YMAR vs. BUFQ

Last updated Jun 4, 2026

YMAR (FT Vest International Equity Moderate Buffer ETF - March) and BUFQ (FT Vest Laddered Nasdaq Buffer ETF) are both exchange-traded funds - YMAR is a Defined Outcome fund tracking the iShares MSCI EAFE ETF, while BUFQ is a Nasdaq-100 fund tracking the NASDAQ 100 Index - USD. Both are passively managed. Over the past 3 years, YMAR returned 10.63%/yr vs 16.99%/yr for BUFQ. A 0.61 correlation means they provide meaningful diversification when combined. YMAR charges 0.90%/yr vs 1.10%/yr for BUFQ.

Performance

YMAR vs. BUFQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest International Equity Moderate Buffer ETF - March (YMAR) and FT Vest Laddered Nasdaq Buffer ETF (BUFQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, YMAR achieves a 5.29% return, which is significantly lower than BUFQ's 9.53% return.

YMAR

• 1D: -0.29%
• 1M: 1.52%
• YTD: 5.29%
• 6M: 6.66%
• 1Y: 13.02%
• 3Y*: 10.63%
• 5Y*: 6.23%
• 10Y*: —

BUFQ

• 1D: -0.04%
• 1M: 2.68%
• YTD: 9.53%
• 6M: 10.14%
• 1Y: 21.61%
• 3Y*: 16.99%
• 5Y*: —
• 10Y*: —

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

YMAR vs. BUFQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
YMAR FT Vest International Equity Moderate Buffer ETF - March	5.29%	18.55%	3.12%	16.31%	6.80%
BUFQ FT Vest Laddered Nasdaq Buffer ETF	9.53%	14.03%	16.41%	35.51%	0.75%

Correlation

The correlation between YMAR and BUFQ is 0.57, 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	0.57
Correlation (3Y) Calculated over the trailing 3-year period	0.57
Correlation (All Time) Calculated using the full available price history since Jun 17, 2022	0.61

The correlation between YMAR and BUFQ has been stable across timeframes, ranging from 0.57 to 0.61 - a consistent structural relationship.

YMAR vs. BUFQ - Sectors Allocation Comparison

Sectors	YMAR	BUFQ
Financial Services	24.7%	0.2%
Industrials	19.8%	2.8%
Healthcare	10.6%	4.2%
Technology	10.3%	54.2%
Consumer Cyclical	7.7%	12.2%
Consumer Defensive	6.7%	7.6%
Basic Materials	5.9%	1.2%
Communication Services	4.5%	15.5%
Energy	4.0%	0.6%
Utilities	4.0%	1.4%
Real Estate	1.9%	0.1%

Return for Risk

YMAR vs. BUFQ — Risk / Return Rank

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

YMAR

YMAR Risk / Return Rank: 68
YMAR Sharpe Ratio Rank: 57
YMAR Sortino Ratio Rank: 59
YMAR Omega Ratio Rank: 63
YMAR Calmar Ratio Rank: 80
YMAR Martin Ratio Rank: 82

BUFQ

BUFQ Risk / Return Rank: 84
BUFQ Sharpe Ratio Rank: 80
BUFQ Sortino Ratio Rank: 86
BUFQ Omega Ratio Rank: 85
BUFQ Calmar Ratio Rank: 78
BUFQ Martin Ratio Rank: 89

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.

YMAR vs. BUFQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest International Equity Moderate Buffer ETF - March (YMAR) and FT Vest Laddered Nasdaq Buffer ETF (BUFQ). 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.

	YMAR	BUFQ	Difference
Sharpe ratio: Return per unit of total volatility	1.90	2.62	-0.72
Sortino ratio: Return per unit of downside risk	2.77	3.88	-1.11
Omega ratio: Gain probability vs. loss probability	1.37	1.53	-0.15
Calmar ratio: Return relative to maximum drawdown	4.07	4.03	+0.04
Martin ratio: Return relative to average drawdown	16.21	20.34	-4.13
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

YMAR vs. BUFQ - Sharpe Ratio Comparison

The current YMAR Sharpe Ratio is 1.90, which is comparable to the BUFQ Sharpe Ratio of 2.62. The chart below compares the historical Sharpe Ratios of YMAR and BUFQ, 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

	YMAR	BUFQ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.90	2.62	-0.72
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.55	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.62	1.42	-0.81

Drawdowns

YMAR vs. BUFQ - Drawdown Comparison

The maximum YMAR drawdown since its inception was -22.60%, which is greater than BUFQ's maximum drawdown of -15.74%. Use the drawdown chart below to compare losses from any high point for YMAR and BUFQ.

Drawdown Indicators

	YMAR	BUFQ	Difference
Max Drawdown Largest peak-to-trough decline	-22.60%	-15.74%	-6.86%
Max Drawdown (1Y) Largest decline over 1 year	-3.21%	-5.39%	+2.18%
Max Drawdown (3Y) Largest decline over 3 years	-9.37%	-15.74%	+6.37%
Max Drawdown (5Y) Largest decline over 5 years	-22.60%	—	—
Current Drawdown Current decline from peak	-0.29%	-0.04%	-0.25%
Average Drawdown Average peak-to-trough decline	-4.04%	-2.31%	-1.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.81%	1.06%	-0.25%

Volatility

YMAR vs. BUFQ - Volatility Comparison

FT Vest International Equity Moderate Buffer ETF - March (YMAR) has a higher volatility of 2.03% compared to FT Vest Laddered Nasdaq Buffer ETF (BUFQ) at 1.17%. This indicates that YMAR's price experiences larger fluctuations and is considered to be riskier than BUFQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	YMAR	BUFQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.03%	1.17%	+0.86%
Volatility (6M) Calculated over the trailing 6-month period	5.26%	6.42%	-1.16%
Volatility (1Y) Calculated over the trailing 1-year period	6.92%	8.31%	-1.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.35%	13.35%	-2.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.26%	13.35%	-2.09%

YMAR vs. BUFQ - Expense Ratio Comparison

YMAR has a 0.90% expense ratio, which is lower than BUFQ's 1.10% expense ratio.

Dividends

YMAR vs. BUFQ - Dividend Comparison

Neither YMAR nor BUFQ has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both YMAR and BUFQ in my portfolio?

YMAR and BUFQ have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, YMAR or BUFQ?

YMAR has higher volatility (2.03%) compared to BUFQ (1.17%). In terms of maximum drawdown, YMAR dropped -22.60% vs BUFQ's -15.74%.

Which ETF is better, YMAR or BUFQ?

On 3-year performance, BUFQ leads with 16.99% vs 10.63% for YMAR. On fees, YMAR is cheaper at 0.90% per year. On volatility, BUFQ has been the lower-risk option at 1.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, YMAR or BUFQ?

Over the 3-year period, BUFQ has performed better with a 16.99% return vs 10.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, YMAR or BUFQ?

YMAR is cheaper with a 0.90% expense ratio, compared with 1.10% for BUFQ.

Which ETF pays a higher dividend yield, YMAR or BUFQ?

YMAR and BUFQ have nearly identical dividend yields, around 0.00%.

What is the main difference between YMAR and BUFQ?

YMAR is categorized as Defined Outcome, while BUFQ is Nasdaq-100. YMAR tracks iShares MSCI EAFE ETF, while BUFQ tracks NASDAQ 100 Index - USD. Their fees differ too: 0.90% for YMAR and 1.10% for BUFQ.

Which has better risk-adjusted returns?

BUFQ currently has the higher Sharpe Ratio (2.62 vs 1.90), 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.