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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 - February, 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 - February (DFEB) has returned -0.74% so far this year and 12.38% over the past 12 months.
FT Vest U.S. Equity Deep Buffer ETF - February
- 1D
- 1.43%
- 1M
- -2.23%
- YTD
- -0.74%
- 6M
- 1.79%
- 1Y
- 12.38%
- 3Y*
- 12.10%
- 5Y*
- 7.25%
- 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 Feb 24, 2020, DFEB's average daily return is +0.03%, while the average monthly return is +0.63%. At this rate, your investment would double in approximately 9.2 years.
Historically, 70% of months were positive and 30% were negative. The best month was Nov 2023 with a return of +6.8%, while the worst month was Mar 2020 at -5.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, DFEB closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +3.9%, while the worst single day was Mar 16, 2020 at -5.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.96% | 0.56% | -2.23% | -0.74% | |||||||||
| 2025 | 1.41% | 0.18% | -2.81% | -0.24% | 3.12% | 2.96% | 1.23% | 1.24% | 1.71% | 0.76% | 0.68% | 1.09% | 11.79% |
| 2024 | 1.12% | 1.48% | 1.66% | -1.95% | 3.06% | 2.05% | 0.88% | 1.61% | 0.97% | 0.09% | 2.36% | -0.18% | 13.87% |
| 2023 | 0.83% | -2.17% | 2.27% | 0.99% | 0.38% | 3.75% | 1.35% | -0.13% | -2.66% | -1.60% | 6.77% | 2.40% | 12.47% |
| 2022 | -0.25% | 0.74% | 1.13% | -3.64% | 0.38% | -4.21% | 4.04% | -1.77% | -3.64% | 2.74% | 1.59% | -2.24% | -5.41% |
| 2021 | -0.09% | 0.49% | 2.09% | 1.93% | 0.33% | 0.85% | 0.42% | 0.74% | -1.10% | 2.02% | -0.41% | 1.26% | 8.83% |
Benchmark Metrics
FT Vest U.S. Equity Deep Buffer ETF - February has an annualized alpha of 2.19%, beta of 0.41, and R² of 0.87 versus S&P 500 Index. Calculated based on daily prices since February 25, 2020.
- This ETF participated in 41.40% of S&P 500 Index downside but only 40.04% of its upside — more exposed to losses than it benefited from rallies.
- This ETF generated an annualized alpha of 2.19% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Beta of 0.41 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
- 2.19%
- Beta
- 0.41
- R²
- 0.87
- Upside Capture
- 40.04%
- Downside Capture
- 41.40%
Expense Ratio
DFEB has an expense ratio of 0.85%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DFEB ranks 83 for risk / return — in the top 83% 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 - February (DFEB) and compare them to a chosen benchmark (S&P 500 Index).
| DFEB | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.51 | 0.90 | +0.61 |
Sortino ratioReturn per unit of downside risk | 2.20 | 1.39 | +0.82 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.21 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 2.24 | 1.40 | +0.84 |
Martin ratioReturn relative to average drawdown | 11.13 | 6.61 | +4.52 |
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 DFEB 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 - February. 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 - February was 14.07%, occurring on Mar 18, 2020. Recovery took 56 trading sessions.
The current FT Vest U.S. Equity Deep Buffer ETF - February drawdown is 2.71%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -14.07% | Feb 25, 2020 | 17 | Mar 18, 2020 | 56 | Jun 8, 2020 | 73 |
| -10.02% | Mar 30, 2022 | 238 | Mar 10, 2023 | 172 | Nov 14, 2023 | 410 |
| -8.33% | Feb 24, 2025 | 32 | Apr 8, 2025 | 27 | May 16, 2025 | 59 |
| -4.12% | Jul 17, 2024 | 14 | Aug 5, 2024 | 10 | Aug 19, 2024 | 24 |
| -4.09% | Feb 26, 2026 | 23 | Mar 30, 2026 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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