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RSST vs. BUFH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RSST vs. BUFH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Return Stacked U.S. Stocks & Managed Futures ETF (RSST) and FT Vest Laddered Max Buffer ETF (BUFH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RSST achieves a 21.45% return, which is significantly higher than BUFH's 2.45% return.


RSST

1D
-0.95%
1M
7.80%
YTD
21.45%
6M
23.86%
1Y
56.70%
3Y*
5Y*
10Y*

BUFH

1D
-0.05%
1M
0.75%
YTD
2.45%
6M
2.82%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RSST vs. BUFH - Yearly Performance Comparison


Correlation

The correlation between RSST and BUFH is 0.65, 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

0.65

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Return for Risk

RSST vs. BUFH — Risk / Return Rank

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

RSST
RSST Risk / Return Rank: 7676
Overall Rank
RSST Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
RSST Sortino Ratio Rank: 6464
Sortino Ratio Rank
RSST Omega Ratio Rank: 6969
Omega Ratio Rank
RSST Calmar Ratio Rank: 8686
Calmar Ratio Rank
RSST Martin Ratio Rank: 8383
Martin Ratio Rank

BUFH
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.

RSST vs. BUFH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Return Stacked U.S. Stocks & Managed Futures ETF (RSST) 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.


RSSTBUFHDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.43

Calmar ratioReturn relative to maximum drawdown

4.87

Martin ratioReturn relative to average drawdown

17.18

RSST vs. BUFH - Sharpe Ratio Comparison


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Sharpe Ratios by Period


RSSTBUFHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

2.91

-1.96

Drawdowns

RSST vs. BUFH - Drawdown Comparison

The maximum RSST drawdown since its inception was -30.80%, which is greater than BUFH's maximum drawdown of -1.53%. Use the drawdown chart below to compare losses from any high point for RSST and BUFH.


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Drawdown Indicators


RSSTBUFHDifference

Max Drawdown

Largest peak-to-trough decline

-30.80%

-1.53%

-29.27%

Max Drawdown (1Y)

Largest decline over 1 year

-11.71%

Current Drawdown

Current decline from peak

-0.95%

-0.05%

-0.90%

Average Drawdown

Average peak-to-trough decline

-6.03%

-0.18%

-5.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.31%

Volatility

RSST vs. BUFH - Volatility Comparison


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Volatility by Period


RSSTBUFHDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.16%

Volatility (6M)

Calculated over the trailing 6-month period

15.34%

Volatility (1Y)

Calculated over the trailing 1-year period

22.14%

2.37%

+19.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.16%

2.37%

+21.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.16%

2.37%

+21.79%

RSST vs. BUFH - Expense Ratio Comparison

RSST has a 1.04% expense ratio, which is higher than BUFH's 0.95% expense ratio.


Dividends

RSST vs. BUFH - Dividend Comparison

RSST's dividend yield for the trailing twelve months is around 0.92%, while BUFH has not paid dividends to shareholders.


PositionTTM202520242023
BUFH
FT Vest Laddered Max Buffer ETF
0.00%0.00%0.00%0.00%
RSST
Return Stacked U.S. Stocks & Managed Futures ETF
0.92%1.12%0.09%0.93%

Frequently Asked Questions


RSST and BUFH have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BUFH is cheaper at 0.95% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BUFH is cheaper with a 0.95% expense ratio, compared with 1.04% for RSST.

RSST has the higher dividend yield at 0.92%, compared with 0.00% for BUFH.

RSST is categorized as Large Cap Blend Equities, while BUFH is Defined Outcome. They also come from different issuers: Return Stacked and First Trust. Their fees differ too: 1.04% for RSST and 0.95% for BUFH.

Portfolio Optimizer

Find the right allocation for RSST and BUFH

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