First Trust Exchange-Traded Fund VIII - FT Cboe Vest U.S. Equity Deep Buffer ETF - April

10-Year Study

DAPR.US · · US · ETF

Executive Summary: First Trust Exchange-Traded Fund VIII - FT Cboe Vest U.S. Equity Deep Buffer ETF - April has compounded at 5.8% annually over the last 10 years, with a maximum drawdown of 10.0% and an annualized volatility of 7.8%.

1Y CAGR
+8.6%
3Y CAGR
+10.7%
5Y CAGR
+5.8%
10Y CAGR
+5.8%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
10.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.24
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.32
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
6.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +15.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -6.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.40.40.30.4————————1.5%
20251.30.2-1.4-3.02.51.80.70.90.80.40.60.85.7%
20241.01.30.51.32.82.00.81.50.9-0.12.2-0.115.0%
20231.5-1.10.30.00.23.41.2-0.3-2.3-1.15.72.19.8%
2022-1.2-1.02.8-4.40.1-4.24.2-1.7-4.13.32.1-2.3-6.8%
2021————0.51.00.61.0-1.32.1-0.51.65.1%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 7.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 50.9% of variance. Idiosyncratic stock-specific factors contribute 5.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-04-0110000
2021-05-0110049.200492004918
2021-06-0110149.26365479871
2021-07-0110211.096705561651
2021-08-0110308.832818057912
2021-09-0110176.52338685549
2021-10-0110395.26611482331
2021-11-0110342.74126525049
2021-12-0110512.94837272697
2022-01-0110389.28227120109
2022-02-0110280.243342973969
2022-03-0110566.138093813372
2022-04-0110102.72264884811
2022-05-0110111.03354276786
2022-06-019687.177952860611
2022-07-0110092.749576144412
2022-08-019916.558625045709
2022-09-019510.987001761909
2022-10-019820.15225557661
2022-11-0110026.26242478641
2022-12-019793.55739503341
2023-01-019936.50477045311
2023-02-019828.13071373957
2023-03-019860.04454639141
2023-04-019860.04454639141
2023-05-019879.99069179881
2023-06-0110219.075163724609
2023-07-0110338.75203616901
2023-08-0110312.15717562581
2023-09-0110079.452145872809
2023-10-019967.75373159137
2023-11-0110537.21618297264
2023-12-0110757.621089724411
2024-01-0110868.98706824906
2024-02-0111011.93444366876
2024-03-0111063.461985971213
2024-04-0111206.409361390912
2024-05-0111518.89897277351
2024-06-0111744.290415877133
2024-07-0111835.37781323759
2024-08-0112015.557993417771
2024-09-0112127.256407699211
2024-10-0112118.280642265883
2024-11-0112386.556297995412
2024-12-0112369.602074399125
2025-01-0112524.517137063262
2025-02-0112546.125461254614
2025-03-0112374.921046507763
2025-04-0112007.57953525481
2025-05-0112311.425816960873
2025-06-0112534.822645523753
2025-07-0112624.247864100264
2025-08-0112737.276021408863
2025-09-0112843.82168146006
2025-10-0112898.507363452012
2025-11-0112976.629766297663
2025-12-0113080.017286659351
2026-01-0113131.212393205014
2026-02-0113181.077756723515
2026-03-0113218.975432997575
2026-04-0113277.484126192614
Annual Return Matrix
YearAnnual Return
2022-0.06842904123450533
20230.09843856076035307
20240.14984548825710764
20250.05743234163777555
20260.015096833223199324
Total Factor Risk
0.0782273769908865
VTI.US Exposure
0.12366425862564252
VEA.US Exposure
-0.04750964080848583
VWO.US Exposure
0.02178615306198434
QQQ.US Exposure
0.21119103694211974
VTV.US Exposure
0.1940907707042343
IJR.US Exposure
-0.07302153870227755
QUAL.US Exposure
-0.08341160422620891
SHV.US Exposure
0.5085445251265625
TLT.US Exposure
0.007916166198530132
LQD.US Exposure
0.005559786150050289
HYG.US Exposure
0.016940347990267557
GLD.US Exposure
0.00044311918729268295
USO.US Exposure
-0.0007362778084666745
VNQ.US Exposure
0.044523859275406294
BTC-USD.CC Exposure
-0.010982916626786542
CPER.US Exposure
0.02496645196928511
VIX.INDX Exposure
0.015159749797427222
UUP.US Exposure
-0.003699519491344654
TIP.US Exposure
-0.006238244417012205
Idiosyncratic Exposure
0.050813517051779666
Value Score
41.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
7.8%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →20.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$405.7B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.7%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.6%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.1% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.38
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is First Trust Exchange-Traded Fund VIII - FT Cboe Vest U.S. Equity Deep Buffer ETF - April a high-risk investment?

First Trust Exchange-Traded Fund VIII - FT Cboe Vest U.S. Equity Deep Buffer ETF - April (DAPR.US) has an annualized volatility of 7.8% and experienced a maximum drawdown of 10.0% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of DAPR.US?

Over the past 10 years, DAPR.US has generated a Compound Annual Growth Rate (CAGR) of 5.8%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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