FT Cboe Vest Laddered Moderate Buffer ETF

10-Year Study

BUFZ.US · · US · ETF

Executive Summary: FT Cboe Vest Laddered Moderate Buffer ETF has compounded at 13.4% annually over the last 10 years, with a maximum drawdown of 3.5% and an annualized volatility of 14.4%.

1Y CAGR
+13.1%
3Y CAGR
+13.4%
5Y CAGR
+13.4%
10Y CAGR
+13.4%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
3.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.60
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.52
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
5.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +11.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 2.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.60.0-1.63.3————————2.3%
20251.30.0-2.9-0.63.82.81.21.11.40.90.70.811.1%
20240.81.91.1-0.72.11.20.81.40.9-0.22.1-0.411.5%
2023——————————5.62.38.0%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 14.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 76.2% of variance. Idiosyncratic stock-specific factors contribute 0.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-10-0110000
2023-11-0110559.866962305987
2023-12-0110798.730094738961
2024-01-0110879.862930860712
2024-02-0111086.474501108647
2024-03-0111212.457165893971
2024-04-0111131.828260431364
2024-05-0111363.636363636362
2024-06-0111494.658335013102
2024-07-0111590.405160249948
2024-08-0111751.662971175165
2024-09-0111862.52771618625
2024-10-0111837.331183229187
2024-11-0112089.296512799836
2024-12-0112038.903446885706
2025-01-0112200.161257810923
2025-02-0112200.161257810923
2025-03-0111842.3704898206
2025-04-0111776.859504132231
2025-05-0112225.35779076799
2025-06-0112562.991332392661
2025-07-0112719.209836726464
2025-08-0112865.349727877445
2025-09-0113051.804071759725
2025-10-0113172.747429953637
2025-11-0113268.494255190484
2025-12-0113369.280387018745
2026-01-0113454.948599072766
2026-02-0113457.468252368471
2026-03-0113238.258415642005
2026-04-0113681.717395686352
Annual Return Matrix
YearAnnual Return
20240.11484436977927115
20250.11050648807032237
20260.02336977007161689
Total Factor Risk
0.14395808600439303
VTI.US Exposure
0.2250734137041881
VEA.US Exposure
0.007704716958527121
VWO.US Exposure
0.004612926885830218
QQQ.US Exposure
-0.036856367783873765
VTV.US Exposure
-0.014115452309139484
IJR.US Exposure
-0.022800537654184834
QUAL.US Exposure
-0.008747954247781362
SHV.US Exposure
0.7617958556361403
TLT.US Exposure
0.0030911096387489386
LQD.US Exposure
-0.004406135299669235
HYG.US Exposure
0.09118885972469146
GLD.US Exposure
-0.0004835686415055817
USO.US Exposure
0.00027496763162516665
VNQ.US Exposure
-0.010951440147533324
BTC-USD.CC Exposure
-0.005029324562496512
CPER.US Exposure
0.0009492114834511189
VIX.INDX Exposure
0.007265886614025852
UUP.US Exposure
-0.002959613504019463
TIP.US Exposure
0.0005526789014419721
Idiosyncratic Exposure
0.0038407669715333527
Value Score
41.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
14.4%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →20.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$405.7B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.2%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+4.1%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is FT Cboe Vest Laddered Moderate Buffer ETF a high-risk investment?

FT Cboe Vest Laddered Moderate Buffer ETF (BUFZ.US) has an annualized volatility of 14.4% and experienced a maximum drawdown of 3.5% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BUFZ.US?

Over the past 10 years, BUFZ.US has generated a Compound Annual Growth Rate (CAGR) of 13.4%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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