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FT Vest U.S. Equity Deep Buffer ETF - August (DAUG...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

Issuer
FT Vest
Inception Date
Nov 6, 2019
Region
North America (U.S.)
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

Share Price Chart


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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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S&P 500 Index

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.78%-0.13%-2.41%-1.78%
20251.53%-0.43%-3.28%-0.23%4.03%3.45%1.72%1.17%1.76%0.70%0.31%0.62%11.75%
20240.96%2.29%1.12%-0.54%1.98%0.85%0.58%1.38%1.39%-0.51%2.72%-0.77%12.00%
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%1.89%-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
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.


DAUG Risk / Return Rank: 7575
Overall Rank
DAUG Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
DAUG Sortino Ratio Rank: 7373
Sortino Ratio Rank
DAUG Omega Ratio Rank: 7979
Omega Ratio Rank
DAUG Calmar Ratio Rank: 7070
Calmar Ratio Rank
DAUG Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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).


DAUGBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.27

0.90

+0.38

Sortino ratio

Return per unit of downside risk

1.89

1.39

+0.51

Omega ratio

Gain probability vs. loss probability

1.31

1.21

+0.10

Calmar ratio

Return relative to maximum drawdown

1.84

1.40

+0.44

Martin ratio

Return relative to average drawdown

9.69

6.61

+3.08

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


FT 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.


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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, 2022195Oct 12, 2022303Dec 27, 2023498
-14.1%Feb 20, 202023Mar 23, 202079Jul 15, 2020102
-10.53%Feb 20, 202534Apr 8, 202541Jun 6, 202575
-4.37%Feb 26, 202623Mar 30, 2026
-3%Sep 3, 202014Sep 23, 202013Oct 12, 202027

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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