QDEC vs. BAMU

Last updated Jun 4, 2026

QDEC (FT Vest Nasdaq-100 Buffer ETF – December) and BAMU (Brookstone Ultra-Short Bond ETF) are both exchange-traded funds - QDEC is a Nasdaq-100 fund actively managed by FT Vest, while BAMU is a Ultrashort Bond fund actively managed by Brookstone. Both are actively managed. Over the past year, QDEC returned 25.54% vs 2.93% for BAMU. At a correlation of -0.02, they often move in opposite directions. QDEC charges 0.90%/yr vs 1.09%/yr for BAMU.

Performance

QDEC vs. BAMU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest Nasdaq-100 Buffer ETF – December (QDEC) and Brookstone Ultra-Short Bond ETF (BAMU). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QDEC achieves a 9.56% return, which is significantly higher than BAMU's 1.06% return.

QDEC

• 1D: -0.11%
• 1M: 3.42%
• YTD: 9.56%
• 6M: 10.79%
• 1Y: 25.54%
• 3Y*: 17.59%
• 5Y*: 10.93%
• 10Y*: —

BAMU

• 1D: 0.02%
• 1M: 0.20%
• YTD: 1.06%
• 6M: 1.25%
• 1Y: 2.93%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

QDEC vs. BAMU - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
QDEC FT Vest Nasdaq-100 Buffer ETF – December	9.56%	18.12%	16.40%	4.89%
BAMU Brookstone Ultra-Short Bond ETF	1.06%	3.21%	4.14%	1.20%

Correlation

The correlation between QDEC and BAMU is -0.20, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.20
Correlation (All Time) Calculated using the full available price history since Sep 28, 2023	-0.02

The correlation between QDEC and BAMU shifts across timeframes, from -0.20 (1 year) to -0.02 (all time), reflecting how their relationship changes across market environments.

QDEC vs. BAMU - Sectors Allocation Comparison

Sectors	QDEC	BAMU
Technology	54.2%	-
Communication Services	15.5%	-
Consumer Cyclical	12.2%	-
Consumer Defensive	7.6%	-
Healthcare	4.2%	-
Industrials	2.8%	-
Utilities	1.4%	-
Basic Materials	1.2%	-
Energy	0.6%	-
Financial Services	0.2%	98.8%
Real Estate	0.1%	-

Return for Risk

QDEC vs. BAMU — Risk / Return Rank

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

QDEC

QDEC Risk / Return Rank: 79
QDEC Sharpe Ratio Rank: 81
QDEC Sortino Ratio Rank: 83
QDEC Omega Ratio Rank: 83
QDEC Calmar Ratio Rank: 69
QDEC Martin Ratio Rank: 82

BAMU

BAMU Risk / Return Rank: 98
BAMU Sharpe Ratio Rank: 97
BAMU Sortino Ratio Rank: 98
BAMU Omega Ratio Rank: 98
BAMU Calmar Ratio Rank: 99
BAMU Martin Ratio Rank: 99

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.

QDEC vs. BAMU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest Nasdaq-100 Buffer ETF – December (QDEC) and Brookstone Ultra-Short Bond ETF (BAMU). 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.

	QDEC	BAMU	Difference
Sharpe ratio: Return per unit of total volatility	2.63	4.98	-2.35
Sortino ratio: Return per unit of downside risk	3.71	8.77	-5.05
Omega ratio: Gain probability vs. loss probability	1.50	2.41	-0.91
Calmar ratio: Return relative to maximum drawdown	3.39	24.89	-21.50
Martin ratio: Return relative to average drawdown	16.17	97.89	-81.72
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QDEC vs. BAMU - Sharpe Ratio Comparison

The current QDEC Sharpe Ratio is 2.63, which is lower than the BAMU Sharpe Ratio of 4.98. The chart below compares the historical Sharpe Ratios of QDEC and BAMU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	QDEC	BAMU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.63	4.98	-2.35
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.75	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.78	4.14	-3.36

Drawdowns

QDEC vs. BAMU - Drawdown Comparison

The maximum QDEC drawdown since its inception was -25.25%, which is greater than BAMU's maximum drawdown of -0.36%. Use the drawdown chart below to compare losses from any high point for QDEC and BAMU.

Drawdown Indicators

	QDEC	BAMU	Difference
Max Drawdown Largest peak-to-trough decline	-25.25%	-0.36%	-24.89%
Max Drawdown (1Y) Largest decline over 1 year	-7.58%	-0.12%	-7.46%
Max Drawdown (3Y) Largest decline over 3 years	-16.08%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-25.25%	—	—
Current Drawdown Current decline from peak	-0.11%	0.00%	-0.11%
Average Drawdown Average peak-to-trough decline	-5.04%	-0.02%	-5.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.58%	0.03%	+1.55%

Volatility

QDEC vs. BAMU - Volatility Comparison

FT Vest Nasdaq-100 Buffer ETF – December (QDEC) has a higher volatility of 1.37% compared to Brookstone Ultra-Short Bond ETF (BAMU) at 0.07%. This indicates that QDEC's price experiences larger fluctuations and is considered to be riskier than BAMU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QDEC	BAMU	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.37%	0.07%	+1.30%
Volatility (6M) Calculated over the trailing 6-month period	7.56%	0.43%	+7.13%
Volatility (1Y) Calculated over the trailing 1-year period	9.78%	0.59%	+9.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.70%	0.87%	+13.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.61%	0.87%	+13.74%

QDEC vs. BAMU - Expense Ratio Comparison

QDEC has a 0.90% expense ratio, which is lower than BAMU's 1.09% expense ratio.

Dividends

QDEC vs. BAMU - Dividend Comparison

QDEC has not paid dividends to shareholders, while BAMU's dividend yield for the trailing twelve months is around 3.06%.

Position	TTM	2025	2024	2023
BAMU Brookstone Ultra-Short Bond ETF	3.06%	3.20%	3.97%	0.84%
QDEC FT Vest Nasdaq-100 Buffer ETF – December	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both QDEC and BAMU in my portfolio?

QDEC and BAMU have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QDEC or BAMU?

QDEC has higher volatility (1.37%) compared to BAMU (0.07%). In terms of maximum drawdown, QDEC dropped -25.25% vs BAMU's -0.36%.

Which ETF is better, QDEC or BAMU?

On 1-year performance, QDEC leads with 25.54% vs 2.93% for BAMU. On fees, QDEC is cheaper at 0.90% per year. On volatility, BAMU has been the lower-risk option at 0.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QDEC or BAMU?

Over the 1-year period, QDEC has performed better with a 25.54% return vs 2.93%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QDEC or BAMU?

QDEC is cheaper with a 0.90% expense ratio, compared with 1.09% for BAMU.

Which ETF pays a higher dividend yield, QDEC or BAMU?

BAMU has the higher dividend yield at 3.06%, compared with 0.00% for QDEC.

What is the main difference between QDEC and BAMU?

QDEC is categorized as Nasdaq-100, while BAMU is Ultrashort Bond. They also come from different issuers: FT Vest and Brookstone. Their fees differ too: 0.90% for QDEC and 1.09% for BAMU.

Which has better risk-adjusted returns?

BAMU currently has the higher Sharpe Ratio (4.98 vs 2.63), 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.