- ISIN
- US33740F2920
- Issuer
- First Trust
- Inception Date
- Feb 16, 2024
- Category
- Defined Outcome
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Domicile
- United States
- Distribution Policy
- Accumulating
- Asset Class
- Alternatives
- Asset Class Size
- Small-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
SFEB Performance Chart
FT Vest U.S. Small Cap Moderate Buffer ETF - February (SFEB) is up 11.1% since the beginning of the year. SFEB is currently trading at $26 per share.
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Returns By Period
FT Vest U.S. Small Cap Moderate Buffer ETF - February (SFEB) has returned 11.12% so far this year and 24.18% over the past 12 months.
FT Vest U.S. Small Cap Moderate Buffer ETF - February
- 1D
- 0.32%
- 1M
- 2.05%
- YTD
- 11.12%
- 6M
- 9.91%
- 1Y
- 24.18%
- 3Y*
- —
- 5Y*
- —
- 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%
SFEB Monthly Returns History
Based on dividend-adjusted daily data since Feb 20, 2024, SFEB's average daily return is +0.05%, while the average monthly return is +1.02%. At this rate, an investment would double in approximately 5.7 years.
Historically, 69% of months were positive and 31% were negative. The best month was Apr 2026 with a return of +6.2%, while the worst month was Feb 2025 at -4.5%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, SFEB closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +5.5%, 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 | 2.95% | 0.89% | -2.70% | 6.24% | 2.01% | 1.46% | 11.12% | ||||||
| 2025 | 2.42% | -4.53% | -3.07% | -1.18% | 3.00% | 2.88% | 0.96% | 4.06% | 1.66% | 1.15% | 0.98% | 0.91% | 9.24% |
| 2024 | 1.27% | 2.21% | -3.78% | 3.11% | -0.45% | 5.15% | -0.09% | 0.79% | -0.54% | 6.04% | -4.19% | 9.37% |
Benchmark Metrics
FT Vest U.S. Small Cap Moderate Buffer ETF - February has an annualized alpha of 1.17%, beta of 0.64, and R2 of 0.70 versus S&P 500 Index. Calculated based on daily prices since February 20, 2024.
- This ETF participated in 75.67% of S&P 500 Index downside but only 67.36% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.64 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
- 1.17%
- Beta
- 0.64
- R²
- 0.70
- Upside Capture
- 67.36%
- Downside Capture
- 75.67%
Expense Ratio
SFEB has an expense ratio of 0.90%, placing it in the medium range.
Return for Risk
Risk / Return Rank
SFEB ranks 85 for risk / return — in the top 85% 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 Vest U.S. Small Cap Moderate Buffer ETF - February (SFEB) 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.
| SFEB | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.52 | ||
| Sortino ratioReturn per unit of downside risk | +0.90 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.37 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 4.65 | 2.78 | +1.87 |
| Martin ratioReturn relative to average drawdown | 19.03 | 12.44 | +6.59 |
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 Vest U.S. Small Cap Moderate Buffer 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 FT Vest U.S. Small Cap Moderate Buffer ETF - February was 16.67%, occurring on Apr 8, 2025. Recovery took 98 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -16.67%Apr 2025 | 4mo 6d | 4mo 22d | 8mo 28dDec 2024 - Aug 2025 |
2024 pullback2024 | -5.64%Aug 2024 | 19d | 1mo 15d | 2mo 4dJul 2024 - Sep 2024 |
2026 pullback2026 | -5.22%Mar 2026 | 1mo 1d | 14d | 1mo 15dFeb 2026 - Apr 2026 |
2024 pullback2024 | -4.72%Apr 2024 | 17d | 27d | 1mo 14dApr 2024 - May 2024 |
2025 pullback2025 | -3.96%Nov 2025 | 23d | 6d | 29dOct 2025 - Nov 2025 |
Drawdown Indicators
| SFEB | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.67% | -56.78% | +40.11% |
Max Drawdown (1Y)Largest decline over 1 year | -5.22% | -9.10% | +3.88% |
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% | -1.80% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -2.46% | -10.71% | +8.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.27% | 2.03% | -0.76% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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