USCL vs. BUFH
USCL (Ishares Climate Conscious & Transition MSCI USA ETF) and BUFH (FT Vest Laddered Max Buffer ETF) are both exchange-traded funds - USCL is a Large Cap Blend Equities fund tracking the MSCI USA Extended Climate Action Index - Benchmark TR Gross, while BUFH is a Defined Outcome fund managed by First Trust. Over the past year, USCL returned 13.85% vs 6.20% for BUFH. A 0.75 correlation means they provide meaningful diversification when combined. USCL charges 0.08%/yr vs 0.95%/yr for BUFH.
Performance
USCL vs. BUFH - Performance Comparison
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Returns By Period
In the year-to-date period, USCL achieves a 3.33% return, which is significantly higher than BUFH's 2.30% return.
USCL
- 1D
- -0.31%
- 1M
- -2.24%
- YTD
- 3.33%
- 6M
- 1.99%
- 1Y
- 13.85%
- 3Y*
- 18.58%
- 5Y*
- —
- 10Y*
- —
BUFH
- 1D
- 0.00%
- 1M
- 0.02%
- YTD
- 2.30%
- 6M
- 2.28%
- 1Y
- 6.20%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
USCL vs. BUFH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
USCL Ishares Climate Conscious & Transition MSCI USA ETF | 3.33% | 10.17% |
BUFH FT Vest Laddered Max Buffer ETF | 2.30% | 3.81% |
Correlation
The correlation between USCL and BUFH is 0.75, 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 25, 2025 | 0.75 |
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Return for Risk
USCL vs. BUFH — Risk / Return Rank
USCL
BUFH
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
USCL vs. BUFH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ishares Climate Conscious & Transition MSCI USA ETF (USCL) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| USCL | BUFH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.20 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.36 | — | — |
| Martin ratioReturn relative to average drawdown | 5.18 | — | — |
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Drawdowns
USCL vs. BUFH - Drawdown Comparison
The maximum USCL drawdown since its inception was -19.00%, which is greater than BUFH's maximum drawdown of -1.53%. Use the drawdown chart below to compare losses from any high point for USCL and BUFH.
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Drawdown Indicators
| USCL | BUFH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.00% | -1.53% | -17.47% |
Max Drawdown (1Y)Largest decline over 1 year | -10.24% | -1.53% | -8.71% |
Max Drawdown (3Y)Largest decline over 3 years | -19.00% | — | — |
Current DrawdownCurrent decline from peak | -4.29% | -0.26% | -4.03% |
Average DrawdownAverage peak-to-trough decline | -2.28% | -0.18% | -2.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.68% | — | — |
Volatility
USCL vs. BUFH - Volatility Comparison
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Volatility by Period
| USCL | BUFH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.89% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 9.89% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.70% | 2.38% | +10.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.93% | 2.38% | +12.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.93% | 2.38% | +12.55% |
USCL vs. BUFH - Expense Ratio Comparison
USCL has a 0.08% expense ratio, which is lower than BUFH's 0.95% expense ratio.
Dividends
USCL vs. BUFH - Dividend Comparison
USCL's dividend yield for the trailing twelve months is around 1.13%, while BUFH has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
BUFH FT Vest Laddered Max Buffer ETF | 0.00% | 0.00% | 0.00% | 0.00% |
USCL Ishares Climate Conscious & Transition MSCI USA ETF | 1.13% | 1.10% | 1.18% | 0.85% |
Frequently Asked Questions
USCL and BUFH have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On 1-year performance, USCL leads with 13.85% vs 6.20% for BUFH. On fees, USCL is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, USCL has performed better with a 13.85% return vs 6.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
USCL is cheaper with a 0.08% expense ratio, compared with 0.95% for BUFH.
USCL has the higher dividend yield at 1.13%, compared with 0.00% for BUFH.
USCL is categorized as Large Cap Blend Equities, while BUFH is Defined Outcome. They also come from different issuers: iShares and First Trust. Their fees differ too: 0.08% for USCL and 0.95% for BUFH.
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