PortfoliosLab logoPortfoliosLab logo
FT Cboe Vest Nasdaq-100 Buffer ETF - June (QJUN)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US33740F5576
CUSIP
33740F557
Inception Date
Jun 18, 2021
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap

Share Price Chart


Loading graphics...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in FT Cboe Vest Nasdaq-100 Buffer ETF - June, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


Loading graphics...

S&P 500 Index

Returns By Period

FT Cboe Vest Nasdaq-100 Buffer ETF - June (QJUN) has returned -1.87% so far this year and 18.13% over the past 12 months.


FT Cboe Vest Nasdaq-100 Buffer ETF - June

1D
2.27%
1M
-2.08%
YTD
-1.87%
6M
0.43%
1Y
18.13%
3Y*
15.26%
5Y*
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 21, 2021, QJUN's average daily return is +0.04%, while the average monthly return is +0.84%. At this rate, your investment would double in approximately 6.9 years.

Historically, 69% of months were positive and 31% were negative. The best month was Jan 2023 with a return of +8.0%, while the worst month was Apr 2022 at -8.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, QJUN closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +8.0%, while the worst single day was Jun 16, 2022 at -4.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.82%-0.59%-2.08%-1.87%
20251.64%-1.58%-5.67%0.95%6.78%3.72%1.63%0.86%2.64%1.32%0.06%0.95%13.59%
20241.62%2.98%1.19%-1.57%4.42%0.95%-0.72%1.22%1.54%-0.15%3.58%0.34%16.36%
20238.00%0.04%6.89%0.86%5.73%2.25%2.38%-0.61%-3.40%-1.08%7.49%3.59%36.34%
2022-3.18%-1.92%3.01%-8.64%0.67%-6.78%7.67%-2.64%-6.60%2.68%4.21%-5.92%-17.34%
20211.35%1.19%2.30%-2.70%3.63%0.04%1.18%7.08%

Benchmark Metrics

FT Cboe Vest Nasdaq-100 Buffer ETF - June has an annualized alpha of 2.15%, beta of 0.78, and R² of 0.87 versus S&P 500 Index. Calculated based on daily prices since June 22, 2021.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (72.37%) than losses (68.33%) — typical of diversified or defensive assets.
  • This ETF generated an annualized alpha of 2.15% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha
2.15%
Beta
0.78
0.87
Upside Capture
72.37%
Downside Capture
68.33%

Expense Ratio

QJUN has an expense ratio of 0.90%, placing it in the medium range.


Return for Risk

Risk / Return Rank

QJUN ranks 78 for risk / return — better than 78% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


QJUN Risk / Return Rank: 7878
Overall Rank
QJUN Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
QJUN Sortino Ratio Rank: 7878
Sortino Ratio Rank
QJUN Omega Ratio Rank: 7979
Omega Ratio Rank
QJUN Calmar Ratio Rank: 7474
Calmar Ratio Rank
QJUN Martin Ratio Rank: 9090
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 Nasdaq-100 Buffer ETF - June (QJUN) and compare them to a chosen benchmark (S&P 500 Index).


QJUNBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.30

0.90

+0.40

Sortino ratio

Return per unit of downside risk

2.05

1.39

+0.67

Omega ratio

Gain probability vs. loss probability

1.31

1.21

+0.10

Calmar ratio

Return relative to maximum drawdown

2.01

1.40

+0.61

Martin ratio

Return relative to average drawdown

11.81

6.61

+5.21

Explore QJUN risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History


FT Cboe Vest Nasdaq-100 Buffer ETF - June 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.


Loading graphics...

Worst Drawdowns

The table below displays the maximum drawdowns of the FT Cboe Vest Nasdaq-100 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 Nasdaq-100 Buffer ETF - June was 19.92%, occurring on Oct 14, 2022. Recovery took 148 trading sessions.

The current FT Cboe Vest Nasdaq-100 Buffer ETF - June drawdown is 3.03%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-19.92%Dec 28, 2021202Oct 14, 2022148May 18, 2023350
-16.47%Feb 20, 202534Apr 8, 202543Jun 10, 202577
-8.71%Jul 11, 202418Aug 5, 202446Oct 9, 202464
-6.96%Jul 19, 202371Oct 26, 202311Nov 10, 202382
-5.18%Jan 29, 202642Mar 30, 2026

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading graphics...