FT Cboe Vest U.S. Equity Deep Buffer ETF - February

10-Year Study

DFEB.US · · US · ETF

Executive Summary: FT Cboe Vest U.S. Equity Deep Buffer ETF - February has compounded at 8.8% annually over the last 10 years, with a maximum drawdown of 8.8% and an annualized volatility of 6.9%.

1Y CAGR
+14.4%
3Y CAGR
+13.3%
5Y CAGR
+7.8%
10Y CAGR
+8.8%

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 →
8.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.61
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.86
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
7.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +13.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -5.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
83%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.00.6-2.23.6————————2.8%
20251.40.2-2.8-0.23.13.01.21.21.70.80.71.111.8%
20241.11.51.7-2.03.12.00.91.61.00.12.4-0.213.9%
20230.8-2.22.31.00.43.81.4-0.1-2.7-1.66.82.412.5%
2022-0.30.71.1-3.60.4-4.24.0-1.8-3.62.71.6-2.2-5.4%
2021-0.10.52.11.90.30.90.40.7-1.12.0-0.41.38.8%
2020——-5.75.72.00.62.72.1-1.2-1.24.31.610.8%

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 6.9%. The dominant macroeconomic risk driver is VTI.US, accounting for 65.1% of variance. Idiosyncratic stock-specific factors contribute 5.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-02-0110000
2020-03-019425.051334702259
2020-04-019958.93223819302
2020-05-0110154.004106776181
2020-06-0110219.71252566735
2020-07-0110492.813141683779
2020-08-0110708.41889117043
2020-09-0110584.188911704314
2020-10-0110458.590006844628
2020-11-0110906.913073237509
2020-12-0111081.451060917183
2021-01-0111071.184120465436
2021-02-0111125.941136208077
2021-03-0111358.658453114305
2021-04-0111577.686516084874
2021-05-0111615.33196440794
2021-06-0111714.579055441478
2021-07-0111764.20260095825
2021-08-0111851.471594798084
2021-09-0111721.42368240931
2021-10-0111958.590006844626
2021-11-0111909.65092402464
2021-12-0112060.232717316907
2022-01-0112029.774127310062
2022-02-0112118.412046543463
2022-03-0112255.304585900069
2022-04-0111809.71937029432
2022-05-0111854.893908281998
2022-06-0111355.236139630391
2022-07-0111813.483915126626
2022-08-0111604.03832991102
2022-09-0111181.724845995896
2022-10-0111488.021902806297
2022-11-0111670.088980150584
2022-12-0111408.281998631075
2023-01-0111502.737850787133
2023-02-0111252.566735112936
2023-03-0111508.213552361398
2023-04-0111622.17659137577
2023-05-0111666.666666666668
2023-06-0112104.722792607803
2023-07-0112268.309377138947
2023-08-0112251.882272416153
2023-09-0111925.39356605065
2023-10-0111734.428473648186
2023-11-0112529.08966461328
2023-12-0112830.253251197812
2024-01-0112973.990417522245
2024-02-0113165.639972621493
2024-03-0113384.66803559206
2024-04-0113123.203285420943
2024-05-0113525.667351129363
2024-06-0113802.190280629704
2024-07-0113923.682409308693
2024-08-0114147.843942505137
2024-09-0114284.736481861739
2024-10-0114297.741273100617
2024-11-0114635.52361396304
2024-12-0114609.856262833677
2025-01-0114815.195071868584
2025-02-0114842.573579739905
2025-03-0114425.051334702259
2025-04-0114390.828199863106
2025-05-0114839.15126625599
2025-06-0115278.918548939084
2025-07-0115467.488021902807
2025-08-0115658.45311430527
2025-09-0115926.249144421628
2025-10-0116047.227926078029
2025-11-0116156.057494866529
2025-12-0116331.964407939768
2026-01-0116488.70636550308
2026-02-0116581.108829568788
2026-03-0116211.498973305956
2026-04-0116789.869952087614
Annual Return Matrix
YearAnnual Return
20210.08832612723903632
2022-0.054057888762769624
20230.12464376781160946
20240.13870365430781528
20250.11787303818224415
20260.028037383177570208
Total Factor Risk
0.0689087140570974
VTI.US Exposure
0.6514023649280387
VEA.US Exposure
0.007356205949431346
VWO.US Exposure
0.03370371457889647
QQQ.US Exposure
0.0448186820926241
VTV.US Exposure
0.1285357079395862
IJR.US Exposure
-0.08447701303790199
QUAL.US Exposure
-0.1525611876048592
SHV.US Exposure
0.27356158358785665
TLT.US Exposure
0.0653701369553358
LQD.US Exposure
-0.06629003324729521
HYG.US Exposure
0.0372034725337064
GLD.US Exposure
-0.001508047033275758
USO.US Exposure
0.0010535957249298913
VNQ.US Exposure
-0.03122743021074478
BTC-USD.CC Exposure
-0.008087008649403897
CPER.US Exposure
-0.0005564116044222964
VIX.INDX Exposure
0.032101706622697235
UUP.US Exposure
0.0038045726479068722
TIP.US Exposure
0.013866140268566824
Idiosyncratic Exposure
0.05192924755832659
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
6.9%

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$404.4B
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 →
+2.1%
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 →
+4.6%
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 →
0.53
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is FT Cboe Vest U.S. Equity Deep Buffer ETF - February a high-risk investment?

FT Cboe Vest U.S. Equity Deep Buffer ETF - February (DFEB.US) has an annualized volatility of 6.9% and experienced a maximum drawdown of 8.8% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, DFEB.US has generated a Compound Annual Growth Rate (CAGR) of 8.8%. It has had a positive return in 83% 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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