Summary
DHDG
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 15.11% 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: 15/10/2026

Current price: $38.20

Expense ratio: 0.85%

Assets under management
$77.2M
0.80% 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

2.09%

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

3.67%

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

9.30%

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

15.11%

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

25.76%

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: 15/10/2025 - 15/10/2026.

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

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $37.90 $38.24 $37.90 $38.20 7,100
14/10/2026 $38.30 $38.30 $37.99 $38.04 7,400
13/10/2026 $38.29 $38.29 $38.26 $38.26 1,300
12/10/2026 $38.30 $38.30 $38.25 $38.27 3,500
09/10/2026 $38.28 $38.28 $38.23 $38.28 1,300
08/10/2026 $38.04 $38.11 $38.04 $38.11 1,300
07/10/2026 $38.07 $38.20 $38.07 $38.18 4,600
06/10/2026 $38.23 $38.23 $38.17 $38.20 1,700
05/10/2026 $38.05 $38.11 $38.05 $38.07 2,400
02/10/2026 $37.92 $37.93 $37.88 $37.91 1,800