THLV vs. BUFH

Last updated Jun 4, 2026

THLV (THOR Equal Weight Low Volatility ETF) and BUFH (FT Vest Laddered Max Buffer ETF) are both exchange-traded funds - THLV is a Large Cap Blend Equities fund tracking the THOR Equal Weight Low Volatility Index, while BUFH is a Defined Outcome fund managed by First Trust. At a 0.47 correlation, their price movements are largely independent. THLV charges 0.64%/yr vs 0.95%/yr for BUFH.

Performance

THLV vs. BUFH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in THOR Equal Weight Low Volatility ETF (THLV) 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, THLV achieves a 9.49% return, which is significantly higher than BUFH's 2.45% return.

THLV

• 1D: -0.39%
• 1M: 2.27%
• YTD: 9.49%
• 6M: 9.41%
• 1Y: 18.29%
• 3Y*: 12.59%
• 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)

THLV vs. BUFH - Yearly Performance Comparison

	2026 (YTD)	2025
THLV THOR Equal Weight Low Volatility ETF	9.49%	7.58%
BUFH FT Vest Laddered Max Buffer ETF	2.45%	3.89%

Correlation

The correlation between THLV and BUFH is 0.47, 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	0.47

Return for Risk

THLV vs. BUFH — Risk / Return Rank

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

THLV

THLV Risk / Return Rank: 54
THLV Sharpe Ratio Rank: 55
THLV Sortino Ratio Rank: 56
THLV Omega Ratio Rank: 53
THLV Calmar Ratio Rank: 56
THLV Martin Ratio Rank: 50

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.

THLV vs. BUFH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for THOR Equal Weight Low Volatility ETF (THLV) 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.

	THLV	BUFH	Difference
Sharpe ratio: Return per unit of total volatility	1.87	—	—
Sortino ratio: Return per unit of downside risk	2.65	—	—
Omega ratio: Gain probability vs. loss probability	1.33	—	—
Calmar ratio: Return relative to maximum drawdown	2.76	—	—
Martin ratio: Return relative to average drawdown	8.38	—	—
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

	THLV	BUFH	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.87	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.88	2.91	-2.03

Drawdowns

THLV vs. BUFH - Drawdown Comparison

The maximum THLV drawdown since its inception was -13.15%, which is greater than BUFH's maximum drawdown of -1.53%. Use the drawdown chart below to compare losses from any high point for THLV and BUFH.

Drawdown Indicators

	THLV	BUFH	Difference
Max Drawdown Largest peak-to-trough decline	-13.15%	-1.53%	-11.62%
Max Drawdown (1Y) Largest decline over 1 year	-6.66%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-13.15%	—	—
Current Drawdown Current decline from peak	-1.99%	-0.05%	-1.94%
Average Drawdown Average peak-to-trough decline	-3.74%	-0.18%	-3.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.19%	—	—

Volatility

Volatility by Period

	THLV	BUFH	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.45%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.48%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	9.84%	2.37%	+7.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.73%	2.37%	+9.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.73%	2.37%	+9.36%

THLV vs. BUFH - Expense Ratio Comparison

THLV has a 0.64% expense ratio, which is lower than BUFH's 0.95% expense ratio.

Dividends

THLV vs. BUFH - Dividend Comparison

THLV's dividend yield for the trailing twelve months is around 1.62%, 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%
THLV THOR Equal Weight Low Volatility ETF	1.62%	1.77%	1.25%	2.72%	0.62%

Frequently Asked Questions

Can I hold both THLV and BUFH in my portfolio?

THLV and BUFH have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, THLV or BUFH?

On fees, THLV is cheaper at 0.64% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, THLV or BUFH?

THLV is cheaper with a 0.64% expense ratio, compared with 0.95% for BUFH.

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

THLV has the higher dividend yield at 1.62%, compared with 0.00% for BUFH.

What is the main difference between THLV and BUFH?

THLV is categorized as Large Cap Blend Equities, while BUFH is Defined Outcome. They also come from different issuers: THOR and First Trust. Their fees differ too: 0.64% for THLV and 0.95% for BUFH.