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Issuer
FT Vest
Inception Date
Jul 16, 2020
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Cboe S&P 500 Buffer Protect Index July
Distribution Policy
Accumulating
Asset Class
Alternatives
Asset Class Size
Large-Cap
Asset Class Style
Growth
Assets Under Management
$1B

Share Price Chart


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Performance

FJUL Performance Chart

FT Cboe Vest U.S. Equity Buffer ETF - July (FJUL) is up 5.9% since the beginning of the year. FJUL is currently trading at $59 per share. Investors who bought $1,000 worth of FJUL shares 5 years ago would now be looking at an investment worth $1,718.


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S&P 500 Index

Returns By Period

FT Cboe Vest U.S. Equity Buffer ETF - July (FJUL) has returned 5.89% so far this year and 19.13% over the past 12 months.


FT Cboe Vest U.S. Equity Buffer ETF - July

1D
0.01%
1M
1.82%
YTD
5.89%
6M
6.81%
1Y
19.13%
3Y*
16.43%
5Y*
11.43%
10Y*

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FJUL Monthly Returns History

Based on dividend-adjusted daily data since Jul 20, 2020, FJUL's average daily return is +0.05%, while the average monthly return is +0.97%. At this rate, an investment would double in approximately 6.0 years.

Historically, 65% of months were positive and 35% were negative. The best month was Jul 2022 with a return of +7.4%, while the worst month was Sep 2022 at -6.4%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, FJUL closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +6.3%, while the worst single day was Apr 4, 2025 at -4.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.78%-0.05%-2.84%6.14%1.95%-0.01%5.89%
20251.88%-0.70%-3.85%-0.60%4.74%4.33%2.18%1.43%2.06%0.90%0.47%0.79%14.19%
20241.11%3.64%1.93%-1.89%3.90%1.66%0.91%1.91%1.56%-0.83%3.75%-1.08%17.65%
20234.68%-1.66%2.43%1.19%0.27%6.27%2.77%-1.02%-3.33%-1.51%6.65%3.33%21.33%
2022-2.27%-1.73%2.74%-5.94%0.46%-3.02%7.35%-2.42%-6.41%5.49%3.95%-3.56%-6.25%
2021-0.87%1.56%2.24%0.84%0.55%0.25%1.10%1.74%-2.53%3.84%-0.85%2.60%10.80%

Benchmark Metrics

FT Cboe Vest U.S. Equity Buffer ETF - July has an annualized alpha of 2.21%, beta of 0.61, and R2 of 0.93 versus S&P 500 Index. Calculated based on daily prices since July 21, 2020.

  • This ETF participated in 61.12% of S&P 500 Index downside but only 61.03% of its upside - more exposed to losses than it benefited from rallies.
  • This ETF generated an annualized alpha of 2.21% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • Beta of 0.61 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
2.21%
Beta
0.61
0.93
Upside Capture
61.03%
Downside Capture
61.12%

Expense Ratio

FJUL has an expense ratio of 0.85%, placing it in the medium range.


Return for Risk

Risk / Return Rank

FJUL 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.


FJUL Risk / Return Rank: 8383
Overall Rank
FJUL Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FJUL Sortino Ratio Rank: 8585
Sortino Ratio Rank
FJUL Omega Ratio Rank: 8686
Omega Ratio Rank
FJUL Calmar Ratio Rank: 7474
Calmar Ratio Rank
FJUL Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Buffer ETF - July (FJUL) and compare them to S&P 500 Index.


FJULBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.71

2.39

+0.32

Sortino ratio

Return per unit of downside risk

3.93

3.25

+0.67

Omega ratio

Gain probability vs. loss probability

1.54

1.43

+0.11

Calmar ratio

Return relative to maximum drawdown

3.77

3.11

+0.66

Martin ratio

Return relative to average drawdown

19.76

14.38

+5.38

Dividends

Dividend History


FT Cboe Vest U.S. Equity Buffer ETF - July doesn't pay dividends

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 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 Buffer ETF - July was 13.08%, occurring on Apr 8, 2025. Recovery took 45 trading sessions.

The current FT Cboe Vest U.S. Equity Buffer ETF - July drawdown is 0.01%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-13.08%Apr 2025
1mo 17d2mo 5d
3mo 22dFeb 2025 - Jun 2025
Bear market2022
-12.40%Jun 2022
5mo 13d11mo 6d
1y 4moJan 2022 - May 2023
2023 pullback2023
-6.81%Oct 2023
2mo 27d25d
3mo 22dAug 2023 - Nov 2023
2026 pullback2026
-5.10%Mar 2026
1mo 2d14d
1mo 16dFeb 2026 - Apr 2026
2024 pullback2024
-4.75%Aug 2024
13d10d
23dJul 2024 - Aug 2024

Drawdown Indicators


FJULBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-13.08%

-56.78%

+43.70%

Max Drawdown (1Y)

Largest decline over 1 year

-5.10%

-9.10%

+4.00%

Max Drawdown (3Y)

Largest decline over 3 years

-13.08%

-18.90%

+5.82%

Max Drawdown (5Y)

Largest decline over 5 years

-13.08%

-25.43%

+12.35%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.01%

0.00%

-0.01%

Average Drawdown

Average peak-to-trough decline

-1.88%

-10.72%

+8.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

1.97%

-1.00%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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