Summary
DOGG
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 20.54% Volatility 13.02% Sharpe 0.70
Official loaded data — not a live quote.

FT VEST DJIA DOGS 10 TARGET INCOME ETF

Symbol: DOGG

Exchange: BATS

Sector: Healthcare

Category: Derivative Income

Inception date: 26/04/2023

Latest date: 16/07/2026

Current price: $22.05

Expense ratio: 0.75%

Assets under management
$75.6M
0.64% 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

2.04%

Ann. -57.28% (Sharpe / Sortino numerator)

Volatility

12.59%

Sharpe ratio

-4.837

VaR 95%

-1.88%

CVaR 95%: -2.00%
Max drawdown: -6.00%
Sortino ratio: -5.497
Calmar ratio: -9.55

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

5.64%

Ann. 19.61% (Sharpe / Sortino numerator)

Volatility

12.26%

Sharpe ratio

1.303

VaR 95%

-1.43%

CVaR 95%: -1.77%
Max drawdown: -8.54%
Sortino ratio: 1.661
Calmar ratio: 2.29

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

8.93%

Ann. 21.32% (Sharpe / Sortino numerator)

Volatility

11.20%

Sharpe ratio

1.580

VaR 95%

-1.08%

CVaR 95%: -1.49%
Max drawdown: -8.54%
Sortino ratio: 2.343
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.

Period total return

20.54%

Ann. 12.75% (Sharpe / Sortino numerator)

Volatility

13.02%

Sharpe ratio

0.701

VaR 95%

-1.13%

CVaR 95%: -1.83%
Max drawdown: -8.54%
Sortino ratio: 0.886
Calmar ratio: 1.49

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

30.68%

Ann. 10.32% (Sharpe / Sortino numerator)

Volatility

13.03%

Sharpe ratio

0.514

VaR 95%

-1.21%

CVaR 95%: -1.84%
Max drawdown: -11.19%
Sortino ratio: 0.700
Calmar ratio: 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

46.34%

Ann. 10.85% (Sharpe / Sortino numerator)

Volatility

13.03%

Sharpe ratio

0.556

VaR 95%

-1.23%

CVaR 95%: -1.78%
Max drawdown: -11.19%
Sortino ratio: 0.810
Calmar ratio: 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.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.077%

Best day

2.51%

16/07/2026
Worst day

-2.063%

18/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $21.91 $22.05 $21.87 $22.05 29,200
15/07/2026 $21.45 $21.54 $21.43 $21.51 35,200
14/07/2026 $21.74 $21.86 $21.38 $21.45 32,400
13/07/2026 $21.69 $21.82 $21.58 $21.70 13,600
10/07/2026 $21.61 $21.65 $21.51 $21.64 94,800
09/07/2026 $21.50 $21.54 $21.44 $21.53 41,400
08/07/2026 $21.80 $21.80 $21.60 $21.64 25,700
07/07/2026 $21.96 $21.98 $21.69 $21.80 36,300
06/07/2026 $21.96 $21.96 $21.42 $21.57 21,300
02/07/2026 $21.49 $21.84 $21.49 $21.83 90,100