XOEF vs. PBFR
Compare and contrast key facts about iShares S&P 500 ex S&P 100 ETF (XOEF) and PGIM Laddered S&P 500 Buffer 20 ETF (PBFR).
XOEF and PBFR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XOEF is a passively managed fund by iShares that tracks the performance of the S&P 500 Ex-S&P 100 Select Index. It was launched on Jul 8, 2025. PBFR is an actively managed fund by PGIM. It was launched on Jun 11, 2024.
Performance
XOEF vs. PBFR - Performance Comparison
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XOEF vs. PBFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
XOEF iShares S&P 500 ex S&P 100 ETF | 2.96% | 4.15% |
PBFR PGIM Laddered S&P 500 Buffer 20 ETF | -0.36% | 5.42% |
Returns By Period
In the year-to-date period, XOEF achieves a 2.96% return, which is significantly higher than PBFR's -0.36% return.
XOEF
- 1D
- 0.68%
- 1M
- -4.86%
- YTD
- 2.96%
- 6M
- 3.90%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PBFR
- 1D
- 0.40%
- 1M
- -0.80%
- YTD
- -0.36%
- 6M
- 1.72%
- 1Y
- 11.14%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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XOEF vs. PBFR - Expense Ratio Comparison
XOEF has a 0.20% expense ratio, which is lower than PBFR's 0.50% expense ratio.
Return for Risk
XOEF vs. PBFR — Risk / Return Rank
XOEF
PBFR
XOEF vs. PBFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 ex S&P 100 ETF (XOEF) and PGIM Laddered S&P 500 Buffer 20 ETF (PBFR). 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.
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Sharpe Ratios by Period
| XOEF | PBFR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 1.37 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 1.23 | -0.44 |
Correlation
The correlation between XOEF and PBFR is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
XOEF vs. PBFR - Dividend Comparison
XOEF's dividend yield for the trailing twelve months is around 0.87%, more than PBFR's 0.01% yield.
| TTM | 2025 | 2024 | |
|---|---|---|---|
XOEF iShares S&P 500 ex S&P 100 ETF | 0.87% | 0.63% | 0.00% |
PBFR PGIM Laddered S&P 500 Buffer 20 ETF | 0.01% | 0.01% | 0.01% |
Drawdowns
XOEF vs. PBFR - Drawdown Comparison
The maximum XOEF drawdown since its inception was -7.66%, smaller than the maximum PBFR drawdown of -8.50%. Use the drawdown chart below to compare losses from any high point for XOEF and PBFR.
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Drawdown Indicators
| XOEF | PBFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.66% | -8.50% | +0.84% |
Max Drawdown (1Y)Largest decline over 1 year | — | -6.15% | — |
Current DrawdownCurrent decline from peak | -4.97% | -1.17% | -3.80% |
Average DrawdownAverage peak-to-trough decline | -1.43% | -0.68% | -0.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.04% | — |
Volatility
XOEF vs. PBFR - Volatility Comparison
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Volatility by Period
| XOEF | PBFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.46% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 3.48% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.82% | 8.18% | +4.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.82% | 7.13% | +5.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.82% | 7.13% | +5.69% |