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: 15/10/2026
Current price: $41.05
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
1.26%
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
2.47%
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
6.53%
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
11.82%
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
23.25%
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
36.29%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.045%
Best day
1.675%
Worst day
-1.0%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $40.96 | $41.13 | $40.95 | $41.05 | 9,900 |
| 14/10/2026 | $40.98 | $41.10 | $40.96 | $41.00 | 6,000 |
| 13/10/2026 | $41.13 | $41.16 | $41.12 | $41.14 | 1,094,600 |
| 12/10/2026 | $41.19 | $41.19 | $41.12 | $41.13 | 15,800 |
| 09/10/2026 | $41.10 | $41.14 | $41.06 | $41.14 | 8,400 |
| 08/10/2026 | $41.10 | $41.10 | $40.96 | $41.03 | 5,300 |
| 07/10/2026 | $41.01 | $41.10 | $41.01 | $41.07 | 10,700 |
| 06/10/2026 | $41.12 | $41.13 | $41.06 | $41.08 | 18,900 |
| 05/10/2026 | $40.99 | $41.06 | $40.97 | $41.01 | 23,200 |
| 02/10/2026 | $40.95 | $40.96 | $40.89 | $40.94 | 9,300 |