SELV vs. BUFH

Last updated Jun 23, 2026

SELV (SEI Enhanced Low Volatility US Large Cap ETF) and BUFH (FT Vest Laddered Max Buffer ETF) are both exchange-traded funds - SELV is a Large Cap Blend Equities fund actively managed by SEI, while BUFH is a Defined Outcome fund managed by First Trust. At a 0.27 correlation, their price movements are largely independent. SELV charges 0.15%/yr vs 0.95%/yr for BUFH.

Performance

SELV vs. BUFH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Enhanced Low Volatility US Large Cap ETF (SELV) 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, SELV achieves a -0.78% return, which is significantly lower than BUFH's 2.49% return.

SELV

• 1D: -0.62%
• 1M: -4.10%
• YTD: -0.78%
• 6M: -1.05%
• 1Y: 5.79%
• 3Y*: 9.83%
• 5Y*: —
• 10Y*: —

BUFH

• 1D: -0.05%
• 1M: 0.21%
• YTD: 2.49%
• 6M: 2.59%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SELV vs. BUFH - Yearly Performance Comparison

	2026 (YTD)	2025
SELV SEI Enhanced Low Volatility US Large Cap ETF	-0.78%	5.32%
BUFH FT Vest Laddered Max Buffer ETF	2.49%	3.81%

Correlation

The correlation between SELV and BUFH is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 25, 2025	0.27

Return for Risk

SELV vs. BUFH — Risk / Return Rank

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

SELV

SELV Risk / Return Rank: 20
SELV Sharpe Ratio Rank: 19
SELV Sortino Ratio Rank: 18
SELV Omega Ratio Rank: 17
SELV Calmar Ratio Rank: 22
SELV Martin Ratio Rank: 22

BUFH

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

SELV vs. BUFH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI Enhanced Low Volatility US Large Cap ETF (SELV) 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.

	SELV	BUFH	Difference
Sharpe ratio: Return per unit of total volatility	0.65	—	—
Sortino ratio: Return per unit of downside risk	0.97	—	—
Omega ratio: Gain probability vs. loss probability	1.11	—	—
Calmar ratio: Return relative to maximum drawdown	0.98	—	—
Martin ratio: Return relative to average drawdown	2.70	—	—

Drawdowns

SELV vs. BUFH - Drawdown Comparison

The maximum SELV drawdown since its inception was -13.73%, which is greater than BUFH's maximum drawdown of -1.53%. Use the drawdown chart below to compare losses from any high point for SELV and BUFH.

Drawdown Indicators

	SELV	BUFH	Difference
Max Drawdown Largest peak-to-trough decline	-13.73%	-1.53%	-12.20%
Max Drawdown (1Y) Largest decline over 1 year	-5.92%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-8.94%	—	—
Current Drawdown Current decline from peak	-5.51%	-0.07%	-5.44%
Average Drawdown Average peak-to-trough decline	-2.37%	-0.18%	-2.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.15%	—	—

Volatility

Volatility by Period

	SELV	BUFH	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.91%	—	—
Volatility (6M) Calculated over the trailing 6-month period	6.68%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	8.97%	2.38%	+6.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.89%	2.38%	+9.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.89%	2.38%	+9.51%

SELV vs. BUFH - Expense Ratio Comparison

SELV has a 0.15% expense ratio, which is lower than BUFH's 0.95% expense ratio.

Dividends

SELV vs. BUFH - Dividend Comparison

SELV's dividend yield for the trailing twelve months is around 1.80%, while BUFH has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022
BUFH FT Vest Laddered Max Buffer ETF	0.00%	0.00%	0.00%	0.00%	0.00%
SELV SEI Enhanced Low Volatility US Large Cap ETF	1.80%	1.74%	1.77%	2.06%	1.26%

Frequently Asked Questions

Can I hold both SELV and BUFH in my portfolio?

SELV and BUFH have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SELV or BUFH?

On fees, SELV is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SELV or BUFH?

SELV is cheaper with a 0.15% expense ratio, compared with 0.95% for BUFH.

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

SELV has the higher dividend yield at 1.80%, compared with 0.00% for BUFH.

What is the main difference between SELV and BUFH?

SELV is categorized as Large Cap Blend Equities, while BUFH is Defined Outcome. They also come from different issuers: SEI and First Trust. Their fees differ too: 0.15% for SELV and 0.95% for BUFH.