SHRY vs. BUFX
SHRY (First Trust Bloomberg Shareholder Yield ETF) and BUFX (FT Vest Laddered Enhance & Moderate Buffer ETF) are both exchange-traded funds - SHRY is a Large Cap Blend Equities fund tracking the Bloomberg Shareholder Yield Index - Benchmark TR Gross, while BUFX is a Defined Outcome fund managed by First Trust. At a 0.45 correlation, their price movements are largely independent. SHRY charges 0.60%/yr vs 0.96%/yr for BUFX.
Performance
SHRY vs. BUFX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with SHRY having a 4.24% return and BUFX slightly lower at 4.10%.
SHRY
- 1D
- -0.83%
- 1M
- -1.07%
- YTD
- 4.24%
- 6M
- 5.20%
- 1Y
- 6.62%
- 3Y*
- 13.90%
- 5Y*
- 7.87%
- 10Y*
- —
BUFX
- 1D
- -0.05%
- 1M
- 1.35%
- YTD
- 4.10%
- 6M
- 4.88%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SHRY vs. BUFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SHRY First Trust Bloomberg Shareholder Yield ETF | 4.24% | 1.36% |
BUFX FT Vest Laddered Enhance & Moderate Buffer ETF | 4.10% | 5.62% |
Correlation
The correlation between SHRY and BUFX is 0.45, 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 26, 2025 | 0.45 |
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Return for Risk
SHRY vs. BUFX — Risk / Return Rank
SHRY
BUFX
SHRY vs. BUFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Bloomberg Shareholder Yield ETF (SHRY) and FT Vest Laddered Enhance & Moderate Buffer ETF (BUFX). 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.
| SHRY | BUFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.11 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.92 | — | — |
| Martin ratioReturn relative to average drawdown | 2.54 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SHRY | BUFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 2.68 | -2.08 |
Drawdowns
SHRY vs. BUFX - Drawdown Comparison
The maximum SHRY drawdown since its inception was -36.67%, which is greater than BUFX's maximum drawdown of -2.87%. Use the drawdown chart below to compare losses from any high point for SHRY and BUFX.
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Drawdown Indicators
| SHRY | BUFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.67% | -2.87% | -33.80% |
Max Drawdown (1Y)Largest decline over 1 year | -7.20% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -15.34% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -23.94% | — | — |
Current DrawdownCurrent decline from peak | -3.73% | -0.07% | -3.66% |
Average DrawdownAverage peak-to-trough decline | -5.03% | -0.24% | -4.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | — | — |
Volatility
SHRY vs. BUFX - Volatility Comparison
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Volatility by Period
| SHRY | BUFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.31% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 7.51% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 10.78% | 3.98% | +6.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.67% | 3.98% | +11.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.18% | 3.98% | +14.20% |
SHRY vs. BUFX - Expense Ratio Comparison
SHRY has a 0.60% expense ratio, which is lower than BUFX's 0.96% expense ratio.
Dividends
SHRY vs. BUFX - Dividend Comparison
SHRY's dividend yield for the trailing twelve months is around 1.69%, while BUFX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
BUFX FT Vest Laddered Enhance & Moderate Buffer ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SHRY First Trust Bloomberg Shareholder Yield ETF | 1.69% | 1.73% | 1.76% | 1.49% | 1.52% | 0.98% | 1.65% | 1.54% | 1.89% | 0.55% |
Frequently Asked Questions
SHRY and BUFX have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SHRY is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SHRY is cheaper with a 0.60% expense ratio, compared with 0.96% for BUFX.
SHRY has the higher dividend yield at 1.69%, compared with 0.00% for BUFX.
SHRY is categorized as Large Cap Blend Equities, while BUFX is Defined Outcome. Their fees differ too: 0.60% for SHRY and 0.96% for BUFX.
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