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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in FT Cboe Vest U.S. Equity Deep Buffer ETF - July, 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 Cboe Vest U.S. Equity Deep Buffer ETF - July (DJUL) has returned -1.74% so far this year and 14.28% over the past 12 months.
FT Cboe Vest U.S. Equity Deep Buffer ETF - July
- 1D
- 1.53%
- 1M
- -2.40%
- YTD
- -1.74%
- 6M
- 0.10%
- 1Y
- 14.28%
- 3Y*
- 13.06%
- 5Y*
- 7.68%
- 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 Jul 20, 2020, DJUL's average daily return is +0.03%, while the average monthly return is +0.65%. At this rate, your investment would double in approximately 8.9 years.
Historically, 62% of months were positive and 38% were negative. The best month was Nov 2023 with a return of +5.6%, while the worst month was Apr 2022 at -4.5%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.
On a daily basis, DJUL closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +4.9%, while the worst single day was Apr 3, 2025 at -3.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.72% | -0.05% | -2.40% | -1.74% | |||||||||
| 2025 | 1.77% | -0.57% | -3.72% | -0.42% | 4.64% | 4.23% | 2.27% | 1.21% | 1.55% | 0.76% | 0.35% | 0.75% | 13.31% |
| 2024 | 1.18% | 3.09% | 1.60% | -1.32% | 3.02% | 1.20% | 0.65% | 1.76% | 1.59% | -0.77% | 3.19% | -0.99% | 15.02% |
| 2023 | 3.79% | -1.56% | 2.40% | 1.39% | 0.57% | 5.22% | 1.82% | -0.85% | -3.03% | -1.21% | 5.60% | 2.99% | 18.08% |
| 2022 | -1.57% | -1.02% | 1.88% | -4.54% | -0.69% | -3.25% | 3.01% | -1.71% | -4.54% | 3.74% | 2.83% | -2.28% | -8.28% |
| 2021 | -0.73% | 1.04% | 1.30% | 0.52% | 0.42% | -0.08% | 0.78% | 1.01% | -1.44% | 2.27% | -0.67% | 1.65% | 6.18% |
Benchmark Metrics
FT Cboe Vest U.S. Equity Deep Buffer ETF - July has an annualized alpha of 1.89%, beta of 0.44, and R² of 0.86 versus S&P 500 Index. Calculated based on daily prices since July 21, 2020.
- This ETF participated in 48.23% of S&P 500 Index downside but only 45.27% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.44 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
- 1.89%
- Beta
- 0.44
- R²
- 0.86
- Upside Capture
- 45.27%
- Downside Capture
- 48.23%
Expense Ratio
DJUL has an expense ratio of 0.85%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DJUL ranks 81 for risk / return — in the top 81% 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 Cboe Vest U.S. Equity Deep Buffer ETF - July (DJUL) and compare them to a chosen benchmark (S&P 500 Index).
| DJUL | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.44 | 0.90 | +0.54 |
Sortino ratioReturn per unit of downside risk | 2.13 | 1.39 | +0.74 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.21 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 2.07 | 1.40 | +0.67 |
Martin ratioReturn relative to average drawdown | 10.81 | 6.61 | +4.20 |
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 DJUL 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 Cboe Vest U.S. Equity Deep Buffer ETF - July. 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 - July was 12.54%, occurring on Oct 12, 2022. Recovery took 165 trading sessions.
The current FT Cboe Vest U.S. Equity Deep Buffer ETF - July drawdown is 2.79%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -12.54% | Jan 5, 2022 | 194 | Oct 12, 2022 | 165 | Jun 9, 2023 | 359 |
| -11.29% | Feb 20, 2025 | 34 | Apr 8, 2025 | 42 | Jun 9, 2025 | 76 |
| -5.83% | Aug 1, 2023 | 63 | Oct 27, 2023 | 19 | Nov 24, 2023 | 82 |
| -4.25% | Feb 26, 2026 | 23 | Mar 30, 2026 | — | — | — |
| -3.43% | Jul 23, 2024 | 10 | Aug 5, 2024 | 8 | Aug 15, 2024 | 18 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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