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: 15/10/2026
Current price: $51.98
Expense ratio: 0.85%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
1.30%
Ann. -16.68% (Sharpe / Sortino numerator)
Volatility
8.98%
Sharpe ratio
-2.262
VaR 95%
-0.87%
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
2.35%
Ann. -1.10% (Sharpe / Sortino numerator)
Volatility
6.73%
Sharpe ratio
-0.703
VaR 95%
-0.78%
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
5.90%
Ann. 4.53% (Sharpe / Sortino numerator)
Volatility
5.97%
Sharpe ratio
0.152
VaR 95%
-0.70%
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
11.87%
Ann. 12.50% (Sharpe / Sortino numerator)
Volatility
8.25%
Sharpe ratio
1.075
VaR 95%
-0.73%
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
24.01%
Ann. 10.57% (Sharpe / Sortino numerator)
Volatility
7.38%
Sharpe ratio
0.941
VaR 95%
-0.74%
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
46.99%
Ann. 12.35% (Sharpe / Sortino numerator)
Volatility
7.09%
Sharpe ratio
1.229
VaR 95%
-0.70%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.045%
Best day
1.435%
Worst day
-0.876%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $51.90 | $52.00 | $51.88 | $51.98 | 7,500 |
| 14/10/2026 | $52.00 | $52.05 | $51.83 | $51.89 | 4,500 |
| 13/10/2026 | $52.15 | $52.15 | $52.03 | $52.09 | 4,700 |
| 12/10/2026 | $52.04 | $52.09 | $52.04 | $52.08 | 5,200 |
| 09/10/2026 | $51.99 | $52.07 | $51.97 | $52.06 | 6,200 |
| 08/10/2026 | $52.00 | $52.03 | $51.86 | $51.94 | 7,500 |
| 07/10/2026 | $51.90 | $52.03 | $51.90 | $52.01 | 20,500 |
| 06/10/2026 | $52.06 | $52.09 | $51.99 | $52.03 | 15,000 |
| 05/10/2026 | $51.83 | $51.94 | $51.83 | $51.91 | 3,100 |
| 02/10/2026 | $51.86 | $51.87 | $51.75 | $51.80 | 6,500 |