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Issuer
FT Vest
Inception Date
Jun 18, 2021
Region
Developed Markets (EAFE)
Leveraged
1x (No leverage)
Index Tracked
MSCI EAFE Index
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$129M

Share Price Chart


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Performance

YJUN Performance Chart

FT Vest International Equity Moderate Buffer ETF – June (YJUN) is up 4.9% since the beginning of the year. YJUN is currently trading at $27 per share. Investors who bought $1,000 worth of YJUN shares 5 years ago would now be looking at an investment worth $1,341.


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S&P 500 Index

Returns By Period

FT Vest International Equity Moderate Buffer ETF – June (YJUN) has returned 4.94% so far this year and 11.71% over the past 12 months.


FT Vest International Equity Moderate Buffer ETF – June

1D
-0.33%
1M
0.58%
YTD
4.94%
6M
5.27%
1Y
11.71%
3Y*
10.11%
5Y*
6.04%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

YJUN Monthly Returns History

Based on dividend-adjusted daily data since Jun 21, 2021, YJUN's average daily return is +0.03%, while the average monthly return is +0.53%. At this rate, an investment would double in approximately 10.9 years.

Historically, 62% of months were positive and 38% were negative. The best month was Nov 2022 with a return of +10.2%, while the worst month was Jun 2022 at -8.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, YJUN closed higher 51% of trading days. The best single day was Nov 10, 2022 with a return of +4.4%, while the worst single day was Apr 4, 2025 at -3.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.90%1.03%-2.46%2.97%1.24%0.24%4.94%
20252.69%2.30%0.00%3.13%4.08%0.56%-0.98%2.22%1.18%0.26%0.34%1.68%18.77%
2024-0.61%1.95%2.97%-3.34%4.50%-2.34%2.01%2.20%0.39%-2.97%-0.81%-1.95%1.65%
20236.88%-2.06%2.63%2.64%-3.84%4.40%1.93%-2.78%-2.63%-1.48%5.30%3.61%14.81%
2022-2.35%-1.99%0.52%-2.86%2.30%-8.81%3.66%-4.17%-7.04%4.48%10.17%-0.87%-8.13%
2021-0.44%0.29%0.98%-1.98%2.05%-3.16%2.31%-0.06%

Benchmark Metrics

FT Vest International Equity Moderate Buffer ETF – June has an annualized alpha of -0.18%, beta of 0.50, and R2 of 0.60 versus S&P 500 Index. Calculated based on daily prices since June 21, 2021.

  • This ETF participated in 57.93% of S&P 500 Index downside but only 45.42% 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
-0.18%
Beta
0.50
0.60
Upside Capture
45.42%
Downside Capture
57.93%

Expense Ratio

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


Return for Risk

Risk / Return Rank

YJUN ranks 62 for risk / return — better than 62% 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.


YJUN Risk / Return Rank: 6262
Overall Rank
YJUN Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
YJUN Sortino Ratio Rank: 6363
Sortino Ratio Rank
YJUN Omega Ratio Rank: 6464
Omega Ratio Rank
YJUN Calmar Ratio Rank: 5959
Calmar Ratio Rank
YJUN Martin Ratio Rank: 6666
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 – June (YJUN) 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.


YJUNBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

+0.08

Omega ratioGain probability vs. loss probability

1.37

1.37

0.00

Calmar ratioReturn relative to maximum drawdown

2.82

2.78

+0.04

Martin ratioReturn relative to average drawdown

11.72

12.44

-0.72

Dividends

Dividend History


FT Vest International Equity Moderate 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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the FT Vest International Equity Moderate 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 Vest International Equity Moderate Buffer ETF – June was 21.53%, occurring on Sep 27, 2022. Recovery took 180 trading sessions.

The current FT Vest International Equity Moderate Buffer ETF – June drawdown is 0.33%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-21.53%Sep 2022
1y 19d8mo 21d
1y 9moSep 2021 - Jun 2023
2025 selloff2025
-8.75%Apr 2025
19d21d
1mo 10dMar 2025 - Apr 2025
2023 pullback2023
-7.84%Oct 2023
2mo 28d1mo 17d
4mo 15dJul 2023 - Dec 2023
2025 pullback2025
-6.84%Jan 2025
3mo 18d1mo 21d
5mo 9dSep 2024 - Mar 2025
2024 pullback2024
-5.33%Aug 2024
1mo 29d18d
2mo 17dJun 2024 - Aug 2024

Drawdown Indicators


YJUNBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-21.53%

-56.78%

+35.25%

Max Drawdown (1Y)

Largest decline over 1 year

-4.16%

-9.10%

+4.94%

Max Drawdown (3Y)

Largest decline over 3 years

-8.75%

-18.90%

+10.15%

Max Drawdown (5Y)

Largest decline over 5 years

-21.53%

-25.43%

+3.90%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.33%

-1.80%

+1.47%

Average Drawdown

Average peak-to-trough decline

-3.76%

-10.71%

+6.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

2.03%

-1.03%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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