FT VEST U.S. EQUITY DEEP BUFFER ETF - SEPTEMBER
Symbol: DSEP
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 18/09/2020
Latest date: 15/10/2026
Current price: $49.22
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
1.19%
Ann. -21.26% (Sharpe / Sortino numerator)
Volatility
9.63%
Sharpe ratio
-2.585
VaR 95%
-0.87%
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
3.04%
Ann. -6.17% (Sharpe / Sortino numerator)
Volatility
7.57%
Sharpe ratio
-1.295
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
7.48%
Ann. -0.18% (Sharpe / Sortino numerator)
Volatility
6.67%
Sharpe ratio
-0.572
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
11.66%
Ann. 10.70% (Sharpe / Sortino numerator)
Volatility
9.22%
Sharpe ratio
0.767
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.
Period total return
22.53%
Ann. 7.81% (Sharpe / Sortino numerator)
Volatility
7.73%
Sharpe ratio
0.541
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
42.70%
Ann. 11.40% (Sharpe / Sortino numerator)
Volatility
7.39%
Sharpe ratio
1.051
VaR 95%
-0.69%
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
0.045%
Best day
1.468%
Worst day
-1.113%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $49.11 | $49.23 | $49.02 | $49.22 | 30,600 |
| 14/10/2026 | $49.23 | $49.23 | $49.03 | $49.11 | 19,500 |
| 13/10/2026 | $49.37 | $49.44 | $49.33 | $49.42 | 52,300 |
| 12/10/2026 | $49.38 | $49.43 | $49.33 | $49.41 | 14,200 |
| 09/10/2026 | $49.31 | $49.42 | $49.29 | $49.42 | 15,100 |
| 08/10/2026 | $49.30 | $49.33 | $49.17 | $49.27 | 45,800 |
| 07/10/2026 | $49.23 | $49.37 | $49.23 | $49.35 | 40,200 |
| 06/10/2026 | $49.33 | $49.45 | $49.33 | $49.40 | 24,400 |
| 05/10/2026 | $49.10 | $49.24 | $49.08 | $49.12 | 35,900 |
| 02/10/2026 | $49.19 | $49.20 | $48.99 | $49.10 | 29,500 |