SKRE vs. BUFH

Last updated Jun 4, 2026

SKRE (Tuttle Capital Daily 2X Inverse Regional Banks ETF) and BUFH (FT Vest Laddered Max Buffer ETF) are both exchange-traded funds - SKRE is a Large Cap Blend Equities fund tracking the S&P Regional Banks Select Industry, while BUFH is a Defined Outcome fund managed by First Trust. At a correlation of -0.35, they often move in opposite directions. SKRE charges 0.75%/yr vs 0.95%/yr for BUFH.

Performance

SKRE vs. BUFH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tuttle Capital Daily 2X Inverse Regional Banks ETF (SKRE) 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, SKRE achieves a -14.51% return, which is significantly lower than BUFH's 2.45% return.

SKRE

• 1D: 4.58%
• 1M: 2.45%
• YTD: -14.51%
• 6M: -16.27%
• 1Y: -39.81%
• 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)

SKRE vs. BUFH - Yearly Performance Comparison

	2026 (YTD)	2025
SKRE Tuttle Capital Daily 2X Inverse Regional Banks ETF	-14.51%	-26.13%
BUFH FT Vest Laddered Max Buffer ETF	2.45%	3.89%

Correlation

The correlation between SKRE and BUFH is -0.35, 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 (All Time) Calculated using the full available price history since Jun 26, 2025	-0.35

Return for Risk

SKRE vs. BUFH — Risk / Return Rank

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

SKRE

SKRE Risk / Return Rank: 2
SKRE Sharpe Ratio Rank: 2
SKRE Sortino Ratio Rank: 2
SKRE Omega Ratio Rank: 2
SKRE Calmar Ratio Rank: 2
SKRE Martin Ratio Rank: 3

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.

SKRE vs. BUFH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tuttle Capital Daily 2X Inverse Regional Banks ETF (SKRE) 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.

	SKRE	BUFH	Difference
Sharpe ratio Return per unit of total volatility	-0.85	—	—
Sortino ratio Return per unit of downside risk	-1.18	—	—
Omega ratio Gain probability vs. loss probability	0.86	—	—
Calmar ratio Return relative to maximum drawdown	-0.81	—	—
Martin ratio Return relative to average drawdown	-1.22	—	—
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

	SKRE	BUFH	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.85	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.67	2.91	-3.58

Drawdowns

SKRE vs. BUFH - Drawdown Comparison

The maximum SKRE drawdown since its inception was -75.30%, which is greater than BUFH's maximum drawdown of -1.53%. Use the drawdown chart below to compare losses from any high point for SKRE and BUFH.

Drawdown Indicators

	SKRE	BUFH	Difference
Max Drawdown Largest peak-to-trough decline	-75.30%	-1.53%	-73.77%
Max Drawdown (1Y) Largest decline over 1 year	-49.06%	—	—
Current Drawdown Current decline from peak	-72.27%	-0.05%	-72.22%
Average Drawdown Average peak-to-trough decline	-47.26%	-0.18%	-47.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	32.67%	—	—

Volatility

Volatility by Period

	SKRE	BUFH	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.32%	—	—
Volatility (6M) Calculated over the trailing 6-month period	31.62%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	46.92%	2.37%	+44.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	55.73%	2.37%	+53.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	55.73%	2.37%	+53.36%

SKRE vs. BUFH - Expense Ratio Comparison

SKRE has a 0.75% expense ratio, which is lower than BUFH's 0.95% expense ratio.

Dividends

SKRE vs. BUFH - Dividend Comparison

SKRE's dividend yield for the trailing twelve months is around 0.30%, while BUFH has not paid dividends to shareholders.

Position	TTM	2025	2024
BUFH FT Vest Laddered Max Buffer ETF	0.00%	0.00%	0.00%
SKRE Tuttle Capital Daily 2X Inverse Regional Banks ETF	0.30%	0.26%	3.16%

Frequently Asked Questions

Can I hold both SKRE and BUFH in my portfolio?

SKRE and BUFH have a correlation of -0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SKRE or BUFH?

On fees, SKRE is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SKRE or BUFH?

SKRE is cheaper with a 0.75% expense ratio, compared with 0.95% for BUFH.

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

SKRE has the higher dividend yield at 0.30%, compared with 0.00% for BUFH.

What is the main difference between SKRE and BUFH?

SKRE is categorized as Large Cap Blend Equities, while BUFH is Defined Outcome. They also come from different issuers: Tuttle and First Trust. Their fees differ too: 0.75% for SKRE and 0.95% for BUFH.