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Issuer
FT Vest
Inception Date
Dec 18, 2020
Region
Global ex-U.S. (Broad)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Accumulating
Asset Class
Equity
Assets Under Management
$159M

Share Price Chart


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Performance

YDEC Performance Chart

FT Vest International Equity Moderate Buffer ETF – December (YDEC) is up 4.4% since the beginning of the year. YDEC is currently trading at $27 per share. Investors who bought $1,000 worth of YDEC shares 5 years ago would now be looking at an investment worth $1,261.


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S&P 500 Index

Returns By Period

FT Vest International Equity Moderate Buffer ETF – December (YDEC) has returned 4.41% so far this year and 10.42% over the past 12 months.


FT Vest International Equity Moderate Buffer ETF – December

1D
-0.27%
1M
1.81%
YTD
4.41%
6M
4.89%
1Y
10.42%
3Y*
8.01%
5Y*
4.75%
10Y*

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

YDEC Monthly Returns History

Based on dividend-adjusted daily data since Dec 21, 2020, YDEC's average daily return is +0.03%, while the average monthly return is +0.52%. At this rate, an investment would double in approximately 11.1 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2022 with a return of +11.9%, while the worst month was Sep 2022 at -8.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, YDEC closed higher 53% of trading days. The best single day was Nov 10, 2022 with a return of +4.7%, while the worst single day was Apr 4, 2025 at -4.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.25%1.72%-3.45%2.97%1.27%-0.29%4.41%
20253.08%1.54%0.36%1.90%2.40%1.27%-0.10%1.71%0.84%0.66%0.50%0.83%16.04%
2024-0.35%1.59%2.13%-1.87%3.35%-1.19%2.01%2.64%0.48%-4.23%-1.33%-3.69%-0.79%
20236.80%-2.02%2.50%2.12%-2.69%3.62%1.98%-3.05%-3.40%-2.72%7.05%4.07%14.33%
2022-2.31%-2.10%0.37%-4.48%1.57%-5.85%4.17%-4.16%-8.10%5.25%11.94%-1.23%-6.37%
2021-0.88%1.90%1.78%1.62%2.22%-0.30%0.48%1.03%-2.17%2.60%-4.47%1.55%5.25%

Benchmark Metrics

FT Vest International Equity Moderate Buffer ETF – December has an annualized alpha of -0.92%, beta of 0.50, and R2 of 0.58 versus S&P 500 Index. Calculated based on daily prices since December 22, 2020.

  • This ETF participated in 68.25% of S&P 500 Index downside but only 48.95% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.50 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
-0.92%
Beta
0.50
0.58
Upside Capture
48.95%
Downside Capture
68.25%

Expense Ratio

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


Return for Risk

Risk / Return Rank

YDEC ranks 49 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


YDEC Risk / Return Rank: 4949
Overall Rank
YDEC Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
YDEC Sortino Ratio Rank: 5050
Sortino Ratio Rank
YDEC Omega Ratio Rank: 6262
Omega Ratio Rank
YDEC Calmar Ratio Rank: 3737
Calmar Ratio Rank
YDEC Martin Ratio Rank: 4848
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 Vest International Equity Moderate Buffer ETF – December (YDEC) and compare them to S&P 500 Index.


YDECBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.65

Sortino ratioReturn per unit of downside risk

-0.69

Omega ratioGain probability vs. loss probability

1.37

1.41

-0.04

Calmar ratioReturn relative to maximum drawdown

1.78

2.93

-1.15

Martin ratioReturn relative to average drawdown

8.03

13.52

-5.49

Dividends

Dividend History


FT Vest International Equity Moderate Buffer ETF – December 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 Vest International Equity Moderate Buffer ETF – December. 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 International Equity Moderate Buffer ETF – December was 23.34%, occurring on Sep 27, 2022. Recovery took 198 trading sessions.

The current FT Vest International Equity Moderate Buffer ETF – December drawdown is 0.31%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-23.34%Sep 2022
10mo 22d9mo 19d
1y 8moNov 2021 - Jul 2023
2025 selloff2025
-10.95%Apr 2025
6mo 13d2mo 19d
9mo 2dSep 2024 - Jun 2025
2023 correction2023
-10.05%Oct 2023
2mo 28d1mo 17d
4mo 15dJul 2023 - Dec 2023
2026 pullback2026
-5.89%Mar 2026
21d1mo 17d
2mo 8dFeb 2026 - May 2026
2024 pullback2024
-5.15%Aug 2024
21d14d
1mo 5dJul 2024 - Aug 2024

Drawdown Indicators


YDECBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-23.34%

-56.78%

+33.44%

Max Drawdown (1Y)

Largest decline over 1 year

-5.89%

-9.10%

+3.21%

Max Drawdown (3Y)

Largest decline over 3 years

-10.95%

-18.90%

+7.95%

Max Drawdown (5Y)

Largest decline over 5 years

-23.34%

-25.43%

+2.09%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.31%

-0.74%

+0.43%

Average Drawdown

Average peak-to-trough decline

-4.13%

-10.72%

+6.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.30%

1.97%

-0.67%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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