SPTM vs. BUFH
SPTM (SPDR Portfolio S&P 1500 Composite Stock Market ETF) and BUFH (FT Vest Laddered Max Buffer ETF) are both exchange-traded funds - SPTM is a Large Cap Blend Equities fund tracking the S&P Composite 1500 Index, while BUFH is a Defined Outcome fund managed by First Trust. A 0.74 correlation means they provide meaningful diversification when combined. SPTM charges 0.03%/yr vs 0.95%/yr for BUFH.
Performance
SPTM vs. BUFH - Performance Comparison
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Returns By Period
In the year-to-date period, SPTM achieves a 11.10% return, which is significantly higher than BUFH's 2.45% return.
SPTM
- 1D
- -0.67%
- 1M
- 4.87%
- YTD
- 11.10%
- 6M
- 11.13%
- 1Y
- 27.84%
- 3Y*
- 21.90%
- 5Y*
- 13.38%
- 10Y*
- 15.21%
BUFH
- 1D
- -0.05%
- 1M
- 0.75%
- YTD
- 2.45%
- 6M
- 2.82%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SPTM vs. BUFH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SPTM SPDR Portfolio S&P 1500 Composite Stock Market ETF | 11.10% | 12.80% |
BUFH FT Vest Laddered Max Buffer ETF | 2.45% | 3.89% |
Correlation
The correlation between SPTM and BUFH is 0.74, 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 | 0.74 |
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Return for Risk
SPTM vs. BUFH — Risk / Return Rank
SPTM
BUFH
SPTM vs. BUFH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM) 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.
| SPTM | BUFH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.43 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.22 | — | — |
| Martin ratioReturn relative to average drawdown | 15.01 | — | — |
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
| SPTM | BUFH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.36 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 2.91 | -2.45 |
Drawdowns
SPTM vs. BUFH - Drawdown Comparison
The maximum SPTM drawdown since its inception was -54.80%, which is greater than BUFH's maximum drawdown of -1.53%. Use the drawdown chart below to compare losses from any high point for SPTM and BUFH.
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Drawdown Indicators
| SPTM | BUFH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.80% | -1.53% | -53.27% |
Max Drawdown (1Y)Largest decline over 1 year | -8.68% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -18.87% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -24.14% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -34.66% | — | — |
Current DrawdownCurrent decline from peak | -0.67% | -0.05% | -0.62% |
Average DrawdownAverage peak-to-trough decline | -9.05% | -0.18% | -8.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.86% | — | — |
Volatility
SPTM vs. BUFH - Volatility Comparison
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Volatility by Period
| SPTM | BUFH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.88% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 8.92% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 11.88% | 2.37% | +9.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.87% | 2.37% | +14.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.03% | 2.37% | +15.66% |
SPTM vs. BUFH - Expense Ratio Comparison
SPTM has a 0.03% expense ratio, which is lower than BUFH's 0.95% expense ratio.
Dividends
SPTM vs. BUFH - Dividend Comparison
SPTM's dividend yield for the trailing twelve months is around 1.04%, while BUFH has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BUFH FT Vest Laddered Max Buffer ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPTM SPDR Portfolio S&P 1500 Composite Stock Market ETF | 1.04% | 1.13% | 1.28% | 1.44% | 1.69% | 1.25% | 1.56% | 1.72% | 1.90% | 1.66% | 1.91% | 1.92% |
Frequently Asked Questions
SPTM and BUFH have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPTM is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPTM is cheaper with a 0.03% expense ratio, compared with 0.95% for BUFH.
SPTM has the higher dividend yield at 1.04%, compared with 0.00% for BUFH.
SPTM is categorized as Large Cap Blend Equities, while BUFH is Defined Outcome. They also come from different issuers: State Street and First Trust. Their fees differ too: 0.03% for SPTM and 0.95% for BUFH.
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