Summary
DHDG
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 15.22% Volatility 7.42% Sharpe 1.06
Official loaded data — not a live quote.

FT VEST U.S. EQUITY QUARTERLY 2.5 TO 15 BUFFER ETF

Symbol: DHDG

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 18/10/2024

Latest date: 20/07/2026

Current price: $36.82

Expense ratio: 0.85%

Assets under management
$144.4M
-0.22% 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

1.10%

Ann. -24.64% (Sharpe / Sortino numerator)

Volatility

5.86%

Sharpe ratio

-4.826

VaR 95%

-0.63%

CVaR 95%: -0.68%
Max drawdown: -3.20%
Sortino ratio: -8.287
Calmar ratio: -7.69

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

4.07%

Ann. -4.57% (Sharpe / Sortino numerator)

Volatility

6.29%

Sharpe ratio

-1.304

VaR 95%

-0.65%

CVaR 95%: -0.80%
Max drawdown: -3.66%
Sortino ratio: -2.027
Calmar ratio: -1.25

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

7.57%

Ann. 3.83% (Sharpe / Sortino numerator)

Volatility

6.20%

Sharpe ratio

0.033

VaR 95%

-0.71%

CVaR 95%: -0.82%
Max drawdown: -3.66%
Sortino ratio: 0.048
Calmar ratio: 1.05

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

15.22%

Ann. 11.47% (Sharpe / Sortino numerator)

Volatility

7.42%

Sharpe ratio

1.057

VaR 95%

-0.69%

CVaR 95%: -1.03%
Max drawdown: -3.66%
Sortino ratio: 1.322
Calmar ratio: 3.14

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

21.21%

Ann. 12.03% (Sharpe / Sortino numerator)

Volatility

7.51%

Sharpe ratio

1.116

VaR 95%

-0.77%

CVaR 95%: -1.05%
Max drawdown: -8.26%
Sortino ratio: 1.434
Calmar ratio: 1.46

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.

Methodology: adjusted prices + daily simple return
Average daily return

0.057%

Best day

1.35%

29/06/2026
Worst day

-1.029%

20/01/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $36.90 $36.97 $36.82 $36.82 8,400
17/07/2026 $36.72 $36.91 $36.72 $36.83 32,100
16/07/2026 $36.85 $36.85 $36.83 $36.85 5,400
15/07/2026 $36.82 $36.85 $36.82 $36.85 1,800
14/07/2026 $36.81 $36.83 $36.80 $36.83 2,001,100
13/07/2026 $36.82 $36.82 $36.75 $36.78 83,100
10/07/2026 $36.79 $36.84 $36.79 $36.81 500
09/07/2026 $36.74 $36.82 $36.68 $36.77 84,700
08/07/2026 $36.54 $36.67 $36.54 $36.67 2,400
07/07/2026 $36.70 $36.74 $36.62 $36.69 3,500