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

10-Year Study

DJUN.US · · US · ETF

Executive Summary: FT Cboe Vest U.S. Equity Deep Buffer ETF - June has compounded at 8.2% annually over the last 10 years, with a maximum drawdown of 10.2% and an annualized volatility of 7.2%.

1Y CAGR
+11.4%
3Y CAGR
+11.7%
5Y CAGR
+8.0%
10Y CAGR
+8.2%

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 →
10.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.56
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.90
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
7.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +17.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -6.3%
% 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.
20260.60.1-1.33.0————————2.3%
20251.7-0.5-4.1-0.75.22.60.91.01.40.40.50.89.4%
20241.42.61.3-0.72.20.60.81.81.4-0.33.2-1.113.9%
20234.0-1.12.61.71.22.81.6-0.6-3.0-1.25.83.017.6%
2022-1.2-0.61.6-3.9-0.7-3.74.0-1.5-4.43.62.9-2.1-6.3%
2021-0.70.81.30.50.11.20.40.9-1.11.8-0.61.56.3%
2020——————1.71.8-0.9-0.93.70.86.3%

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 7.2%. The dominant macroeconomic risk driver is VTI.US, accounting for 102.6% of variance. Idiosyncratic stock-specific factors contribute 6.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-06-0110000
2020-07-0110174.944306119774
2020-08-0110356.440833442535
2020-09-0110266.675402961604
2020-10-0110175.271917179924
2020-11-0110548.09330362993
2020-12-0110630.978901847728
2021-01-0110556.611191193815
2021-02-0110644.083344253702
2021-03-0110781.679989516444
2021-04-0110840.649980343338
2021-05-0110847.202201546324
2021-06-0110981.522736207575
2021-07-0111029.3867120954
2021-08-0111126.982046913903
2021-09-0111001.179399816536
2021-10-0111201.349757567816
2021-11-0111136.155156598086
2021-12-0111297.667409251735
2022-01-0111164.821124361159
2022-02-0111096.186607259859
2022-03-0111271.458524439786
2022-04-0110835.408203380945
2022-05-0110758.124754291704
2022-06-0110359.061721923732
2022-07-0110768.575547110468
2022-08-0110611.322238238763
2022-09-0110144.148866465732
2022-10-0110506.486698990957
2022-11-0110815.42392871183
2022-12-0110585.76857554711
2023-01-0111007.404009959373
2023-02-0110887.563884156729
2023-03-0111168.261040492729
2023-04-0111360.241121740271
2023-05-0111492.923601100772
2023-06-0111809.723496265235
2023-07-0112003.177827283449
2023-08-0111934.8709212423
2023-09-0111571.222644476478
2023-10-0111426.746166950594
2023-11-0112085.57200891102
2023-12-0112446.2717861355
2024-01-0112617.93998165378
2024-02-0112950.137596645263
2024-03-0113112.63268247936
2024-04-0113026.143362599922
2024-05-0113311.88572926222
2024-06-0113396.016249508582
2024-07-0113496.592844974446
2024-08-0113744.266806447387
2024-09-0113942.143886777618
2024-10-0113896.933560477
2024-11-0114335.932381077186
2024-12-0114179.006683265627
2025-01-0114418.162757174681
2025-02-0114349.03682348316
2025-03-0113754.422749312016
2025-04-0113664.657318831083
2025-05-0114376.883763595857
2025-06-0114749.705150045864
2025-07-0114876.818241383828
2025-08-0115030.795439654043
2025-09-0115234.241908006814
2025-10-0115299.436508976543
2025-11-0115381.666885074039
2025-12-0115509.762809592452
2026-01-0115599.200629013234
2026-02-0115610.667016118463
2026-03-0115410.496658367185
2026-04-0115869.446992530467
Annual Return Matrix
YearAnnual Return
20210.06271186440677945
2022-0.06301290416122962
20230.17575513741025017
20240.13921718301703034
20250.09385397412199614
20260.02319082421528451
Total Factor Risk
0.07158541065867555
VTI.US Exposure
1.0255858796109005
VEA.US Exposure
0.1134684250766689
VWO.US Exposure
-0.017064949687404143
QQQ.US Exposure
0.0017743849819360352
VTV.US Exposure
0.05556622626682971
IJR.US Exposure
-0.12448124333701273
QUAL.US Exposure
-0.16777874390643752
SHV.US Exposure
0.09954345244450959
TLT.US Exposure
0.012865275570275399
LQD.US Exposure
-0.021897332890069933
HYG.US Exposure
-0.010377391841241873
GLD.US Exposure
-0.0036968849881682947
USO.US Exposure
-0.0013139186184238812
VNQ.US Exposure
-0.03627059318073989
BTC-USD.CC Exposure
-0.0037570792365940416
CPER.US Exposure
-0.0035262022705371088
VIX.INDX Exposure
0.0072058799403747695
UUP.US Exposure
-0.009183298140855242
TIP.US Exposure
0.022909462976807612
Idiosyncratic Exposure
0.06042865122918239
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
7.2%

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 →
+2.0%
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 →
+3.7%
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 →
0.0% 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 →
0.56
Market sensitivity coefficient

Frequently Asked Questions & Methodology

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

FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN.US) has an annualized volatility of 7.2% and experienced a maximum drawdown of 10.2% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, DJUN.US has generated a Compound Annual Growth Rate (CAGR) of 8.2%. 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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