YJUN vs. BUFD

Last updated Jun 4, 2026

YJUN (FT Vest International Equity Moderate Buffer ETF – June) and BUFD (FT Vest Laddered Deep Buffer ETF) are both Defined Outcome funds from FT Vest. YJUN is passively managed, while BUFD is actively managed. Over the past 3 years, YJUN returned 9.88%/yr vs 12.09%/yr for BUFD. A 0.67 correlation means they provide meaningful diversification when combined. YJUN charges 0.90%/yr vs 0.95%/yr for BUFD.

Performance

YJUN vs. BUFD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest International Equity Moderate Buffer ETF – June (YJUN) 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, YJUN achieves a 4.59% return, which is significantly lower than BUFD's 5.08% return.

YJUN

• 1D: -0.06%
• 1M: 1.63%
• YTD: 4.59%
• 6M: 5.76%
• 1Y: 9.95%
• 3Y*: 9.88%
• 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)

YJUN vs. BUFD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
YJUN FT Vest International Equity Moderate Buffer ETF – June	4.59%	18.77%	1.65%	14.81%	-8.13%	0.11%
BUFD FT Vest Laddered Deep Buffer ETF	5.08%	10.66%	12.42%	15.40%	-7.70%	3.12%

Correlation

The correlation between YJUN and BUFD is 0.74, 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	0.74
Correlation (3Y) Calculated over the trailing 3-year period	0.63
Correlation (All Time) Calculated using the full available price history since Jun 22, 2021	0.67

The correlation between YJUN and BUFD shifts across timeframes, from 0.63 (3 years) to 0.74 (1 year), reflecting how their relationship changes across market environments.

YJUN vs. BUFD - Sectors Allocation Comparison

Sectors	YJUN	BUFD
Financial Services	24.7%	11.9%
Industrials	19.8%	8.1%
Healthcare	10.6%	8.4%
Technology	10.3%	36.2%
Consumer Cyclical	7.7%	10.1%
Consumer Defensive	6.7%	4.9%
Basic Materials	5.9%	1.8%
Communication Services	4.5%	10.9%
Energy	4.0%	3.5%
Utilities	4.0%	2.3%
Real Estate	1.9%	1.9%

Return for Risk

YJUN vs. BUFD — Risk / Return Rank

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

YJUN

YJUN Risk / Return Rank: 48
YJUN Sharpe Ratio Rank: 44
YJUN Sortino Ratio Rank: 44
YJUN Omega Ratio Rank: 47
YJUN Calmar Ratio Rank: 49
YJUN Martin Ratio Rank: 53

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.

YJUN vs. BUFD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest International Equity Moderate Buffer ETF – June (YJUN) 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.

	YJUN	BUFD	Difference
Sharpe ratio: Return per unit of total volatility	1.54	2.79	-1.25
Sortino ratio: Return per unit of downside risk	2.20	4.32	-2.11
Omega ratio: Gain probability vs. loss probability	1.30	1.58	-0.28
Calmar ratio: Return relative to maximum drawdown	2.40	4.21	-1.81
Martin ratio: Return relative to average drawdown	8.91	22.97	-14.06
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

YJUN vs. BUFD - Sharpe Ratio Comparison

The current YJUN Sharpe Ratio is 1.54, which is lower than the BUFD Sharpe Ratio of 2.79. The chart below compares the historical Sharpe Ratios of YJUN 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.

Sharpe Ratios by Period

	YJUN	BUFD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.54	2.79	-1.25
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.99	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.54	1.00	-0.46

Drawdowns

YJUN vs. BUFD - Drawdown Comparison

The maximum YJUN drawdown since its inception was -21.53%, which is greater than BUFD's maximum drawdown of -10.75%. Use the drawdown chart below to compare losses from any high point for YJUN and BUFD.

Drawdown Indicators

	YJUN	BUFD	Difference
Max Drawdown Largest peak-to-trough decline	-21.53%	-10.75%	-10.78%
Max Drawdown (1Y) Largest decline over 1 year	-4.16%	-3.43%	-0.73%
Max Drawdown (3Y) Largest decline over 3 years	-8.75%	-10.15%	+1.40%
Max Drawdown (5Y) Largest decline over 5 years	—	-10.75%	—
Current Drawdown Current decline from peak	-0.09%	-0.15%	+0.06%
Average Drawdown Average peak-to-trough decline	-3.79%	-1.97%	-1.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.12%	0.63%	+0.49%

Volatility

YJUN vs. BUFD - Volatility Comparison

FT Vest International Equity Moderate Buffer ETF – June (YJUN) has a higher volatility of 1.03% compared to FT Vest Laddered Deep Buffer ETF (BUFD) at 0.79%. This indicates that YJUN's price experiences larger fluctuations and is considered to be riskier than BUFD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	YJUN	BUFD	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.03%	0.79%	+0.24%
Volatility (6M) Calculated over the trailing 6-month period	4.61%	3.94%	+0.67%
Volatility (1Y) Calculated over the trailing 1-year period	6.53%	5.19%	+1.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.03%	7.73%	+3.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.03%	7.55%	+3.48%

YJUN vs. BUFD - Expense Ratio Comparison

YJUN has a 0.90% expense ratio, which is lower than BUFD's 0.95% expense ratio.

Dividends

YJUN vs. BUFD - Dividend Comparison

Neither YJUN nor BUFD has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both YJUN and BUFD in my portfolio?

YJUN and BUFD have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, YJUN or BUFD?

YJUN has higher volatility (1.03%) compared to BUFD (0.79%). In terms of maximum drawdown, YJUN dropped -21.53% vs BUFD's -10.75%.

Which ETF is better, YJUN or BUFD?

On 3-year performance, BUFD leads with 12.09% vs 9.88% for YJUN. On fees, YJUN is cheaper at 0.90% per year. On volatility, BUFD has been the lower-risk option at 0.79%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, YJUN or BUFD?

Over the 3-year period, BUFD has performed better with a 12.09% return vs 9.88%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, YJUN or BUFD?

YJUN is cheaper with a 0.90% expense ratio, compared with 0.95% for BUFD.

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

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

What is the main difference between YJUN and BUFD?

Their fees differ too: 0.90% for YJUN and 0.95% for BUFD.

Which has better risk-adjusted returns?

BUFD currently has the higher Sharpe Ratio (2.79 vs 1.54), 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.