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: 20/07/2026
Current price: $50.54
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
0.28%
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
2.53%
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
6.06%
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
12.18%
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
23.99%
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
41.72%
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: 21/07/2025 - 20/07/2026.
Average daily return
0.047%
Best day
1.435%
Worst day
-1.175%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $50.65 | $50.65 | $50.54 | $50.54 | 7,200 |
| 17/07/2026 | $50.58 | $50.66 | $50.52 | $50.53 | 2,600 |
| 16/07/2026 | $50.77 | $50.81 | $50.71 | $50.72 | 10,100 |
| 15/07/2026 | $50.84 | $50.84 | $50.70 | $50.79 | 19,300 |
| 14/07/2026 | $50.71 | $50.78 | $50.67 | $50.73 | 6,500 |
| 13/07/2026 | $50.64 | $50.71 | $50.61 | $50.62 | 4,100 |
| 10/07/2026 | $50.73 | $50.77 | $50.67 | $50.77 | 5,600 |
| 09/07/2026 | $50.62 | $50.68 | $50.59 | $50.64 | 5,700 |
| 08/07/2026 | $50.51 | $50.54 | $50.38 | $50.54 | 4,000 |
| 07/07/2026 | $50.58 | $50.63 | $50.50 | $50.58 | 5,300 |