Summary
DJUL
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 16.12% Volatility 9.98% Sharpe 1.06
Official loaded data — not a live quote.

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: 03/06/2026

Current price: $49.90

Expense ratio: 0.85%

Assets under management
$399.4M
0.02% 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

1.61%

Ann. -18.22% (Sharpe / Sortino numerator)

Volatility

9.78%

Sharpe ratio

-2.233

VaR 95%

-0.97%

CVaR 95%: -1.00%
Max drawdown: -3.85%
Sortino ratio: -4.489
Calmar ratio: -4.73

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

4.72%

Ann. -4.06% (Sharpe / Sortino numerator)

Volatility

7.23%

Sharpe ratio

-1.063

VaR 95%

-0.75%

CVaR 95%: -0.91%
Max drawdown: -4.25%
Sortino ratio: -1.620
Calmar ratio: -0.95

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

5.60%

Ann. 1.25% (Sharpe / Sortino numerator)

Volatility

6.15%

Sharpe ratio

-0.387

VaR 95%

-0.64%

CVaR 95%: -0.87%
Max drawdown: -4.25%
Sortino ratio: -0.550
Calmar ratio: 0.29

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

16.12%

Ann. 14.20% (Sharpe / Sortino numerator)

Volatility

9.98%

Sharpe ratio

1.060

VaR 95%

-0.74%

CVaR 95%: -1.44%
Max drawdown: -4.25%
Sortino ratio: 1.270
Calmar ratio: 3.34

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

26.84%

Ann. 10.54% (Sharpe / Sortino numerator)

Volatility

8.92%

Sharpe ratio

0.775

VaR 95%

-0.84%

CVaR 95%: -1.34%
Max drawdown: -11.29%
Sortino ratio: 0.927
Calmar ratio: 0.93

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

48.56%

Ann. 13.37% (Sharpe / Sortino numerator)

Volatility

8.36%

Sharpe ratio

1.165

VaR 95%

-0.79%

CVaR 95%: -1.20%
Max drawdown: -11.29%
Sortino ratio: 1.486
Calmar ratio: 1.18

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.

Methodology: adjusted prices + daily simple return
Average daily return

0.06%

Best day

1.529%

31/03/2026
Worst day

-1.062%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $49.89 $49.91 $49.85 $49.90 19,900
02/06/2026 $49.90 $49.95 $49.88 $49.88 3,400
01/06/2026 $49.85 $49.90 $49.85 $49.89 1,100
29/05/2026 $49.83 $49.90 $49.83 $49.88 5,900
28/05/2026 $49.83 $49.89 $49.81 $49.84 12,700
27/05/2026 $49.75 $49.83 $49.75 $49.78 6,700
26/05/2026 $49.80 $49.80 $49.76 $49.78 4,800
22/05/2026 $49.68 $49.73 $49.68 $49.68 3,200
21/05/2026 $49.55 $49.69 $49.55 $49.63 11,800
20/05/2026 $49.59 $49.61 $49.55 $49.59 18,300