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PHDG vs. BUFR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PHDG vs. BUFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500 Downside Hedged ETF (PHDG) and FT Vest Laddered Buffer ETF (BUFR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PHDG achieves a 9.47% return, which is significantly higher than BUFR's 6.48% return.


PHDG

1D
-0.16%
1M
0.44%
6M
8.74%
YTD
9.47%
1Y
14.71%
3Y*
8.21%
5Y*
4.01%
10Y*
7.14%
ALL TIME*
5.56%

BUFR

1D
0.03%
1M
0.77%
6M
5.68%
YTD
6.48%
1Y
12.42%
3Y*
12.65%
5Y*
9.55%
10Y*
ALL TIME*
10.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$41.80M$42.66M$45.08M
$1.28M$774.65K$908.35K

PHDG vs. BUFR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PHDG
Invesco S&P 500 Downside Hedged ETF
9.47%2.72%10.95%8.18%-14.09%15.67%-0.86%
BUFR
FT Vest Laddered Buffer ETF
6.48%12.44%14.68%19.63%-7.57%11.88%6.60%

Correlation

The correlation between PHDG and BUFR is 0.62, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.62

Correlation (3Y)
Balances recent behavior with more history.

0.59

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.63

Correlation (All Time)
Calculated using the full available price history since Aug 11, 2020

0.62

The correlation between PHDG and BUFR has been stable across timeframes, ranging from 0.59 to 0.63 - a consistent structural relationship.

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Return for Risk

PHDG vs. BUFR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PHDG
PHDG Risk / Return Rank: 6161
Overall Rank
PHDG Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
PHDG Sortino Ratio Rank: 5555
Sortino Ratio Rank
PHDG Omega Ratio Rank: 6363
Omega Ratio Rank
PHDG Calmar Ratio Rank: 6868
Calmar Ratio Rank
PHDG Martin Ratio Rank: 6262
Martin Ratio Rank

BUFR
BUFR Risk / Return Rank: 8484
Overall Rank
BUFR Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
BUFR Sortino Ratio Rank: 8585
Sortino Ratio Rank
BUFR Omega Ratio Rank: 8686
Omega Ratio Rank
BUFR Calmar Ratio Rank: 7676
Calmar Ratio Rank
BUFR Martin Ratio Rank: 9090
Martin Ratio Rank
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.

PHDG vs. BUFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Downside Hedged ETF (PHDG) and FT Vest Laddered Buffer ETF (BUFR). 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.


PHDGBUFRDifference
Sharpe ratioReturn per unit of total volatility

-0.59

Sortino ratioReturn per unit of downside risk

-0.88

Omega ratioGain probability vs. loss probability

1.27

1.37

-0.10

Calmar ratioReturn relative to maximum drawdown

2.38

2.78

-0.39

Martin ratioReturn relative to average drawdown

7.41

14.53

-7.12

PHDG vs. BUFR - Sharpe Ratio Comparison

The current PHDG Sharpe Ratio is 1.33, which is lower than the BUFR Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of PHDG and BUFR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PHDG vs. BUFR - Drawdown Comparison

The maximum PHDG drawdown since its inception was -17.70%, which is greater than BUFR's maximum drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for PHDG and BUFR.


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Drawdown Indicators


PHDGBUFRDifference

Max Drawdown

Largest peak-to-trough decline

-17.70%

-13.73%

-3.97%

Max Drawdown (1Y)

Largest decline over 1 year

-6.36%

-4.61%

-1.75%

Max Drawdown (3Y)

Largest decline over 3 years

-14.78%

-12.81%

-1.97%

Max Drawdown (5Y)

Largest decline over 5 years

-17.06%

-13.73%

-3.33%

Max Drawdown (10Y)

Largest decline over 10 years

-17.06%

Current Drawdown

Current decline from peak

-5.95%

-0.90%

-5.05%

Average Drawdown

Average peak-to-trough decline

-6.23%

-2.05%

-4.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

0.88%

+1.16%

Volatility

PHDG vs. BUFR - Volatility Comparison

Invesco S&P 500 Downside Hedged ETF (PHDG) has a higher volatility of 2.14% compared to FT Vest Laddered Buffer ETF (BUFR) at 1.58%. This indicates that PHDG's price experiences larger fluctuations and is considered to be riskier than BUFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PHDGBUFRDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.14%

1.58%

+0.56%

Volatility (6M)

Calculated over the trailing 6-month period

9.37%

5.26%

+4.11%

Volatility (1Y)

Calculated over the trailing 1-year period

11.41%

6.66%

+4.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.37%

10.47%

+0.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.10%

10.16%

+1.94%

PHDG vs. BUFR - Expense Ratio Comparison

PHDG has a 0.39% expense ratio, which is lower than BUFR's 0.95% expense ratio.


Dividends

PHDG vs. BUFR - Dividend Comparison

PHDG's dividend yield for the trailing twelve months is around 1.70%, while BUFR has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BUFR
FT Vest Laddered 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%
PHDG
Invesco S&P 500 Downside Hedged ETF
1.70%2.10%1.94%1.93%1.35%0.44%0.63%1.80%1.56%1.83%2.29%1.64%

Frequently Asked Questions


PHDG and BUFR have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PHDG has higher volatility (2.14%) compared to BUFR (1.58%). In terms of maximum drawdown, PHDG dropped -17.70% vs BUFR's -13.73%.

On 5-year performance, BUFR leads with 9.55% vs 4.01% for PHDG. On fees, PHDG is cheaper at 0.39% per year. On volatility, BUFR has been the lower-risk option at 1.58%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BUFR has performed better with a 9.55% return vs 4.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PHDG is cheaper with a 0.39% expense ratio, compared with 0.95% for BUFR.

PHDG has the higher dividend yield at 1.70%, compared with 0.00% for BUFR.

PHDG is categorized as Equity Hedged, while BUFR is Defined Outcome. They also come from different issuers: Invesco and First Trust. Their fees differ too: 0.39% for PHDG and 0.95% for BUFR.

BUFR currently has the higher Sharpe Ratio (1.92 vs 1.33), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for PHDG and BUFR

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