FT Vest U.S. Equity Quarterly Dynamic Buffer ETF

10-Year Study

FHDG.US · · US · ETF

Executive Summary: FT Vest U.S. Equity Quarterly Dynamic Buffer ETF has compounded at 9.5% annually over the last 10 years, with a maximum drawdown of 3.5% and an annualized volatility of 24.7%.

1Y CAGR
+14.2%
3Y CAGR
+9.5%
5Y CAGR
+9.5%
10Y CAGR
+9.5%

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 →
3.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.90
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.47
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
5.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +10.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 3.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.90.7-2.03.8————————3.4%
20251.7-0.8-2.70.22.92.41.10.91.61.10.80.910.6%
2024———————————-0.6-0.6%

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 24.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 56.4% of variance. Idiosyncratic stock-specific factors contribute 0.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-11-0110000
2024-12-019937.497975970724
2025-01-0110103.954143592733
2025-02-0110022.992972570355
2025-03-019748.275527057223
2025-04-019772.013342400985
2025-05-0110059.814113151333
2025-06-0110301.499400887333
2025-07-0110413.873506266393
2025-08-0110504.226173127367
2025-09-0110677.159234431167
2025-10-0110798.277146280643
2025-11-0110884.743676932543
2025-12-0110986.75475242074
2026-01-0111090.061206645292
2026-02-0111166.812396774505
2026-03-0110945.302632857281
2026-04-0111362.09074128048
Annual Return Matrix
YearAnnual Return
20250.10558560907254133
20260.034162589164652424
Total Factor Risk
0.24713412728817744
VTI.US Exposure
-0.015594766033650242
VEA.US Exposure
0.0049419904439066565
VWO.US Exposure
0.013246766408351372
QQQ.US Exposure
0.029645268781329216
VTV.US Exposure
0.02582361809858632
IJR.US Exposure
-0.004326515233506107
QUAL.US Exposure
0.0065511941347720344
SHV.US Exposure
0.5643959387325939
TLT.US Exposure
0.10279097217427957
LQD.US Exposure
0.057894931262955224
HYG.US Exposure
0.21288566302487322
GLD.US Exposure
0.00010682832289856154
USO.US Exposure
-0.00011347083617279566
VNQ.US Exposure
-0.025185403411641022
BTC-USD.CC Exposure
0.0025024684452740397
CPER.US Exposure
-0.00445257775303629
VIX.INDX Exposure
0.021834697997091153
UUP.US Exposure
-0.00042310386721288514
TIP.US Exposure
0.0057131251792494325
Idiosyncratic Exposure
0.0017623741290586487
Value Score
50
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
24.7%

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 →N/A
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$0
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 →
+2.5%
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 →
+5.2%
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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is FT Vest U.S. Equity Quarterly Dynamic Buffer ETF a high-risk investment?

FT Vest U.S. Equity Quarterly Dynamic Buffer ETF (FHDG.US) has an annualized volatility of 24.7% and experienced a maximum drawdown of 3.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, FHDG.US has generated a Compound Annual Growth Rate (CAGR) of 9.5%. It has had a positive return in 100% 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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