Summary
DLAG
Prices · period metrics · 12M
NAV as of 20/07/2026
22/09/2025 → 13/07/2026
Return 8.25% Volatility 6.31% Sharpe 1.10
Official loaded data — not a live quote.

FT VEST U.S. EQUITY DUAL DIRECTIONAL BUFFER ETF - AUGUST

Symbol: DLAG

Exchange: BATS

Sector: Technology

Category: Large Blend

Inception date: 19/09/2025

Latest date: 20/07/2026

Current price: $33.13

Expense ratio: 0.85%

Assets under management
$11.6M
-0.23% 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

0.52%

Ann. 112.23% (Sharpe / Sortino numerator)

Volatility

7.33%

Sharpe ratio

14.819

VaR 95%

-0.16%

CVaR 95%: -0.22%
Max drawdown: -0.44%
Sortino ratio: 72.945
Calmar ratio: 252.46

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

3.17%

Ann. 11.20% (Sharpe / Sortino numerator)

Volatility

8.23%

Sharpe ratio

0.922

VaR 95%

-0.80%

CVaR 95%: -0.92%
Max drawdown: -4.23%
Sortino ratio: 1.557
Calmar ratio: 2.65

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

6.19%

Ann. 9.85% (Sharpe / Sortino numerator)

Volatility

7.04%

Sharpe ratio

0.886

VaR 95%

-0.80%

CVaR 95%: -0.90%
Max drawdown: -4.23%
Sortino ratio: 1.336
Calmar ratio: 2.33

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

8.25%

Ann. 10.57% (Sharpe / Sortino numerator)

Volatility

6.31%

Sharpe ratio

1.100

VaR 95%

-0.77%

CVaR 95%: -0.90%
Max drawdown: -4.23%
Sortino ratio: 1.532
Calmar ratio: 2.50

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: 22/09/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.039%

Best day

1.594%

31/03/2026
Worst day

-1.303%

10/10/2025
Days with data

206

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $33.21 $33.21 $33.13 $33.13 700
17/07/2026 $33.13 $33.13 $33.13 $33.13 300
16/07/2026 $33.20 $33.20 $33.20 $33.20 300
15/07/2026 $33.27 $33.27 $33.23 $33.23 700
14/07/2026 $33.20 $33.20 $33.20 $33.20 100
13/07/2026 $33.16 $33.16 $33.16 $33.16 100
10/07/2026 $33.17 $33.23 $33.17 $33.23 500
09/07/2026 $33.21 $33.21 $33.14 $33.18 3,400
08/07/2026 $32.99 $33.10 $32.99 $33.10 1,700
07/07/2026 $33.10 $33.12 $33.06 $33.12 21,500