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%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
1.78%
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
4.54%
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
6.75%
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
15.39%
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
27.60%
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
45.89%
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: 03/06/2025 - 03/06/2026.
Average daily return
0.058%
Best day
1.435%
Worst day
-1.175%
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 |