FT VEST U.S. EQUITY DEEP BUFFER ETF - JULY
Symbol: DJUL
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 17/07/2020
Latest date: 20/07/2026
Current price: $50.30
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
0.55%
Ann. -18.22% (Sharpe / Sortino numerator)
Volatility
9.78%
Sharpe ratio
-2.233
VaR 95%
-0.97%
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
3.02%
Ann. -4.06% (Sharpe / Sortino numerator)
Volatility
7.23%
Sharpe ratio
-1.063
VaR 95%
-0.75%
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
5.98%
Ann. 1.25% (Sharpe / Sortino numerator)
Volatility
6.15%
Sharpe ratio
-0.387
VaR 95%
-0.64%
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
11.04%
Ann. 14.20% (Sharpe / Sortino numerator)
Volatility
9.98%
Sharpe ratio
1.060
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
25.17%
Ann. 10.54% (Sharpe / Sortino numerator)
Volatility
8.92%
Sharpe ratio
0.775
VaR 95%
-0.84%
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
43.63%
Ann. 13.37% (Sharpe / Sortino numerator)
Volatility
8.36%
Sharpe ratio
1.165
VaR 95%
-0.79%
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
0.042%
Best day
1.529%
Worst day
-1.062%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $50.34 | $50.49 | $50.29 | $50.30 | 70,900 |
| 17/07/2026 | $50.25 | $50.41 | $50.25 | $50.34 | 331,500 |
| 16/07/2026 | $50.33 | $50.37 | $50.26 | $50.31 | 13,800 |
| 15/07/2026 | $50.35 | $50.35 | $50.21 | $50.27 | 11,600 |
| 14/07/2026 | $50.32 | $50.33 | $50.27 | $50.32 | 12,100 |
| 13/07/2026 | $50.20 | $50.33 | $50.20 | $50.28 | 19,000 |
| 10/07/2026 | $50.33 | $50.33 | $50.24 | $50.31 | 11,800 |
| 09/07/2026 | $50.30 | $50.30 | $50.25 | $50.27 | 13,100 |
| 08/07/2026 | $50.23 | $50.29 | $50.19 | $50.24 | 31,800 |
| 07/07/2026 | $50.31 | $50.31 | $50.21 | $50.23 | 4,700 |