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: 15/10/2026
Current price: $51.56
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
1.31%
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
2.59%
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
5.99%
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
10.56%
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
24.18%
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
49.81%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.041%
Best day
1.529%
Worst day
-1.012%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $51.48 | $51.63 | $51.38 | $51.56 | 10,900 |
| 14/10/2026 | $51.63 | $51.63 | $51.43 | $51.47 | 12,000 |
| 13/10/2026 | $51.79 | $51.80 | $51.70 | $51.76 | 3,300 |
| 12/10/2026 | $51.73 | $51.79 | $51.69 | $51.79 | 6,500 |
| 09/10/2026 | $51.70 | $51.80 | $51.69 | $51.73 | 3,700 |
| 08/10/2026 | $51.64 | $51.71 | $51.53 | $51.60 | 10,400 |
| 07/10/2026 | $51.62 | $51.70 | $51.61 | $51.70 | 5,300 |
| 06/10/2026 | $51.76 | $51.77 | $51.73 | $51.73 | 6,100 |
| 05/10/2026 | $51.37 | $51.61 | $51.37 | $51.56 | 6,200 |
| 02/10/2026 | $51.48 | $51.49 | $51.36 | $51.43 | 7,400 |