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

10-Year Study

DJUL.US · · US · ETF

Executive Summary: FT Cboe Vest U.S. Equity Deep Buffer ETF - July has compounded at 8.0% annually over the last 10 years, with a maximum drawdown of 12.0% and an annualized volatility of 12.4%.

1Y CAGR
+12.6%
3Y CAGR
+13.4%
5Y CAGR
+7.9%
10Y CAGR
+8.0%

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 →
12.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.50
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.87
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
7.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +18.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -8.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
67%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.7-0.1-1.8—————————-1.1%
20251.8-0.6-3.7-0.44.64.22.31.21.60.80.30.813.3%
20241.23.11.6-1.33.01.20.71.81.6-0.83.2-1.015.0%
20233.8-1.62.41.40.65.21.8-0.8-3.0-1.25.63.018.1%
2022-1.6-1.01.9-4.5-0.7-3.33.0-1.7-4.53.72.8-2.3-8.3%
2021-0.71.01.30.50.4-0.10.81.0-1.42.3-0.71.66.2%
2020———————1.8-0.8-0.93.40.94.4%

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 12.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 65.4% of variance. Idiosyncratic stock-specific factors contribute 2.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-07-0110000
2020-08-0110181.31560762118
2020-09-0110096.745532923098
2020-10-0110005.265063016224
2020-11-0110350.126690578827
2020-12-0110444.239691993813
2021-01-0110368.225344697095
2021-02-0110476.48820296818
2021-03-0110612.721708512949
2021-04-0110668.333936621806
2021-05-0110712.757905821187
2021-06-0110704.531244858337
2021-07-0110787.785053802363
2021-08-0110896.376978511962
2021-09-0110739.741353779329
2021-10-0110983.579584718154
2021-11-0110909.868702491034
2021-12-0111089.538977919645
2022-01-0110914.969232287998
2022-02-0110804.238375728059
2022-03-0111007.601434729673
2022-04-0110507.091381749975
2022-05-0110434.696765276909
2022-06-0110095.42926716904
2022-07-0110399.157589917404
2022-08-0110220.80358024285
2022-09-019756.819901938201
2022-10-0110122.083648688671
2022-11-0110408.371450195795
2022-12-0110171.443614465761
2023-01-0110556.451347527065
2023-02-0110392.247194708612
2023-03-0110642.00862154069
2023-04-0110790.08851887196
2023-05-0110851.953009312581
2023-06-0111418.276349995065
2023-07-0111625.917272697357
2023-08-0111527.197341143179
2023-09-0111178.386916318403
2023-10-0111043.469676527693
2023-11-0111662.11458093389
2023-12-0112010.59593932015
2024-01-0112152.423574319655
2024-02-0112527.559314225542
2024-03-0112728.289841719043
2024-04-0112560.465958076937
2024-05-0112940.208628122018
2024-06-0113095.527987100595
2024-07-0113180.756194675705
2024-08-0113412.748033828031
2024-09-0113626.641218862087
2024-10-0113521.33995853763
2024-11-0113952.416992990884
2024-12-0113814.20908881503
2025-01-0114059.363585507916
2025-02-0113978.742308071998
2025-03-0113459.146401658498
2025-04-0113402.546974234097
2025-05-0114024.153476586926
2025-06-0114617.789331666063
2025-07-0114949.488301688112
2025-08-0115130.474842870775
2025-09-0115365.75734640824
2025-10-0115483.234064957716
2025-11-0115536.87189443549
2025-12-0115653.690480107933
2026-01-0115766.889334956728
2026-02-0115758.991740432393
2026-03-0115481.358386258185
Annual Return Matrix
YearAnnual Return
20210.061785185418570254
2022-0.08278931750741847
20230.1808152701391137
20240.15016849776706187
20250.13315864697474988
2026-0.011009039310489799
Total Factor Risk
0.12377156292685021
VTI.US Exposure
0.36075884417580634
VEA.US Exposure
-0.036599084646424106
VWO.US Exposure
0.00858093126622989
QQQ.US Exposure
0.023492495339912448
VTV.US Exposure
0.06582520239871555
IJR.US Exposure
-0.01547176214843978
QUAL.US Exposure
-0.05526998223703511
SHV.US Exposure
0.6540917879367393
TLT.US Exposure
0.01661164233046851
LQD.US Exposure
-0.006192673041231953
HYG.US Exposure
-0.009878358338117808
GLD.US Exposure
-0.0022813626916168618
USO.US Exposure
-0.00036088825624658435
VNQ.US Exposure
-0.012464203556426273
BTC-USD.CC Exposure
-0.004730790207854653
CPER.US Exposure
0.002168332567619434
VIX.INDX Exposure
-0.00816383496689674
UUP.US Exposure
0.0036320999028142016
TIP.US Exposure
-0.006603866850603209
Idiosyncratic Exposure
0.022855471022587448
Value Score
24.2
Growth Score
50
Profit Score
75
Health Score
20.4
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
12.4%

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
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →Moderately Elevated20.6x
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%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
Market Cap$426.6B
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
2.0/ 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
1.02
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
-1.3%
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 →
+1.1%
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 →
2.1% 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 →
0.60
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Golden Cross
Bullish — 50 SMA above 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
38
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+6.1%
50.0% retracement+8.9%
61.8% retracement+11.9%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

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

FT Cboe Vest U.S. Equity Deep Buffer ETF - July (DJUL.US) has an annualized volatility of 12.4% and experienced a maximum drawdown of 12.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, DJUL.US has generated a Compound Annual Growth Rate (CAGR) of 8.0%. It has had a positive return in 67% 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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