SCC vs. BUFR
SCC (ProShares UltraShort Consumer Services) and BUFR (FT Vest Laddered Buffer ETF) are both exchange-traded funds - SCC is a Leveraged Equities fund tracking the DJ Global United States (All) / Consumer Services -IND (-200%), while BUFR is a Defined Outcome fund actively managed by First Trust. SCC is passively managed, while BUFR is actively managed. Over the past 5 years, SCC returned -14.17%/yr vs 9.61%/yr for BUFR. At a correlation of -0.82, they often move in opposite directions. Both charge a 0.95% expense ratio.
Performance
SCC vs. BUFR - Performance Comparison
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Returns By Period
In the year-to-date period, SCC achieves a 8.21% return, which is significantly higher than BUFR's 5.63% return.
SCC
- 1D
- 2.43%
- 1M
- 8.97%
- YTD
- 8.21%
- 6M
- 13.36%
- 1Y
- -12.48%
- 3Y*
- -21.64%
- 5Y*
- -14.17%
- 10Y*
- -24.95%
BUFR
- 1D
- -0.66%
- 1M
- -0.22%
- YTD
- 5.63%
- 6M
- 5.31%
- 1Y
- 15.99%
- 3Y*
- 13.70%
- 5Y*
- 9.61%
- 10Y*
- —
SCC vs. BUFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SCC ProShares UltraShort Consumer Services | 8.21% | -18.97% | -36.01% | -44.34% | 64.09% | -25.84% | -25.81% |
BUFR FT Vest Laddered Buffer ETF | 5.63% | 12.44% | 14.68% | 19.63% | -7.57% | 11.88% | 6.60% |
Correlation
The correlation between SCC and BUFR is -0.79, 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 | -0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.83 |
Correlation (All Time) Calculated using the full available price history since Aug 11, 2020 | -0.82 |
The correlation between SCC and BUFR has been stable across timeframes, ranging from -0.83 to -0.79 - a consistent structural relationship.
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Return for Risk
SCC vs. BUFR — Risk / Return Rank
SCC
BUFR
SCC vs. BUFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Consumer Services (SCC) 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.
| SCC | BUFR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.76 | ||
| Sortino ratioReturn per unit of downside risk | -3.73 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.48 | -0.51 |
| Calmar ratioReturn relative to maximum drawdown | -0.47 | 3.49 | -3.96 |
| Martin ratioReturn relative to average drawdown | -0.72 | 18.54 | -19.27 |
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Drawdowns
SCC vs. BUFR - Drawdown Comparison
The maximum SCC drawdown since its inception was -99.92%, which is greater than BUFR's maximum drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for SCC and BUFR.
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Drawdown Indicators
| SCC | BUFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.92% | -13.73% | -86.19% |
Max Drawdown (1Y)Largest decline over 1 year | -26.45% | -4.61% | -21.84% |
Max Drawdown (3Y)Largest decline over 3 years | -67.10% | -12.81% | -54.29% |
Max Drawdown (5Y)Largest decline over 5 years | -77.34% | -13.73% | -63.61% |
Max Drawdown (10Y)Largest decline over 10 years | -95.55% | — | — |
Current DrawdownCurrent decline from peak | -99.90% | -0.96% | -98.94% |
Average DrawdownAverage peak-to-trough decline | -85.97% | -2.08% | -83.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.30% | 0.86% | +16.44% |
Volatility
SCC vs. BUFR - Volatility Comparison
ProShares UltraShort Consumer Services (SCC) has a higher volatility of 12.97% compared to FT Vest Laddered Buffer ETF (BUFR) at 2.13%. This indicates that SCC'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
| SCC | BUFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.97% | 2.13% | +10.84% |
Volatility (6M)Calculated over the trailing 6-month period | 27.84% | 5.25% | +22.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.09% | 6.65% | +30.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.20% | 10.48% | +33.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.67% | 10.22% | +29.45% |
SCC vs. BUFR - Expense Ratio Comparison
Both SCC and BUFR have an expense ratio of 0.95%.
Dividends
SCC vs. BUFR - Dividend Comparison
SCC's dividend yield for the trailing twelve months is around 4.35%, while BUFR has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
BUFR FT Vest Laddered Buffer ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCC ProShares UltraShort Consumer Services | 4.35% | 4.87% | 7.46% | 4.53% | 0.53% | 0.00% | 0.06% | 2.67% | 0.86% |
Frequently Asked Questions
SCC and BUFR have a correlation of -0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCC has higher volatility (12.97%) compared to BUFR (2.13%). In terms of maximum drawdown, SCC dropped -99.92% vs BUFR's -13.73%.
On 5-year performance, BUFR leads with 9.61% vs -14.17% for SCC. Both ETFs have the same 0.95% expense ratio. On volatility, BUFR has been the lower-risk option at 2.13%. 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 9.61% return vs -14.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SCC and BUFR have the same expense ratio: 0.95% per year.
SCC has the higher dividend yield at 4.35%, compared with 0.00% for BUFR.
SCC is categorized as Leveraged Equities, while BUFR is Defined Outcome. They also come from different issuers: ProShares and First Trust.
BUFR currently has the higher Sharpe Ratio (2.42 vs -0.34), 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.
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