Summary
DFEB
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 15.39% Volatility 8.25% Sharpe 1.08
Official loaded data — not a live quote.

FT VEST U.S. EQUITY DEEP BUFFER ETF - FEBRUARY

Symbol: DFEB

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 21/02/2020

Latest date: 03/06/2026

Current price: $50.45

Expense ratio: 0.85%

Assets under management
$457.6M
-0.14% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

1.78%

Ann. -16.68% (Sharpe / Sortino numerator)

Volatility

8.98%

Sharpe ratio

-2.262

VaR 95%

-0.87%

CVaR 95%: -0.88%
Max drawdown: -3.63%
Sortino ratio: -4.096
Calmar ratio: -4.59

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

4.54%

Ann. -1.10% (Sharpe / Sortino numerator)

Volatility

6.73%

Sharpe ratio

-0.703

VaR 95%

-0.78%

CVaR 95%: -0.83%
Max drawdown: -4.09%
Sortino ratio: -1.022
Calmar ratio: -0.27

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

6.75%

Ann. 4.53% (Sharpe / Sortino numerator)

Volatility

5.97%

Sharpe ratio

0.152

VaR 95%

-0.70%

CVaR 95%: -0.86%
Max drawdown: -4.09%
Sortino ratio: 0.202
Calmar ratio: 1.11

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

15.39%

Ann. 12.50% (Sharpe / Sortino numerator)

Volatility

8.25%

Sharpe ratio

1.075

VaR 95%

-0.73%

CVaR 95%: -1.20%
Max drawdown: -4.09%
Sortino ratio: 1.295
Calmar ratio: 3.06

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

27.60%

Ann. 10.57% (Sharpe / Sortino numerator)

Volatility

7.38%

Sharpe ratio

0.941

VaR 95%

-0.74%

CVaR 95%: -1.10%
Max drawdown: -8.33%
Sortino ratio: 1.128
Calmar ratio: 1.27

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

45.89%

Ann. 12.35% (Sharpe / Sortino numerator)

Volatility

7.09%

Sharpe ratio

1.229

VaR 95%

-0.70%

CVaR 95%: -1.03%
Max drawdown: -8.33%
Sortino ratio: 1.565
Calmar ratio: 1.48

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.058%

Best day

1.435%

31/03/2026
Worst day

-1.175%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $50.52 $50.52 $50.45 $50.45 4,600
02/06/2026 $50.52 $50.61 $50.52 $50.55 5,300
01/06/2026 $50.50 $50.58 $50.46 $50.50 14,700
29/05/2026 $50.41 $50.53 $50.41 $50.52 7,400
28/05/2026 $50.45 $50.50 $50.42 $50.42 10,600
27/05/2026 $50.20 $50.42 $50.20 $50.32 8,700
26/05/2026 $50.34 $50.38 $50.28 $50.30 8,700
22/05/2026 $50.25 $50.30 $50.21 $50.21 4,100
21/05/2026 $50.05 $50.23 $50.03 $50.15 13,800
20/05/2026 $50.06 $50.14 $49.99 $50.11 17,300