QBIG vs. BUFH

Last updated Jun 26, 2026

QBIG (Invesco Top QQQ ETF) and BUFH (FT Vest Laddered Max Buffer ETF) are both exchange-traded funds - QBIG is a Large Cap Blend Equities fund actively managed by Invesco, while BUFH is a Defined Outcome fund managed by First Trust. Over the past year, QBIG returned 16.43% vs 6.28% for BUFH. A 0.67 correlation means they provide meaningful diversification when combined. QBIG charges 0.29%/yr vs 0.95%/yr for BUFH.

Performance

QBIG vs. BUFH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Top QQQ ETF (QBIG) and FT Vest Laddered Max Buffer ETF (BUFH). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QBIG achieves a -3.30% return, which is significantly lower than BUFH's 2.30% return.

QBIG

• 1D: -2.37%
• 1M: -11.77%
• YTD: -3.30%
• 6M: -4.71%
• 1Y: 16.43%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BUFH

• 1D: 0.00%
• 1M: 0.00%
• YTD: 2.30%
• 6M: 2.28%
• 1Y: 6.28%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

QBIG vs. BUFH - Yearly Performance Comparison

	2026 (YTD)	2025
QBIG Invesco Top QQQ ETF	-3.30%	21.69%
BUFH FT Vest Laddered Max Buffer ETF	2.30%	3.81%

Correlation

The correlation between QBIG and BUFH is 0.68, 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	0.68
Correlation (All Time) Calculated using the full available price history since Jun 25, 2025	0.67

The correlation between QBIG and BUFH has been stable across timeframes, ranging from 0.67 to 0.68 - a consistent structural relationship.

Return for Risk

QBIG vs. BUFH — Risk / Return Rank

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

QBIG

QBIG Risk / Return Rank: 22
QBIG Sharpe Ratio Rank: 24
QBIG Sortino Ratio Rank: 23
QBIG Omega Ratio Rank: 22
QBIG Calmar Ratio Rank: 20
QBIG Martin Ratio Rank: 22

BUFH

BUFH Risk / Return Rank: 91
BUFH Sharpe Ratio Rank: 90
BUFH Sortino Ratio Rank: 94
BUFH Omega Ratio Rank: 94
BUFH Calmar Ratio Rank: 84
BUFH Martin Ratio Rank: 92

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.

QBIG vs. BUFH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Top QQQ ETF (QBIG) 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.

	QBIG	BUFH	Difference
Sharpe ratio: Return per unit of total volatility	0.80	2.66	-1.85
Sortino ratio: Return per unit of downside risk	1.19	4.16	-2.97
Omega ratio: Gain probability vs. loss probability	1.15	1.59	-0.45
Calmar ratio: Return relative to maximum drawdown	0.84	4.11	-3.28
Martin ratio: Return relative to average drawdown	2.47	19.34	-16.87

QBIG vs. BUFH - Sharpe Ratio Comparison

The current QBIG Sharpe Ratio is 0.80, which is lower than the BUFH Sharpe Ratio of 2.66. The chart below compares the historical Sharpe Ratios of QBIG and BUFH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

QBIG vs. BUFH - Drawdown Comparison

The maximum QBIG drawdown since its inception was -30.33%, which is greater than BUFH's maximum drawdown of -1.53%. Use the drawdown chart below to compare losses from any high point for QBIG and BUFH.

Drawdown Indicators

	QBIG	BUFH	Difference
Max Drawdown Largest peak-to-trough decline	-30.33%	-1.53%	-28.80%
Max Drawdown (1Y) Largest decline over 1 year	-19.70%	-1.53%	-18.17%
Current Drawdown Current decline from peak	-14.09%	-0.26%	-13.83%
Average Drawdown Average peak-to-trough decline	-7.07%	-0.18%	-6.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.67%	0.33%	+6.34%

Volatility

QBIG vs. BUFH - Volatility Comparison

Invesco Top QQQ ETF (QBIG) has a higher volatility of 7.46% compared to FT Vest Laddered Max Buffer ETF (BUFH) at 0.62%. This indicates that QBIG's price experiences larger fluctuations and is considered to be riskier than BUFH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QBIG	BUFH	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.46%	0.62%	+6.84%
Volatility (6M) Calculated over the trailing 6-month period	15.78%	1.96%	+13.82%
Volatility (1Y) Calculated over the trailing 1-year period	20.53%	2.37%	+18.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.42%	2.37%	+25.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.42%	2.37%	+25.05%

QBIG vs. BUFH - Expense Ratio Comparison

QBIG has a 0.29% expense ratio, which is lower than BUFH's 0.95% expense ratio.

Dividends

QBIG vs. BUFH - Dividend Comparison

Neither QBIG nor BUFH has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both QBIG and BUFH in my portfolio?

QBIG and BUFH have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QBIG or BUFH?

QBIG has higher volatility (7.46%) compared to BUFH (0.62%). In terms of maximum drawdown, QBIG dropped -30.33% vs BUFH's -1.53%.

Which ETF is better, QBIG or BUFH?

On 1-year performance, QBIG leads with 16.43% vs 6.28% for BUFH. On fees, QBIG is cheaper at 0.29% per year. On volatility, BUFH has been the lower-risk option at 0.62%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QBIG or BUFH?

Over the 1-year period, QBIG has performed better with a 16.43% return vs 6.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QBIG or BUFH?

QBIG is cheaper with a 0.29% expense ratio, compared with 0.95% for BUFH.

Which ETF pays a higher dividend yield, QBIG or BUFH?

QBIG and BUFH have nearly identical dividend yields, around 0.00%.

What is the main difference between QBIG and BUFH?

QBIG is categorized as Large Cap Blend Equities, while BUFH is Defined Outcome. They also come from different issuers: Invesco and First Trust. Their fees differ too: 0.29% for QBIG and 0.95% for BUFH.

Which has better risk-adjusted returns?

BUFH currently has the higher Sharpe Ratio (2.66 vs 0.80), 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.