USCL vs. BUFX
USCL (Ishares Climate Conscious & Transition MSCI USA ETF) and BUFX (FT Vest Laddered Enhance & Moderate 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 BUFX is a Defined Outcome fund managed by First Trust. Their correlation of 0.87 suggests significant overlap in exposure. USCL charges 0.08%/yr vs 0.96%/yr for BUFX.
Performance
USCL vs. BUFX - Performance Comparison
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Returns By Period
In the year-to-date period, USCL achieves a 7.58% return, which is significantly higher than BUFX's 4.10% return.
USCL
- 1D
- 0.51%
- 1M
- 4.36%
- YTD
- 7.58%
- 6M
- 7.33%
- 1Y
- 21.48%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BUFX
- 1D
- -0.05%
- 1M
- 1.35%
- YTD
- 4.10%
- 6M
- 4.88%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
USCL vs. BUFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
USCL Ishares Climate Conscious & Transition MSCI USA ETF | 7.58% | 10.29% |
BUFX FT Vest Laddered Enhance & Moderate Buffer ETF | 4.10% | 5.62% |
Correlation
The correlation between USCL and BUFX is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 26, 2025 | 0.87 |
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Return for Risk
USCL vs. BUFX — Risk / Return Rank
USCL
BUFX
USCL vs. BUFX - 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 Enhance & Moderate Buffer ETF (BUFX). 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.
| USCL | BUFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.32 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.11 | — | — |
| Martin ratioReturn relative to average drawdown | 8.34 | — | — |
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
| USCL | BUFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.78 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.41 | 2.68 | -1.27 |
Drawdowns
USCL vs. BUFX - Drawdown Comparison
The maximum USCL drawdown since its inception was -19.00%, which is greater than BUFX's maximum drawdown of -2.87%. Use the drawdown chart below to compare losses from any high point for USCL and BUFX.
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Drawdown Indicators
| USCL | BUFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.00% | -2.87% | -16.13% |
Max Drawdown (1Y)Largest decline over 1 year | -10.24% | — | — |
Current DrawdownCurrent decline from peak | -0.35% | -0.07% | -0.28% |
Average DrawdownAverage peak-to-trough decline | -2.27% | -0.24% | -2.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | — | — |
Volatility
USCL vs. BUFX - Volatility Comparison
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Volatility by Period
| USCL | BUFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.80% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 9.06% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.13% | 3.98% | +8.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.83% | 3.98% | +10.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.83% | 3.98% | +10.85% |
USCL vs. BUFX - Expense Ratio Comparison
USCL has a 0.08% expense ratio, which is lower than BUFX's 0.96% expense ratio.
Dividends
USCL vs. BUFX - Dividend Comparison
USCL's dividend yield for the trailing twelve months is around 1.07%, while BUFX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
BUFX FT Vest Laddered Enhance & Moderate Buffer ETF | 0.00% | 0.00% | 0.00% | 0.00% |
USCL Ishares Climate Conscious & Transition MSCI USA ETF | 1.07% | 1.10% | 1.18% | 0.85% |
Frequently Asked Questions
USCL and BUFX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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.
USCL is cheaper with a 0.08% expense ratio, compared with 0.96% for BUFX.
USCL has the higher dividend yield at 1.07%, compared with 0.00% for BUFX.
USCL is categorized as Large Cap Blend Equities, while BUFX is Defined Outcome. They also come from different issuers: iShares and First Trust. Their fees differ too: 0.08% for USCL and 0.96% for BUFX.
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