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: 20/07/2026
Current price: $47.55
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
0.49%
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
3.27%
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
6.19%
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
10.98%
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
20.94%
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
37.58%
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: 21/07/2025 - 20/07/2026.
Average daily return
0.042%
Best day
1.468%
Worst day
-1.181%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $47.63 | $47.65 | $47.55 | $47.55 | 4,700 |
| 17/07/2026 | $47.55 | $47.64 | $47.52 | $47.57 | 3,000 |
| 16/07/2026 | $47.74 | $47.79 | $47.69 | $47.69 | 10,200 |
| 15/07/2026 | $47.73 | $47.81 | $47.73 | $47.77 | 7,700 |
| 14/07/2026 | $47.67 | $47.76 | $47.67 | $47.70 | 7,900 |
| 13/07/2026 | $47.71 | $47.71 | $47.60 | $47.63 | 1,000 |
| 10/07/2026 | $47.69 | $47.77 | $47.67 | $47.77 | 3,200 |
| 09/07/2026 | $47.56 | $47.66 | $47.56 | $47.66 | 11,300 |
| 08/07/2026 | $47.50 | $47.52 | $47.37 | $47.52 | 4,000 |
| 07/07/2026 | $47.62 | $47.62 | $47.52 | $47.55 | 23,400 |