RWLC vs. BUFH

Last updated Jun 4, 2026

RWLC (Rayliant Wilshire NxtGen US Large Cap Equity ETF) and BUFH (FT Vest Laddered Max Buffer ETF) are both exchange-traded funds - RWLC is a Large Cap Blend Equities fund tracking the S&P 500, while BUFH is a Defined Outcome fund managed by First Trust. A 0.52 correlation means they provide meaningful diversification when combined. RWLC charges 0.32%/yr vs 0.95%/yr for BUFH.

Performance

RWLC vs. BUFH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rayliant Wilshire NxtGen US Large Cap Equity ETF (RWLC) 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, RWLC achieves a 12.91% return, which is significantly higher than BUFH's 2.45% return.

RWLC

• 1D: -0.44%
• 1M: 6.22%
• YTD: 12.91%
• 6M: 15.36%
• 1Y: 21.97%
• 3Y*: 24.01%
• 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)

RWLC vs. BUFH - Yearly Performance Comparison

	2026 (YTD)	2025
RWLC Rayliant Wilshire NxtGen US Large Cap Equity ETF	12.91%	7.88%
BUFH FT Vest Laddered Max Buffer ETF	2.45%	3.89%

Correlation

The correlation between RWLC and BUFH is 0.52, 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	0.52

Return for Risk

RWLC vs. BUFH — Risk / Return Rank

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

RWLC

RWLC Risk / Return Rank: 49
RWLC Sharpe Ratio Rank: 46
RWLC Sortino Ratio Rank: 49
RWLC Omega Ratio Rank: 47
RWLC Calmar Ratio Rank: 49
RWLC Martin Ratio Rank: 52

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.

RWLC vs. BUFH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rayliant Wilshire NxtGen US Large Cap Equity ETF (RWLC) 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.

	RWLC	BUFH	Difference
Sharpe ratio: Return per unit of total volatility	1.59	—	—
Sortino ratio: Return per unit of downside risk	2.39	—	—
Omega ratio: Gain probability vs. loss probability	1.29	—	—
Calmar ratio: Return relative to maximum drawdown	2.36	—	—
Martin ratio: Return relative to average drawdown	8.78	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	RWLC	BUFH	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.59	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.85	2.91	-2.06

Drawdowns

RWLC vs. BUFH - Drawdown Comparison

The maximum RWLC drawdown since its inception was -21.00%, which is greater than BUFH's maximum drawdown of -1.53%. Use the drawdown chart below to compare losses from any high point for RWLC and BUFH.

Drawdown Indicators

	RWLC	BUFH	Difference
Max Drawdown Largest peak-to-trough decline	-21.00%	-1.53%	-19.47%
Max Drawdown (1Y) Largest decline over 1 year	-9.33%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-16.20%	—	—
Current Drawdown Current decline from peak	-0.44%	-0.05%	-0.39%
Average Drawdown Average peak-to-trough decline	-5.43%	-0.18%	-5.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.51%	—	—

Volatility

Volatility by Period

	RWLC	BUFH	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.66%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.97%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.88%	2.37%	+11.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.48%	2.37%	+14.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.48%	2.37%	+14.11%

RWLC vs. BUFH - Expense Ratio Comparison

RWLC has a 0.32% expense ratio, which is lower than BUFH's 0.95% expense ratio.

Dividends

RWLC vs. BUFH - Dividend Comparison

RWLC's dividend yield for the trailing twelve months is around 13.01%, while BUFH has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021
BUFH FT Vest Laddered Max Buffer ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
RWLC Rayliant Wilshire NxtGen US Large Cap Equity ETF	13.01%	14.69%	0.98%	1.63%	1.39%	0.01%

Frequently Asked Questions

Can I hold both RWLC and BUFH in my portfolio?

RWLC and BUFH have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, RWLC or BUFH?

On fees, RWLC is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, RWLC or BUFH?

RWLC is cheaper with a 0.32% expense ratio, compared with 0.95% for BUFH.

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

RWLC has the higher dividend yield at 13.01%, compared with 0.00% for BUFH.

What is the main difference between RWLC and BUFH?

RWLC is categorized as Large Cap Blend Equities, while BUFH is Defined Outcome. They also come from different issuers: Rayliant and First Trust. Their fees differ too: 0.32% for RWLC and 0.95% for BUFH.