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: 03/06/2026
Current price: $47.27
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
1.98%
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
5.25%
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
5.65%
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
14.32%
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
22.02%
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
42.47%
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: 03/06/2025 - 03/06/2026.
Average daily return
0.054%
Best day
1.468%
Worst day
-1.181%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 03/06/2026 | $47.32 | $47.34 | $47.27 | $47.27 | 3,600 |
| 02/06/2026 | $47.34 | $47.37 | $47.33 | $47.36 | 4,000 |
| 01/06/2026 | $47.30 | $47.38 | $47.30 | $47.33 | 4,000 |
| 29/05/2026 | $47.26 | $47.35 | $47.26 | $47.32 | 10,300 |
| 28/05/2026 | $47.18 | $47.30 | $47.18 | $47.27 | 4,700 |
| 27/05/2026 | $47.15 | $47.20 | $47.14 | $47.17 | 6,600 |
| 26/05/2026 | $47.13 | $47.17 | $47.11 | $47.14 | 35,400 |
| 22/05/2026 | $47.06 | $47.11 | $47.04 | $47.05 | 11,600 |
| 21/05/2026 | $46.84 | $47.07 | $46.84 | $46.97 | 30,200 |
| 20/05/2026 | $46.83 | $46.93 | $46.80 | $46.93 | 28,700 |