Summary
DJUL
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 11.04% 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: 20/07/2026

Current price: $50.30

Expense ratio: 0.85%

Assets under management
$405.0M
-0.08% 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

0.55%

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

3.02%

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

5.98%

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

11.04%

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

25.17%

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

43.63%

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.042%

Best day

1.529%

31/03/2026
Worst day

-1.062%

10/10/2025
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