- Issuer
- PGIM
- Inception Date
- Jan 31, 2024
- Category
- Options Trading
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Accumulating
- Asset Class
- Alternatives
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
Highlights
- Avg. Volume (1M)
- 4K
- Avg. Volume Value (1M)
- $134.02K
Share Price Chart
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Performance
FEBP Performance Chart
PGIM US Large-Cap Buffer 12 ETF - February (FEBP) is up 8.2% since the beginning of the year. FEBP is currently trading at $34 per share.
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Compare this symbol against anything
Returns By Period
PGIM US Large-Cap Buffer 12 ETF - February (FEBP) has returned 8.22% so far this year and 15.30% over the past 12 months.
PGIM US Large-Cap Buffer 12 ETF - February
- 1D
- 0.11%
- 1M
- 1.34%
- 6M
- 6.79%
- YTD
- 8.22%
- 1Y
- 15.30%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 12.76%
Benchmark (S&P 500 Index)
- 1D
- 1.79%
- 1M
- 3.38%
- 6M
- 11.83%
- YTD
- 13.02%
- 1Y
- 22.22%
- 3Y*
- 19.99%
- 5Y*
- 11.80%
- 10Y*
- 13.49%
- ALL TIME*
- 8.15%
FEBP Monthly Returns History
Based on dividend-adjusted daily data since Feb 1, 2024, FEBP's average daily return is +0.05%, while the average monthly return is +0.99%. At this rate, an investment would double in approximately 5.9 years.
Historically, 77% of months were positive and 23% were negative. The best month was Apr 2026 with a return of +6.3%, while the worst month was Mar 2025 at -3.4%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.
On a daily basis, FEBP closed higher 61% of trading days. The best single day was Apr 9, 2025 with a return of +6.3%, while the worst single day was Jun 26, 2026 at -5.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.54% | -0.27% | -3.04% | 6.30% | 2.37% | -0.09% | 0.76% | 0.62% | 8.22% | ||||
| 2025 | 0.70% | -0.57% | -3.35% | -0.35% | 4.01% | 3.26% | 1.57% | 1.32% | 2.19% | 0.95% | 0.69% | 1.22% | 12.06% |
| 2024 | 0.82% | 1.34% | -1.57% | 2.99% | 1.76% | 0.76% | 1.43% | 0.83% | 0.05% | 2.06% | 0.44% | 11.40% |
Benchmark Metrics
PGIM US Large-Cap Buffer 12 ETF - February has an annualized alpha of 1.69%, beta of 0.55, and R2 of 0.71 versus S&P 500 Index. Calculated based on daily prices since February 01, 2024.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (47.58%) than losses (32.37%) - typical of diversified or defensive assets.
- Beta of 0.55 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
- 1.69%
- Beta
- 0.55
- R²
- 0.71
- Upside Capture
- 47.58%
- Downside Capture
- 32.37%
Expense Ratio
FEBP has an expense ratio of 0.50%, placing it in the medium range.
Return for Risk
Risk / Return Rank
FEBP ranks 66 for risk / return — above 66% of ETFs peers on PortfoliosLab. Its historical combined result is above most peers.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for PGIM US Large-Cap Buffer 12 ETF - February (FEBP) 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.
| FEBP | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | -0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.31 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.50 | 2.45 | +0.04 |
| Martin ratioReturn relative to average drawdown | 13.29 | 10.40 | +2.89 |
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 PGIM US Large-Cap Buffer 12 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 PGIM US Large-Cap Buffer 12 ETF - February was 12.11%, occurring on Apr 8, 2025. Recovery took 52 trading sessions.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-12.11%Apr 2025 | 1mo 17d | 2mo 17d | 4mo 4dFeb 2025 - Jun 2025 | 2025 selloff2025 |
-6.16%Jun 2026 | 23d | 10d | 1mo 3dJun 2026 - Jul 2026 | — |
-5.47%Mar 2026 | 1mo 25d | 15d | 2mo 10dFeb 2026 - Apr 2026 | — |
-3.85%Aug 2024 | 19d | 11d | 1moJul 2024 - Aug 2024 | — |
-2.60%Apr 2024 | 18d | 18d | 1mo 6dApr 2024 - May 2024 | — |
Drawdown Indicators
| FEBP | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.11% | -56.78% | +44.67% |
Max Drawdown (1Y)Largest decline over 1 year | -6.16% | -9.10% | +2.94% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -0.90% | -10.70% | +9.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.15% | 2.14% | -0.99% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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