Summary
TDVI
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 18.87% Volatility 22.84% Sharpe 1.07
Official loaded data — not a live quote.

FT VEST TECHNOLOGY DIVIDEND TARGET INCOME ETF

Symbol: TDVI

Exchange: BATS

Sector: Technology

Category: Derivative Income

Inception date: 09/08/2023

Latest date: 20/07/2026

Current price: $30.13

Expense ratio: 0.75%

Assets under management
$496.5M
0.47% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-7.09%

Ann. -40.04% (Sharpe / Sortino numerator)

Volatility

20.53%

Sharpe ratio

-2.127

VaR 95%

-1.83%

CVaR 95%: -2.04%
Max drawdown: -6.85%
Sortino ratio: -3.653
Calmar ratio: -5.85

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

3.87%

Ann. -9.67% (Sharpe / Sortino numerator)

Volatility

18.64%

Sharpe ratio

-0.714

VaR 95%

-1.83%

CVaR 95%: -2.20%
Max drawdown: -9.32%
Sortino ratio: -1.131
Calmar ratio: -1.04

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

13.10%

Ann. -8.64% (Sharpe / Sortino numerator)

Volatility

18.67%

Sharpe ratio

-0.657

VaR 95%

-2.14%

CVaR 95%: -2.65%
Max drawdown: -10.20%
Sortino ratio: -0.927
Calmar ratio: -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

18.87%

Ann. 28.03% (Sharpe / Sortino numerator)

Volatility

22.84%

Sharpe ratio

1.068

VaR 95%

-2.03%

CVaR 95%: -3.28%
Max drawdown: -10.20%
Sortino ratio: 1.387
Calmar ratio: 2.75

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

44.21%

Ann. 18.04% (Sharpe / Sortino numerator)

Volatility

20.86%

Sharpe ratio

0.691

VaR 95%

-2.08%

CVaR 95%: -3.01%
Max drawdown: -22.08%
Sortino ratio: 0.934
Calmar ratio: 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

91.90%

Ann. 27.52% (Sharpe / Sortino numerator)

Volatility

19.50%

Sharpe ratio

1.227

VaR 95%

-1.87%

CVaR 95%: -2.74%
Max drawdown: -22.08%
Sortino ratio: 1.692
Calmar ratio: 1.25

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.

Methodology: adjusted prices + daily simple return
Average daily return

0.077%

Best day

4.33%

10/09/2025
Worst day

-5.978%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $29.99 $30.13 $29.79 $30.13 77,500
17/07/2026 $29.69 $30.07 $29.55 $29.85 84,400
16/07/2026 $30.22 $30.22 $29.99 $30.16 141,900
15/07/2026 $30.91 $30.91 $30.14 $30.44 66,000
14/07/2026 $31.24 $31.24 $30.52 $30.60 117,400
13/07/2026 $31.60 $31.60 $31.12 $31.24 65,200
10/07/2026 $31.69 $31.88 $31.52 $31.59 117,300
09/07/2026 $31.45 $31.83 $31.38 $31.69 201,000
08/07/2026 $30.96 $31.32 $30.81 $31.28 272,200
07/07/2026 $31.07 $31.23 $30.83 $31.05 91,500