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%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
1.61%
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
4.72%
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
5.60%
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
16.12%
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
26.84%
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
48.56%
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: 03/06/2025 - 03/06/2026.
Average daily return
0.06%
Best day
1.529%
Worst day
-1.062%
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 |