USMV vs. BUFH
USMV (iShares MSCI USA Min Vol Factor ETF) and BUFH (FT Vest Laddered Max Buffer ETF) are both exchange-traded funds - USMV is a Large Cap Blend Equities fund tracking the MSCI USA Minimum Volatility Index, while BUFH is a Defined Outcome fund managed by First Trust. At a 0.41 correlation, their price movements are largely independent. USMV charges 0.15%/yr vs 0.95%/yr for BUFH.
Performance
USMV vs. BUFH - Performance Comparison
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Returns By Period
In the year-to-date period, USMV achieves a 2.65% return, which is significantly higher than BUFH's 2.45% return.
USMV
- 1D
- -0.69%
- 1M
- 2.01%
- YTD
- 2.65%
- 6M
- 2.61%
- 1Y
- 4.37%
- 3Y*
- 11.79%
- 5Y*
- 7.45%
- 10Y*
- 9.93%
BUFH
- 1D
- -0.05%
- 1M
- 0.75%
- YTD
- 2.45%
- 6M
- 2.82%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
USMV vs. BUFH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
USMV iShares MSCI USA Min Vol Factor ETF | 2.65% | 2.78% |
BUFH FT Vest Laddered Max Buffer ETF | 2.45% | 3.89% |
Correlation
The correlation between USMV and BUFH is 0.41, 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 | 0.41 |
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Return for Risk
USMV vs. BUFH — Risk / Return Rank
USMV
BUFH
USMV vs. BUFH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Min Vol Factor ETF (USMV) 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.
| USMV | BUFH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.09 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.68 | — | — |
| Martin ratioReturn relative to average drawdown | 2.27 | — | — |
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
| USMV | BUFH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.52 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 2.91 | -2.04 |
Drawdowns
USMV vs. BUFH - Drawdown Comparison
The maximum USMV drawdown since its inception was -33.10%, which is greater than BUFH's maximum drawdown of -1.53%. Use the drawdown chart below to compare losses from any high point for USMV and BUFH.
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Drawdown Indicators
| USMV | BUFH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.10% | -1.53% | -31.57% |
Max Drawdown (1Y)Largest decline over 1 year | -6.46% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -9.36% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -17.93% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.10% | — | — |
Current DrawdownCurrent decline from peak | -1.18% | -0.05% | -1.13% |
Average DrawdownAverage peak-to-trough decline | -2.88% | -0.18% | -2.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | — | — |
Volatility
USMV vs. BUFH - Volatility Comparison
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Volatility by Period
| USMV | BUFH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.38% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 5.91% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 8.50% | 2.37% | +6.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.35% | 2.37% | +9.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.51% | 2.37% | +12.14% |
USMV vs. BUFH - Expense Ratio Comparison
USMV has a 0.15% expense ratio, which is lower than BUFH's 0.95% expense ratio.
Dividends
USMV vs. BUFH - Dividend Comparison
USMV's dividend yield for the trailing twelve months is around 1.53%, 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% |
USMV iShares MSCI USA Min Vol Factor ETF | 1.53% | 1.49% | 1.67% | 1.82% | 1.62% | 1.26% | 1.81% | 1.88% | 2.12% | 1.77% | 2.22% | 2.02% |
Frequently Asked Questions
USMV and BUFH have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, USMV is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
USMV is cheaper with a 0.15% expense ratio, compared with 0.95% for BUFH.
USMV has the higher dividend yield at 1.53%, compared with 0.00% for BUFH.
USMV 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: 0.15% for USMV and 0.95% for BUFH.
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