- Issuer
- FT Vest
- Inception Date
- Nov 6, 2019
- Region
- North America (U.S.)
- Category
- Defined Outcome
- Leveraged
- 1x (No leverage)
- Index Tracked
- S&P 500
- Domicile
- United States
- Distribution Policy
- Accumulating
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $364M
Share Price Chart
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Performance
DAUG Performance Chart
FT Vest U.S. Equity Deep Buffer ETF - August (DAUG) is up 5.3% since the beginning of the year. DAUG is currently trading at $47 per share. Investors who bought $1,000 worth of DAUG shares 5 years ago would now be looking at an investment worth $1,359.
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Returns By Period
FT Vest U.S. Equity Deep Buffer ETF - August (DAUG) has returned 5.31% so far this year and 14.97% over the past 12 months.
FT Vest U.S. Equity Deep Buffer ETF - August
- 1D
- -0.04%
- 1M
- 0.65%
- YTD
- 5.31%
- 6M
- 5.28%
- 1Y
- 14.97%
- 3Y*
- 11.98%
- 5Y*
- 6.32%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.15%
- 1Y
- 24.03%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
DAUG Monthly Returns History
Based on dividend-adjusted daily data since Nov 7, 2019, DAUG's average daily return is +0.03%, while the average monthly return is +0.58%. At this rate, an investment would double in approximately 10.0 years.
Historically, 64% of months were positive and 36% were negative. The best month was Apr 2020 with a return of +6.2%, while the worst month was Mar 2020 at -5.9%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.
On a daily basis, DAUG closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +5.0%, while the worst single day was Mar 16, 2020 at -6.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.78% | -0.13% | -2.41% | 5.28% | 1.72% | 0.13% | 5.31% | ||||||
| 2025 | 1.53% | -0.43% | -3.28% | -0.23% | 4.03% | 3.45% | 1.72% | 1.17% | 1.76% | 0.70% | 0.31% | 0.62% | 11.75% |
| 2024 | 0.96% | 2.29% | 1.12% | -0.54% | 1.98% | 0.85% | 0.58% | 1.38% | 1.39% | -0.51% | 2.72% | -0.77% | 12.00% |
| 2023 | 2.76% | -1.40% | 1.87% | 0.59% | -0.03% | 5.36% | 2.73% | -3.00% | -2.42% | -1.33% | 5.60% | 2.76% | 13.85% |
| 2022 | -1.71% | -1.28% | 1.89% | -4.61% | -0.23% | -2.78% | 0.93% | -3.46% | -4.79% | 3.73% | 3.13% | -2.99% | -11.95% |
| 2021 | -0.67% | 0.98% | 1.67% | 0.76% | 0.41% | 0.60% | 0.22% | 0.71% | -1.70% | 2.36% | -0.44% | 1.69% | 6.71% |
Benchmark Metrics
FT Vest U.S. Equity Deep Buffer ETF - August has an annualized alpha of 0.42%, beta of 0.43, and R2 of 0.88 versus S&P 500 Index. Calculated based on daily prices since November 07, 2019.
- This ETF participated in 50.63% of S&P 500 Index downside but only 40.60% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.43 indicates this ETF moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 0.42%
- Beta
- 0.43
- R²
- 0.88
- Upside Capture
- 40.60%
- Downside Capture
- 50.63%
Expense Ratio
DAUG has an expense ratio of 0.85%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DAUG ranks 85 for risk / return — in the top 85% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for FT Vest U.S. Equity Deep Buffer ETF - August (DAUG) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DAUG | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.66 | ||
| Sortino ratioReturn per unit of downside risk | +1.19 | ||
| Omega ratioGain probability vs. loss probability | 1.55 | 1.37 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 3.44 | 2.78 | +0.66 |
| Martin ratioReturn relative to average drawdown | 18.14 | 12.44 | +5.71 |
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the FT Vest U.S. Equity Deep Buffer ETF - August. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the FT Vest U.S. Equity Deep Buffer ETF - August was 15.34%, occurring on Oct 12, 2022. Recovery took 303 trading sessions.
The current FT Vest U.S. Equity Deep Buffer ETF - August drawdown is 0.12%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -15.34%Oct 2022 | 9mo 11d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 |
COVID crash2020 | -14.10%Mar 2020 | 1mo 2d | 3mo 24d | 4mo 26dFeb 2020 - Jul 2020 |
2025 selloff2025 | -10.53%Apr 2025 | 1mo 17d | 1mo 29d | 3mo 16dFeb 2025 - Jun 2025 |
2026 pullback2026 | -4.37%Mar 2026 | 1mo 2d | 14d | 1mo 16dFeb 2026 - Apr 2026 |
2020 pullback2020 | -3.00%Sep 2020 | 20d | 19d | 1mo 9dSep 2020 - Oct 2020 |
Drawdown Indicators
| DAUG | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.34% | -56.78% | +41.44% |
Max Drawdown (1Y)Largest decline over 1 year | -4.37% | -9.10% | +4.73% |
Max Drawdown (3Y)Largest decline over 3 years | -10.53% | -18.90% | +8.37% |
Max Drawdown (5Y)Largest decline over 5 years | -15.34% | -25.43% | +10.09% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.12% | -1.80% | +1.68% |
Average DrawdownAverage peak-to-trough decline | -2.80% | -10.71% | +7.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.83% | 2.03% | -1.20% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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