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

10-Year Study

FDEC.US · · US · ETF

Executive Summary: First Trust Exchange-Traded Fund VIII - FT Cboe Vest U.S. Equity Buffer ETF - December has compounded at 10.6% annually over the last 10 years, with a maximum drawdown of 15.2% and an annualized volatility of 8.4%.

1Y CAGR
+17.7%
3Y CAGR
+15.6%
5Y CAGR
+10.0%
10Y CAGR
+10.6%

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 →
15.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.64
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.99
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
10.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +22.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -9.2%
% 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.
20260.7-0.2-3.45.3————————2.3%
20252.0-0.9-3.7-0.44.33.51.51.72.21.21.21.614.8%
20241.23.01.4-1.53.21.60.71.50.60.21.7-0.114.3%
20235.0-1.92.91.40.55.02.0-0.5-3.7-2.18.64.322.8%
2022-3.1-2.12.4-6.00.5-5.26.5-2.1-6.66.54.9-4.1-9.2%
2021-1.21.93.32.30.61.20.61.0-0.81.80.12.514.1%

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 8.4%. The dominant macroeconomic risk driver is VTI.US, accounting for 87.1% of variance. Idiosyncratic stock-specific factors contribute 4.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-12-0110000
2021-01-019880.894109969
2021-02-0110068.852993963126
2021-03-0110402.023168542994
2021-04-0110639.125469081417
2021-05-0110706.477402512646
2021-06-0110838.570729319628
2021-07-0110902.920541687063
2021-08-0111011.877957252407
2021-09-0110922.17327459618
2021-10-0111119.269048784468
2021-11-0111135.584924131179
2021-12-0111411.649534997552
2022-01-0111062.163485070972
2022-02-0110833.741230217001
2022-03-0111098.05841083374
2022-04-0110430.412791646271
2022-05-0110484.581497797359
2022-06-019941.915483765704
2022-07-0110584.760972426171
2022-08-0110360.580845162343
2022-09-019672.050905531081
2022-10-0110301.84369391418
2022-11-0110803.393702072117
2022-12-0110363.844020231685
2023-01-0110885.95203132648
2023-02-0110677.108826888561
2023-03-0110986.457823462228
2023-04-0111140.153369228261
2023-05-0111197.585250448685
2023-06-0111759.177679882527
2023-07-0111988.905204764238
2023-08-0111923.641703377385
2023-09-0111483.113069016154
2023-10-0111241.63811388481
2023-11-0112203.295806820035
2023-12-0112723.119595366292
2024-01-0112876.162506118453
2024-02-0113261.543481807801
2024-03-0113447.54446076032
2024-04-0113241.964431391743
2024-05-0113669.44036547561
2024-06-0113884.80992005221
2024-07-0113986.94729972263
2024-08-0114198.074726709086
2024-09-0114286.506771088267
2024-10-0114318.81220427476
2024-11-0114560.287159406102
2024-12-0114545.602871594061
2025-01-0114831.13069016153
2025-02-0114700.603687387827
2025-03-0114163.48507097406
2025-04-0114101.158427149616
2025-05-0114709.414260075053
2025-06-0115228.259096100506
2025-07-0115451.133953336597
2025-08-0115717.082721488006
2025-09-0116067.874041442325
2025-10-0116257.138195464187
2025-11-0116446.40234948605
2025-12-0116701.908957415566
2026-01-0116818.40430739109
2026-02-0116792.298906836353
2026-03-0116224.506444770761
2026-04-0117084.287812041115
Annual Return Matrix
YearAnnual Return
20210.14116495349975522
2022-0.09181893568957122
20230.22764483627204024
20240.14324185688638114
20250.14824453168816598
20260.022894320379813538
Total Factor Risk
0.08402257388421915
VTI.US Exposure
0.8709881770542217
VEA.US Exposure
0.0360884712691097
VWO.US Exposure
-0.008907642846988294
QQQ.US Exposure
0.010612851123291774
VTV.US Exposure
0.060660144049196965
IJR.US Exposure
-0.09924463643733335
QUAL.US Exposure
-0.07625626782005247
SHV.US Exposure
0.05985544162103647
TLT.US Exposure
0.017988806637041044
LQD.US Exposure
-0.017865208622931956
HYG.US Exposure
0.06693486019281071
GLD.US Exposure
-0.008320803091134846
USO.US Exposure
0.012427467864637746
VNQ.US Exposure
0.015894131127787675
BTC-USD.CC Exposure
-0.01955404755486288
CPER.US Exposure
0.02571393476043871
VIX.INDX Exposure
0.016783126247539686
UUP.US Exposure
-0.004422827785135802
TIP.US Exposure
-0.0037281634250569363
Idiosyncratic Exposure
0.044352185636384406
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
8.4%

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
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 →
+2.9%
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 →
+5.3%
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 →
0.67
Market sensitivity coefficient

Frequently Asked Questions & Methodology

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

First Trust Exchange-Traded Fund VIII - FT Cboe Vest U.S. Equity Buffer ETF - December (FDEC.US) has an annualized volatility of 8.4% and experienced a maximum drawdown of 15.2% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, FDEC.US has generated a Compound Annual Growth Rate (CAGR) of 10.6%. 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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