF has the higher dividend yield at 0.83%, compared with 0.00% for BUFH.
OEF 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 OEF and 0.95% for BUFH.
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