- Issuer
- FT Vest
- Inception Date
- Jul 16, 2020
- Region
- North America (U.S.)
- Category
- Options Trading
- Leveraged
- 1x (No leverage)
- Index Tracked
- Cboe S&P 500 30% (-5% to -35%) Buffer Protect July Series Index
- Distribution Policy
- Accumulating
- Asset Class
- Alternatives
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
- Assets Under Management
- $448M
Highlights
- Avg. Volume (1M)
- 46K
- Avg. Volume Value (1M)
- $2.31M
Share Price Chart
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Performance
DJUL Performance Chart
FT Cboe Vest U.S. Equity Deep Buffer ETF - July (DJUL) is up 6.2% since the beginning of the year. DJUL is currently trading at $51 per share. Investors who bought $1,000 worth of DJUL shares 5 years ago would now be looking at an investment worth $1,541.
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Returns By Period
FT Cboe Vest U.S. Equity Deep Buffer ETF - July (DJUL) has returned 6.22% so far this year and 11.98% over the past 12 months.
FT Cboe Vest U.S. Equity Deep Buffer ETF - July
- 1D
- 0.35%
- 1M
- 0.67%
- 6M
- 5.45%
- YTD
- 6.22%
- 1Y
- 11.98%
- 3Y*
- 12.72%
- 5Y*
- 9.04%
- 10Y*
- —
- ALL TIME*
- 8.78%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
DJUL Monthly Returns History
Based on dividend-adjusted daily data since Jul 20, 2020, DJUL's average daily return is +0.03%, while the average monthly return is +0.72%. At this rate, an investment would double in approximately 8.1 years.
Historically, 63% of months were positive and 37% 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 57% 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% | 5.15% | 1.50% | 0.52% | 0.76% | 6.22% | |||||
| 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 2.06%, beta of 0.44, and R2 of 0.85 versus S&P 500 Index. Calculated based on daily prices since July 20, 2020.
- This ETF participated in 45.95% of S&P 500 Index downside but only 44.07% of its upside - more exposed to losses than it benefited from rallies.
- This ETF generated an annualized alpha of 2.06% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- 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
- 2.06%
- Beta
- 0.44
- R²
- 0.85
- Upside Capture
- 44.07%
- Downside Capture
- 45.95%
Expense Ratio
DJUL has an expense ratio of 0.85%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DJUL ranks 86 for risk / return — above 86% of ETFs peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.
Risk / Return 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 S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DJUL | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.69 | ||
| Sortino ratioReturn per unit of downside risk | +1.15 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.25 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.65 | 2.00 | +0.65 |
| Martin ratioReturn relative to average drawdown | 14.36 | 8.49 | +5.87 |
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.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-12.54%Oct 2022 | 9mo 10d | 8mo | 1y 5moJan 2022 - Jun 2023 | Bear market2022 |
-11.29%Apr 2025 | 1mo 17d | 2mo 2d | 3mo 19dFeb 2025 - Jun 2025 | 2025 selloff2025 |
-5.83%Oct 2023 | 2mo 27d | 1mo 4d | 4mo 1dAug 2023 - Nov 2023 | — |
-4.25%Mar 2026 | 1mo 2d | 14d | 1mo 16dFeb 2026 - Apr 2026 | — |
-3.43%Aug 2024 | 13d | 10d | 23dJul 2024 - Aug 2024 | — |
Drawdown Indicators
| DJUL | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.54% | -56.78% | +44.24% |
Max Drawdown (1Y)Largest decline over 1 year | -4.25% | -9.10% | +4.85% |
Max Drawdown (3Y)Largest decline over 3 years | -11.29% | -18.90% | +7.61% |
Max Drawdown (5Y)Largest decline over 5 years | -12.54% | -25.43% | +12.89% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.58% | +1.58% |
Average DrawdownAverage peak-to-trough decline | -1.95% | -10.70% | +8.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.78% | 2.14% | -1.36% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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