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Performance
TSEP Performance Chart
FT Vest Emerging Markets Buffer ETF - September (TSEP) is up 5.4% since the beginning of the year. TSEP is currently trading at $25 per share.
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Returns By Period
FT Vest Emerging Markets Buffer ETF - September (TSEP) has returned 5.35% so far this year and 27.55% over the past 12 months.
FT Vest Emerging Markets Buffer ETF - September
- 1D
- 0.42%
- 1M
- 4.12%
- YTD
- 5.35%
- 6M
- 8.10%
- 1Y
- 27.55%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 1.02%
- 1M
- 3.83%
- YTD
- 0.60%
- 6M
- 3.48%
- 1Y
- 28.39%
- 3Y*
- 18.51%
- 5Y*
- 10.79%
- 10Y*
- 12.71%
TSEP Monthly Returns History
Based on dividend-adjusted daily data since Sep 23, 2024, TSEP's average daily return is +0.06%, while the average monthly return is +1.15%. At this rate, an investment would double in approximately 5.1 years.
Historically, 75% of months were positive and 25% were negative. The best month was Jun 2025 with a return of +5.0%, while the worst month was Mar 2026 at -4.5%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, TSEP closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +4.4%, while the worst single day was Apr 4, 2025 at -3.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.04% | 1.81% | -4.46% | 4.11% | 5.35% | ||||||||
| 2025 | 1.20% | 0.75% | 1.14% | 0.10% | 2.45% | 5.00% | 0.89% | 2.59% | 2.52% | 1.67% | -0.90% | 1.84% | 20.91% |
| 2024 | 1.88% | -1.82% | -1.34% | -0.56% | -1.87% |
Benchmark Metrics
FT Vest Emerging Markets Buffer ETF - September has an annualized alpha of 9.08%, beta of 0.48, and R² of 0.49 versus S&P 500 Index. Calculated based on daily prices since September 24, 2024.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (60.88%) than losses (8.67%) — typical of diversified or defensive assets.
- Beta of 0.48 may look defensive, but with R² of 0.49 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R² of 0.49 means the benchmark explains less than half of this ETF's behavior — treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 9.08%
- Beta
- 0.48
- R²
- 0.49
- Upside Capture
- 60.88%
- Downside Capture
- 8.67%
Expense Ratio
TSEP has a high expense ratio of 0.95%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
TSEP ranks 76 for risk / return — better than 76% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for FT Vest Emerging Markets Buffer ETF - September (TSEP) and compare them to a chosen benchmark (S&P 500 Index).
| TSEP | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.68 | 2.17 | +0.52 |
Sortino ratioReturn per unit of downside risk | 3.79 | 3.02 | +0.76 |
Omega ratioGain probability vs. loss probability | 1.54 | 1.41 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 3.94 | 2.88 | +1.06 |
Martin ratioReturn relative to average drawdown | 16.24 | 13.00 | +3.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore TSEP risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
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 Emerging Markets 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 Vest Emerging Markets Buffer ETF - September was 9.83%, occurring on Apr 8, 2025. Recovery took 18 trading sessions.
The current FT Vest Emerging Markets Buffer ETF - September drawdown is 1.17%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -9.83% | Mar 18, 2025 | 16 | Apr 8, 2025 | 18 | May 5, 2025 | 34 |
| -7.25% | Feb 26, 2026 | 23 | Mar 30, 2026 | — | — | — |
| -6.67% | Oct 8, 2024 | 66 | Jan 13, 2025 | 43 | Mar 17, 2025 | 109 |
| -3.37% | Oct 28, 2025 | 18 | Nov 20, 2025 | 24 | Dec 26, 2025 | 42 |
| -2.93% | Oct 9, 2025 | 2 | Oct 10, 2025 | 6 | Oct 20, 2025 | 8 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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