PortfoliosLab logo
FT Cboe Vest U.S. Equity Deep Buffer ETF - August ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

Inception Date

Nov 6, 2019

Leveraged

1x

Index Tracked

Cboe S&P 500 30% (-5% to -35%) Buffer Protect August Series Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

DAUG has an expense ratio of 0.85%, placing it in the medium range.


Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


Loading data...

Returns By Period

FT Cboe Vest U.S. Equity Deep Buffer ETF - August (DAUG) returned 0.35% year-to-date (YTD) and 6.76% over the past 12 months.


DAUG

YTD

0.35%

1M

5.00%

6M

0.07%

1Y

6.76%

5Y*

6.41%

10Y*

N/A

^GSPC (Benchmark)

YTD

-0.64%

1M

8.97%

6M

-2.62%

1Y

11.90%

5Y*

15.76%

10Y*

10.69%

*Annualized

Monthly Returns

The table below presents the monthly returns of DAUG, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.53%-0.43%-3.28%-0.22%2.87%0.35%
20240.96%2.29%1.12%-0.54%1.98%0.85%0.58%1.38%1.39%-0.51%2.72%-0.78%12.00%
20232.76%-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%1.88%-4.61%-0.23%-2.78%0.93%-3.46%-4.79%3.72%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%
2020-0.01%-3.28%-5.91%6.15%2.34%0.49%3.09%2.51%-1.12%-1.22%4.32%0.98%8.01%
20190.86%0.79%1.66%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DAUG is 68, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of DAUG is 6868
Overall Rank
The Sharpe Ratio Rank of DAUG is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of DAUG is 6363
Sortino Ratio Rank
The Omega Ratio Rank of DAUG is 7676
Omega Ratio Rank
The Calmar Ratio Rank of DAUG is 6565
Calmar Ratio Rank
The Martin Ratio Rank of DAUG is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Deep Buffer ETF - August (DAUG) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

FT Cboe Vest U.S. Equity Deep Buffer ETF - August Sharpe ratios as of May 13, 2025 (values are recalculated daily):

  • 1-Year: 0.69
  • 5-Year: 0.78
  • All Time: 0.53

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of FT Cboe Vest U.S. Equity Deep Buffer ETF - August compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Loading data...

Dividends

Dividend History


FT Cboe Vest U.S. Equity Deep Buffer ETF - August doesn't pay dividends

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.


Loading data...

Worst Drawdowns

The table below displays the maximum drawdowns of the FT Cboe 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 Cboe Vest U.S. Equity Deep Buffer ETF - August was 15.34%, occurring on Oct 14, 2022. Recovery took 301 trading sessions.

The current FT Cboe Vest U.S. Equity Deep Buffer ETF - August drawdown is 2.07%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-15.34%Jan 4, 2022197Oct 14, 2022301Dec 27, 2023498
-14.1%Feb 20, 202023Mar 23, 202079Jul 15, 2020102
-10.53%Feb 20, 202534Apr 8, 2025
-2.99%Sep 3, 202014Sep 23, 202013Oct 12, 202027
-2.84%Oct 13, 202014Oct 30, 20204Nov 5, 202018

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading data...