- Issuer
- First Trust
- Inception Date
- Jun 19, 2020
- Category
- Large Cap Blend Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- Cboe S&P 500 30% (-5% to -35%) Buffer Protect June Series Index
- Distribution Policy
- Accumulating
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $458M
Share Price Chart
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Performance
DJUN Performance Chart
FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN) is up 3.9% since the beginning of the year. DJUN is currently trading at $49 per share. Investors who bought $1,000 worth of DJUN shares 5 years ago would now be looking at an investment worth $1,471.
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Returns By Period
FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN) has returned 3.90% so far this year and 11.14% over the past 12 months.
FT Cboe Vest U.S. Equity Deep Buffer ETF - June
- 1D
- -0.12%
- 1M
- 0.35%
- YTD
- 3.90%
- 6M
- 3.92%
- 1Y
- 11.14%
- 3Y*
- 11.36%
- 5Y*
- 8.02%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
DJUN Monthly Returns History
Based on dividend-adjusted daily data since Jun 22, 2020, DJUN's average daily return is +0.03%, while the average monthly return is +0.68%. At this rate, an investment would double in approximately 8.5 years.
Historically, 67% of months were positive and 33% were negative. The best month was Nov 2023 with a return of +5.8%, while the worst month was Sep 2022 at -4.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, DJUN closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +5.1%, while the worst single day was Apr 3, 2025 at -3.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.58% | 0.07% | -1.28% | 3.58% | 0.80% | 0.16% | 3.90% | ||||||
| 2025 | 1.69% | -0.48% | -4.15% | -0.65% | 5.21% | 2.59% | 0.86% | 1.04% | 1.35% | 0.43% | 0.54% | 0.83% | 9.38% |
| 2024 | 1.38% | 2.63% | 1.25% | -0.66% | 2.19% | 0.63% | 0.75% | 1.83% | 1.44% | -0.33% | 3.16% | -1.09% | 13.92% |
| 2023 | 3.98% | -1.09% | 2.58% | 1.72% | 1.17% | 2.76% | 1.64% | -0.57% | -3.05% | -1.25% | 5.77% | 2.99% | 17.58% |
| 2022 | -1.18% | -0.61% | 1.58% | -3.87% | -0.71% | -3.71% | 3.95% | -1.46% | -4.40% | 3.57% | 2.94% | -2.12% | -6.30% |
| 2021 | -0.70% | 0.83% | 1.29% | 0.55% | 0.06% | 1.24% | 0.44% | 0.89% | -1.13% | 1.82% | -0.58% | 1.45% | 6.27% |
Benchmark Metrics
FT Cboe Vest U.S. Equity Deep Buffer ETF - June has an annualized alpha of 1.30%, beta of 0.44, and R2 of 0.84 versus S&P 500 Index. Calculated based on daily prices since June 22, 2020.
- This ETF participated in 42.41% of S&P 500 Index downside but only 39.74% 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
- 1.30%
- Beta
- 0.44
- R²
- 0.84
- Upside Capture
- 39.74%
- Downside Capture
- 42.41%
Expense Ratio
DJUN has an expense ratio of 0.85%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DJUN ranks 86 for risk / return — in the top 86% 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 - June (DJUN) 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.
| DJUN | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.50 | ||
| Sortino ratioReturn per unit of downside risk | +1.13 | ||
| Omega ratioGain probability vs. loss probability | 1.59 | 1.37 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 3.58 | 2.78 | +0.79 |
| Martin ratioReturn relative to average drawdown | 22.05 | 12.44 | +9.61 |
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 - June. 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 - June was 11.96%, occurring on Apr 8, 2025. Recovery took 43 trading sessions.
The current FT Cboe Vest U.S. Equity Deep Buffer ETF - June drawdown is 0.12%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -11.96%Apr 2025 | 1mo 17d | 2mo 3d | 3mo 20dFeb 2025 - Jun 2025 |
Bear market2022 | -10.75%Oct 2022 | 6mo 18d | 6mo 16d | 1y 29dMar 2022 - Apr 2023 |
2023 pullback2023 | -5.87%Oct 2023 | 2mo 26d | 24d | 3mo 20dAug 2023 - Nov 2023 |
2024 pullback2024 | -4.43%Aug 2024 | 19d | 16d | 1mo 5dJul 2024 - Aug 2024 |
Bear market2022 | -3.66%Mar 2022 | 2mo 8d | 15d | 2mo 23dJan 2022 - Mar 2022 |
Drawdown Indicators
| DJUN | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.96% | -56.78% | +44.82% |
Max Drawdown (1Y)Largest decline over 1 year | -3.15% | -9.10% | +5.95% |
Max Drawdown (3Y)Largest decline over 3 years | -11.96% | -18.90% | +6.94% |
Max Drawdown (5Y)Largest decline over 5 years | -11.96% | -25.43% | +13.47% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.12% | -1.80% | +1.68% |
Average DrawdownAverage peak-to-trough decline | -1.58% | -10.71% | +9.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.51% | 2.03% | -1.52% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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