XIMR vs. BUFD

Last updated Jun 23, 2026

XIMR (FT Vest U.S. Equity Buffer & Premium Income ETF - March) and BUFD (FT Vest Laddered Deep Buffer ETF) are both exchange-traded funds - XIMR is a Options Trading fund actively managed by FT Vest, while BUFD is a Defined Outcome fund actively managed by FT Vest. Both are actively managed. Over the past year, XIMR returned 8.49% vs 14.45% for BUFD. A 0.65 correlation means they provide meaningful diversification when combined. XIMR charges 0.85%/yr vs 0.95%/yr for BUFD.

Performance

XIMR vs. BUFD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest U.S. Equity Buffer & Premium Income ETF - March (XIMR) 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, XIMR achieves a 4.31% return, which is significantly lower than BUFD's 5.06% return.

XIMR

• 1D: -0.02%
• 1M: 0.28%
• YTD: 4.31%
• 6M: 4.51%
• 1Y: 8.49%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BUFD

• 1D: -0.07%
• 1M: 0.41%
• YTD: 5.06%
• 6M: 5.06%
• 1Y: 14.45%
• 3Y*: 11.77%
• 5Y*: 7.47%
• 10Y*: —

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

XIMR vs. BUFD - Yearly Performance Comparison

	2026 (YTD)	2025	2024
XIMR FT Vest U.S. Equity Buffer & Premium Income ETF - March	4.31%	6.80%	5.75%
BUFD FT Vest Laddered Deep Buffer ETF	5.06%	10.66%	8.78%

Correlation

The correlation between XIMR and BUFD is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.68
Correlation (All Time) Calculated using the full available price history since Mar 19, 2024	0.65

The correlation between XIMR and BUFD has been stable across timeframes, ranging from 0.65 to 0.68 - a consistent structural relationship.

Return for Risk

XIMR vs. BUFD — Risk / Return Rank

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

XIMR

XIMR Risk / Return Rank: 97
XIMR Sharpe Ratio Rank: 96
XIMR Sortino Ratio Rank: 98
XIMR Omega Ratio Rank: 98
XIMR Calmar Ratio Rank: 95
XIMR Martin Ratio Rank: 98

BUFD

BUFD Risk / Return Rank: 89
BUFD Sharpe Ratio Rank: 88
BUFD Sortino Ratio Rank: 92
BUFD Omega Ratio Rank: 91
BUFD Calmar Ratio Rank: 82
BUFD Martin Ratio Rank: 93

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.

XIMR vs. BUFD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest U.S. Equity Buffer & Premium Income ETF - March (XIMR) 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.

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.

	XIMR	BUFD	Difference
Sharpe ratio: Return per unit of total volatility	4.12	2.76	+1.36
Sortino ratio: Return per unit of downside risk	7.61	4.21	+3.39
Omega ratio: Gain probability vs. loss probability	2.33	1.57	+0.75
Calmar ratio: Return relative to maximum drawdown	7.87	4.23	+3.64
Martin ratio: Return relative to average drawdown	64.30	22.74	+41.56

XIMR vs. BUFD - Sharpe Ratio Comparison

The current XIMR Sharpe Ratio is 4.12, which is higher than the BUFD Sharpe Ratio of 2.76. The chart below compares the historical Sharpe Ratios of XIMR and BUFD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

XIMR vs. BUFD - Drawdown Comparison

The maximum XIMR drawdown since its inception was -5.12%, smaller than the maximum BUFD drawdown of -10.75%. Use the drawdown chart below to compare losses from any high point for XIMR and BUFD.

Drawdown Indicators

	XIMR	BUFD	Difference
Max Drawdown Largest peak-to-trough decline	-5.12%	-10.75%	+5.63%
Max Drawdown (1Y) Largest decline over 1 year	-1.08%	-3.43%	+2.35%
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	-0.14%	-0.24%	+0.10%
Average Drawdown Average peak-to-trough decline	-0.17%	-1.96%	+1.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.13%	0.64%	-0.51%

Volatility

XIMR vs. BUFD - Volatility Comparison

The current volatility for FT Vest U.S. Equity Buffer & Premium Income ETF - March (XIMR) is 0.77%, while FT Vest Laddered Deep Buffer ETF (BUFD) has a volatility of 1.60%. This indicates that XIMR experiences smaller price fluctuations and is considered to be less risky than BUFD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XIMR	BUFD	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.77%	1.60%	-0.83%
Volatility (6M) Calculated over the trailing 6-month period	1.78%	4.17%	-2.39%
Volatility (1Y) Calculated over the trailing 1-year period	2.07%	5.27%	-3.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.34%	7.74%	-3.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.34%	7.54%	-3.20%

XIMR vs. BUFD - Expense Ratio Comparison

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

Dividends

XIMR vs. BUFD - Dividend Comparison

XIMR's dividend yield for the trailing twelve months is around 6.42%, while BUFD has not paid dividends to shareholders.

Position	TTM	2025	2024
BUFD FT Vest Laddered Deep Buffer ETF	0.00%	0.00%	0.00%
XIMR FT Vest U.S. Equity Buffer & Premium Income ETF - March	6.42%	6.41%	4.44%

Frequently Asked Questions

Can I hold both XIMR and BUFD in my portfolio?

XIMR and BUFD have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, XIMR or BUFD?

BUFD has higher volatility (1.60%) compared to XIMR (0.77%). In terms of maximum drawdown, XIMR dropped -5.12% vs BUFD's -10.75%.

Which ETF is better, XIMR or BUFD?

On 1-year performance, BUFD leads with 14.45% vs 8.49% for XIMR. On fees, XIMR is cheaper at 0.85% per year. On volatility, XIMR has been the lower-risk option at 0.77%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XIMR or BUFD?

Over the 1-year period, BUFD has performed better with a 14.45% return vs 8.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XIMR or BUFD?

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

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

XIMR has the higher dividend yield at 6.42%, compared with 0.00% for BUFD.

What is the main difference between XIMR and BUFD?

XIMR is categorized as Options Trading, while BUFD is Defined Outcome. Their fees differ too: 0.85% for XIMR and 0.95% for BUFD.

Which has better risk-adjusted returns?

XIMR currently has the higher Sharpe Ratio (4.12 vs 2.76), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.