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SPYX vs. BUFP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPYX vs. BUFP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street SPDR S&P 500 Fossil Fuel Reserves Free ETF (SPYX) and PGIM Laddered S&P 500 Buffer 12 ETF (BUFP). The values are adjusted to include any dividend payments, if applicable.

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SPYX vs. BUFP - Yearly Performance Comparison


2026 (YTD)20252024
SPYX
State Street SPDR S&P 500 Fossil Fuel Reserves Free ETF
-5.39%17.87%9.18%
BUFP
PGIM Laddered S&P 500 Buffer 12 ETF
-1.34%12.92%6.36%

Returns By Period

In the year-to-date period, SPYX achieves a -5.39% return, which is significantly lower than BUFP's -1.34% return.


SPYX

1D
2.99%
1M
-5.43%
YTD
-5.39%
6M
-2.85%
1Y
17.05%
3Y*
18.16%
5Y*
11.21%
10Y*
14.02%

BUFP

1D
1.96%
1M
-2.04%
YTD
-1.34%
6M
1.19%
1Y
13.58%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPYX vs. BUFP - Expense Ratio Comparison

SPYX has a 0.20% expense ratio, which is lower than BUFP's 0.50% expense ratio.


Return for Risk

SPYX vs. BUFP — Risk / Return Rank

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

SPYX
SPYX Risk / Return Rank: 6161
Overall Rank
SPYX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SPYX Sortino Ratio Rank: 5858
Sortino Ratio Rank
SPYX Omega Ratio Rank: 6161
Omega Ratio Rank
SPYX Calmar Ratio Rank: 6262
Calmar Ratio Rank
SPYX Martin Ratio Rank: 6969
Martin Ratio Rank

BUFP
BUFP Risk / Return Rank: 7575
Overall Rank
BUFP Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
BUFP Sortino Ratio Rank: 7373
Sortino Ratio Rank
BUFP Omega Ratio Rank: 8181
Omega Ratio Rank
BUFP Calmar Ratio Rank: 6767
Calmar Ratio Rank
BUFP Martin Ratio Rank: 8585
Martin Ratio Rank
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.

SPYX vs. BUFP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR S&P 500 Fossil Fuel Reserves Free ETF (SPYX) and PGIM Laddered S&P 500 Buffer 12 ETF (BUFP). 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.


SPYXBUFPDifference

Sharpe ratio

Return per unit of total volatility

0.92

1.23

-0.31

Sortino ratio

Return per unit of downside risk

1.43

1.86

-0.43

Omega ratio

Gain probability vs. loss probability

1.22

1.31

-0.10

Calmar ratio

Return relative to maximum drawdown

1.49

1.71

-0.21

Martin ratio

Return relative to average drawdown

6.70

9.81

-3.11

SPYX vs. BUFP - Sharpe Ratio Comparison

The current SPYX Sharpe Ratio is 0.92, which is comparable to the BUFP Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of SPYX and BUFP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SPYXBUFPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

1.23

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

1.02

-0.27

Correlation

The correlation between SPYX and BUFP is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SPYX vs. BUFP - Dividend Comparison

SPYX's dividend yield for the trailing twelve months is around 0.98%, more than BUFP's 0.01% yield.


TTM20252024202320222021202020192018201720162015
SPYX
State Street SPDR S&P 500 Fossil Fuel Reserves Free ETF
0.98%0.91%1.05%1.21%1.41%1.04%1.33%1.56%1.92%1.68%1.91%0.16%
BUFP
PGIM Laddered S&P 500 Buffer 12 ETF
0.01%0.01%0.02%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SPYX vs. BUFP - Drawdown Comparison

The maximum SPYX drawdown since its inception was -32.84%, which is greater than BUFP's maximum drawdown of -11.98%. Use the drawdown chart below to compare losses from any high point for SPYX and BUFP.


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Drawdown Indicators


SPYXBUFPDifference

Max Drawdown

Largest peak-to-trough decline

-32.84%

-11.98%

-20.86%

Max Drawdown (1Y)

Largest decline over 1 year

-11.82%

-8.16%

-3.66%

Max Drawdown (5Y)

Largest decline over 5 years

-26.14%

Max Drawdown (10Y)

Largest decline over 10 years

-32.84%

Current Drawdown

Current decline from peak

-7.14%

-2.54%

-4.60%

Average Drawdown

Average peak-to-trough decline

-4.59%

-1.08%

-3.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

1.42%

+1.21%

Volatility

SPYX vs. BUFP - Volatility Comparison

State Street SPDR S&P 500 Fossil Fuel Reserves Free ETF (SPYX) has a higher volatility of 5.52% compared to PGIM Laddered S&P 500 Buffer 12 ETF (BUFP) at 3.41%. This indicates that SPYX's price experiences larger fluctuations and is considered to be riskier than BUFP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPYXBUFPDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.52%

3.41%

+2.11%

Volatility (6M)

Calculated over the trailing 6-month period

9.71%

4.99%

+4.72%

Volatility (1Y)

Calculated over the trailing 1-year period

18.63%

11.11%

+7.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.05%

9.79%

+7.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.99%

9.79%

+8.20%