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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in FT Vest U.S. Equity Deep Buffer ETF - August, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
FT Vest U.S. Equity Deep Buffer ETF - August (DAUG) has returned -1.78% so far this year and 12.26% over the past 12 months.
FT Vest U.S. Equity Deep Buffer ETF - August
- 1D
- 1.57%
- 1M
- -2.41%
- YTD
- -1.78%
- 6M
- -0.17%
- 1Y
- 12.26%
- 3Y*
- 10.68%
- 5Y*
- 5.17%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Nov 7, 2019, DAUG's average daily return is +0.02%, while the average monthly return is +0.51%. At this rate, your investment would double in approximately 11.4 years.
Historically, 62% of months were positive and 38% 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% | -1.78% | |||||||||
| 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 0.26%, beta of 0.43, and R² of 0.88 versus S&P 500 Index. Calculated based on daily prices since November 08, 2019.
- This ETF participated in 51.44% of S&P 500 Index downside but only 40.94% 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
- 0.26%
- Beta
- 0.43
- R²
- 0.88
- Upside Capture
- 40.94%
- Downside Capture
- 51.44%
Expense Ratio
DAUG has an expense ratio of 0.85%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DAUG ranks 75 for risk / return — better than 75% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
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 a chosen benchmark (S&P 500 Index).
| DAUG | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.27 | 0.90 | +0.38 |
Sortino ratioReturn per unit of downside risk | 1.89 | 1.39 | +0.51 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.21 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.84 | 1.40 | +0.44 |
Martin ratioReturn relative to average drawdown | 9.69 | 6.61 | +3.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore DAUG risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
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 2.87%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -15.34% | Jan 4, 2022 | 195 | Oct 12, 2022 | 303 | Dec 27, 2023 | 498 |
| -14.1% | Feb 20, 2020 | 23 | Mar 23, 2020 | 79 | Jul 15, 2020 | 102 |
| -10.53% | Feb 20, 2025 | 34 | Apr 8, 2025 | 41 | Jun 6, 2025 | 75 |
| -4.37% | Feb 26, 2026 | 23 | Mar 30, 2026 | — | — | — |
| -3% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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