FT VEST U.S. EQUITY DEEP BUFFER ETF - JUNE
Symbol: DJUN
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 19/06/2020
Latest date: 03/06/2026
Current price: $49.13
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
0.88%
Ann. -9.72% (Sharpe / Sortino numerator)
Volatility
9.48%
Sharpe ratio
-1.409
VaR 95%
-0.92%
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
3.25%
Ann. -0.76% (Sharpe / Sortino numerator)
Volatility
6.46%
Sharpe ratio
-0.680
VaR 95%
-0.63%
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
4.53%
Ann. 3.09% (Sharpe / Sortino numerator)
Volatility
5.38%
Sharpe ratio
-0.100
VaR 95%
-0.56%
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
10.92%
Ann. 11.68% (Sharpe / Sortino numerator)
Volatility
10.16%
Sharpe ratio
0.792
VaR 95%
-0.72%
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
20.89%
Ann. 8.83% (Sharpe / Sortino numerator)
Volatility
9.16%
Sharpe ratio
0.567
VaR 95%
-0.85%
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
38.20%
Ann. 11.55% (Sharpe / Sortino numerator)
Volatility
8.39%
Sharpe ratio
0.944
VaR 95%
-0.76%
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
0.042%
Best day
1.596%
Worst day
-1.143%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 03/06/2026 | $49.13 | $49.16 | $49.11 | $49.13 | 2,900 |
| 02/06/2026 | $49.13 | $49.16 | $49.07 | $49.12 | 17,500 |
| 01/06/2026 | $49.06 | $49.12 | $49.06 | $49.09 | 3,700 |
| 29/05/2026 | $49.12 | $49.16 | $49.07 | $49.11 | 4,800 |
| 28/05/2026 | $49.06 | $49.12 | $49.06 | $49.09 | 12,800 |
| 27/05/2026 | $49.07 | $49.12 | $49.05 | $49.08 | 3,500 |
| 26/05/2026 | $49.04 | $49.08 | $49.03 | $49.08 | 3,300 |
| 22/05/2026 | $49.00 | $49.07 | $48.45 | $49.02 | 10,600 |
| 21/05/2026 | $48.98 | $49.05 | $48.98 | $48.99 | 6,800 |
| 20/05/2026 | $48.99 | $49.00 | $48.96 | $48.98 | 18,800 |