UXJL vs. BUFD

Last updated Jun 4, 2026

UXJL (FT Vest U.S. Equity Uncapped Accelerator ETF - July) and BUFD (FT Vest Laddered Deep Buffer ETF) are both Defined Outcome funds. Both are actively managed. Their correlation of 0.94 suggests significant overlap in exposure. UXJL charges 0.85%/yr vs 0.95%/yr for BUFD.

Performance

UXJL vs. BUFD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest U.S. Equity Uncapped Accelerator ETF - July (UXJL) and FT Vest Laddered Deep Buffer ETF (BUFD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, UXJL achieves a 11.78% return, which is significantly higher than BUFD's 5.08% return.

UXJL

• 1D: -0.76%
• 1M: 6.02%
• YTD: 11.78%
• 6M: 11.50%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

BUFD

• 1D: -0.08%
• 1M: 1.70%
• YTD: 5.08%
• 6M: 5.68%
• 1Y: 14.40%
• 3Y*: 12.09%
• 5Y*: 7.62%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

UXJL vs. BUFD - Yearly Performance Comparison

	2026 (YTD)	2025
UXJL FT Vest U.S. Equity Uncapped Accelerator ETF - July	11.78%	9.31%
BUFD FT Vest Laddered Deep Buffer ETF	5.08%	5.53%

Correlation

The correlation between UXJL and BUFD is 0.94, 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 Jul 22, 2025	0.94

Return for Risk

UXJL vs. BUFD — Risk / Return Rank

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

BUFD

BUFD Risk / Return Rank: 87
BUFD Sharpe Ratio Rank: 84
BUFD Sortino Ratio Rank: 91
BUFD Omega Ratio Rank: 89
BUFD Calmar Ratio Rank: 80
BUFD Martin Ratio Rank: 92

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.

UXJL vs. BUFD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest U.S. Equity Uncapped Accelerator ETF - July (UXJL) and FT Vest Laddered Deep Buffer ETF (BUFD). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	UXJL	BUFD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.79	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.99	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.87	1.00	+0.87

Drawdowns

UXJL vs. BUFD - Drawdown Comparison

The maximum UXJL drawdown since its inception was -10.29%, roughly equal to the maximum BUFD drawdown of -10.75%. Use the drawdown chart below to compare losses from any high point for UXJL and BUFD.

Drawdown Indicators

	UXJL	BUFD	Difference
Max Drawdown Largest peak-to-trough decline	-10.29%	-10.75%	+0.46%
Max Drawdown (1Y) Largest decline over 1 year	—	-3.43%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-10.15%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-10.75%	—
Current Drawdown Current decline from peak	-0.76%	-0.15%	-0.61%
Average Drawdown Average peak-to-trough decline	-1.51%	-1.97%	+0.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.63%	—

Volatility

Volatility by Period

	UXJL	BUFD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.79%	—
Volatility (6M) Calculated over the trailing 6-month period	—	3.94%	—
Volatility (1Y) Calculated over the trailing 1-year period	13.90%	5.19%	+8.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.90%	7.73%	+6.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.90%	7.55%	+6.35%

UXJL vs. BUFD - Expense Ratio Comparison

UXJL has a 0.85% expense ratio, which is lower than BUFD's 0.95% expense ratio.

Dividends

UXJL vs. BUFD - Dividend Comparison

Neither UXJL nor BUFD has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both UXJL and BUFD in my portfolio?

With a correlation of 0.94, UXJL and BUFD move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, UXJL or BUFD?

On fees, UXJL is cheaper at 0.85% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, UXJL or BUFD?

UXJL is cheaper with a 0.85% expense ratio, compared with 0.95% for BUFD.

Which ETF pays a higher dividend yield, UXJL or BUFD?

UXJL and BUFD have nearly identical dividend yields, around 0.00%.

What is the main difference between UXJL and BUFD?

They also come from different issuers: First Trust and FT Vest. Their fees differ too: 0.85% for UXJL and 0.95% for BUFD.