FT VEST U.S. EQUITY MODERATE BUFFER ETF - DECEMBER
Symbol: GDEC
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 15/12/2023
Latest date: 20/07/2026
Current price: $39.86
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
0.34%
Ann. -18.43% (Sharpe / Sortino numerator)
Volatility
10.68%
Sharpe ratio
-2.066
VaR 95%
-0.98%
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
2.81%
Ann. -5.37% (Sharpe / Sortino numerator)
Volatility
8.20%
Sharpe ratio
-1.097
VaR 95%
-0.96%
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
5.78%
Ann. 3.11% (Sharpe / Sortino numerator)
Volatility
6.72%
Sharpe ratio
-0.077
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
12.40%
Ann. 12.10% (Sharpe / Sortino numerator)
Volatility
10.27%
Sharpe ratio
0.825
VaR 95%
-0.82%
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
22.15%
Ann. 8.94% (Sharpe / Sortino numerator)
Volatility
8.46%
Sharpe ratio
0.628
VaR 95%
-0.76%
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
32.33%
Ann. 11.83% (Sharpe / Sortino numerator)
Volatility
8.09%
Sharpe ratio
1.018
VaR 95%
-0.71%
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
0.047%
Best day
1.675%
Worst day
-1.0%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $40.03 | $40.03 | $39.86 | $39.86 | 4,600 |
| 17/07/2026 | $39.82 | $39.96 | $39.81 | $39.88 | 10,000 |
| 16/07/2026 | $40.11 | $40.11 | $40.01 | $40.01 | 5,200 |
| 15/07/2026 | $40.00 | $40.08 | $39.98 | $40.06 | 13,100 |
| 14/07/2026 | $40.03 | $40.05 | $39.95 | $40.03 | 13,100 |
| 13/07/2026 | $39.95 | $40.04 | $39.91 | $39.95 | 11,500 |
| 10/07/2026 | $40.03 | $40.06 | $39.96 | $40.06 | 7,100 |
| 09/07/2026 | $39.86 | $39.99 | $39.85 | $39.98 | 7,000 |
| 08/07/2026 | $39.75 | $39.86 | $39.71 | $39.86 | 18,300 |
| 07/07/2026 | $39.89 | $39.93 | $39.82 | $39.88 | 6,100 |