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FT Cboe Vest Nasdaq-100 Buffer ETF – September (QS...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

Issuer
FT Vest
Inception Date
Sep 17, 2021
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Accumulating
Asset Class
Alternatives
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

Performance Chart

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


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S&P 500 Index

Returns By Period

FT Cboe Vest Nasdaq-100 Buffer ETF – September (QSPT) has returned -3.36% so far this year and 15.50% over the past 12 months.


FT Cboe Vest Nasdaq-100 Buffer ETF – September

1D
2.33%
1M
-2.99%
YTD
-3.36%
6M
-1.40%
1Y
15.50%
3Y*
16.67%
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 Sep 20, 2021, QSPT's average daily return is +0.04%, while the average monthly return is +0.85%. At this rate, your investment would double in approximately 6.8 years.

Historically, 65% of months were positive and 35% were negative. The best month was Jul 2022 with a return of +10.7%, while the worst month was Apr 2022 at -9.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, QSPT closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +8.5%, while the worst single day was Sep 13, 2022 at -4.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.72%-1.09%-2.99%-3.36%
20251.67%-1.32%-4.45%0.92%6.28%4.05%1.83%1.32%1.74%2.16%-0.38%0.25%14.58%
20240.97%2.79%0.97%-1.46%3.71%2.02%0.08%1.43%1.25%-0.23%3.32%0.26%16.07%
20238.39%-0.02%6.92%0.80%5.37%4.18%1.78%1.17%-1.32%-1.25%7.53%3.48%43.15%
2022-4.56%-2.81%3.24%-9.08%-0.22%-6.83%10.72%-3.55%-8.31%2.85%4.30%-6.34%-20.38%
2021-1.35%4.46%0.34%1.06%4.49%

Benchmark Metrics

FT Cboe Vest Nasdaq-100 Buffer ETF – September has an annualized alpha of 2.02%, beta of 0.82, and R² of 0.87 versus S&P 500 Index. Calculated based on daily prices since September 21, 2021.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (76.23%) than losses (72.31%) — typical of diversified or defensive assets.
  • This ETF generated an annualized alpha of 2.02% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha
2.02%
Beta
0.82
0.87
Upside Capture
76.23%
Downside Capture
72.31%

Expense Ratio

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


Return for Risk

Risk / Return Rank

QSPT ranks 63 for risk / return — better than 63% 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.


QSPT Risk / Return Rank: 6363
Overall Rank
QSPT Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
QSPT Sortino Ratio Rank: 6161
Sortino Ratio Rank
QSPT Omega Ratio Rank: 6565
Omega Ratio Rank
QSPT Calmar Ratio Rank: 6161
Calmar Ratio Rank
QSPT Martin Ratio Rank: 7272
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 – September (QSPT) and compare them to a chosen benchmark (S&P 500 Index).


QSPTBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.03

0.90

+0.13

Sortino ratio

Return per unit of downside risk

1.62

1.39

+0.24

Omega ratio

Gain probability vs. loss probability

1.25

1.21

+0.04

Calmar ratio

Return relative to maximum drawdown

1.61

1.40

+0.21

Martin ratio

Return relative to average drawdown

7.76

6.61

+1.16

Explore QSPT 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 – September 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 Nasdaq-100 Buffer ETF – September. 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 – September was 22.64%, occurring on Oct 14, 2022. Recovery took 166 trading sessions.

The current FT Cboe Vest Nasdaq-100 Buffer ETF – September drawdown is 5.07%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.64%Dec 28, 2021202Oct 14, 2022166Jun 14, 2023368
-15.38%Feb 20, 202534Apr 8, 202538Jun 3, 202572
-7.23%Jan 29, 202642Mar 30, 2026
-4.76%Oct 12, 202311Oct 26, 20236Nov 3, 202317
-4.42%Jul 11, 202418Aug 5, 20248Aug 15, 202426

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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