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

10-Year Study

FJUL.US · · US · ETF

Executive Summary: FT Cboe Vest U.S. Equity Buffer ETF - July has compounded at 11.6% annually over the last 10 years, with a maximum drawdown of 11.3% and an annualized volatility of 8.1%.

1Y CAGR
+17.3%
3Y CAGR
+16.6%
5Y CAGR
+10.9%
10Y CAGR
+11.6%

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 →
11.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.76
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.39
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
10.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +21.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -6.2%
% 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.
20260.8-0.1-2.84.9————————2.7%
20251.9-0.7-3.8-0.64.74.32.21.42.10.90.50.814.2%
20241.13.61.9-1.93.91.70.91.91.6-0.83.8-1.117.7%
20234.7-1.72.41.20.36.32.8-1.0-3.3-1.56.63.321.3%
2022-2.3-1.72.7-5.90.5-3.07.4-2.4-6.45.54.0-3.6-6.2%
2021-0.91.62.20.80.60.21.11.7-2.53.8-0.92.610.8%
2020———————3.3-1.6-1.76.51.58.2%

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 8.1%. The dominant macroeconomic risk driver is VTI.US, accounting for 90.7% of variance. Idiosyncratic stock-specific factors contribute 3.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-07-0110000
2020-08-0110334.78559963311
2020-09-0110170.013430733448
2020-10-019999.672421135389
2020-11-0110653.519834900251
2020-12-0110817.636846070693
2021-01-0110722.966554197923
2021-02-0110890.359354014478
2021-03-0111134.07802928555
2021-04-0111227.765584564484
2021-05-0111290.0055688407
2021-06-0111317.84977233269
2021-07-0111442.65731974973
2021-08-0111642.152848298227
2021-09-0111347.331870147738
2021-10-0111783.01176008124
2021-11-0111682.772627510074
2021-12-0111986.110656140467
2022-01-0111714.22019851279
2022-02-0111512.104039047399
2022-03-0111827.562485668426
2022-04-0111124.578242211814
2022-05-0111176.335702820455
2022-06-0110838.60189340584
2022-07-0111635.601271005995
2022-08-0111353.88344743997
2022-09-0110626.658368002096
2022-10-0111209.74874701084
2022-11-0111652.6353719658
2022-12-0111237.265371638223
2023-01-0111763.684607069152
2023-02-0111567.792446031382
2023-03-0111848.52753300357
2023-04-0111989.386444786584
2023-05-0112021.489173518525
2023-06-0112775.575719854554
2023-07-0113129.360893635143
2023-08-0112995.053559144366
2023-09-0112562.649457856978
2023-10-0112372.65371638222
2023-11-0113194.876666557473
2023-12-0113633.83234513709
2024-01-0113784.518622858453
2024-02-0114285.714285714286
2024-03-0114560.880531988076
2024-04-0114285.714285714286
2024-05-0114842.598355554099
2024-06-0115088.282504012843
2024-07-0115225.865627149735
2024-08-0115517.41081665411
2024-09-0115759.819176466734
2024-10-0115628.787630622071
2024-11-0116215.153798276935
2024-12-0116040.881842303535
2025-01-0116342.90955547548
2025-02-0116228.2569528614
2025-03-0115603.891636911587
2025-04-0115510.859239361876
2025-05-0116245.94621155043
2025-06-0116948.930455007045
2025-07-0117317.456677695154
2025-08-0117566.0890359354
2025-09-0117928.39126019589
2025-10-0118089.560061584827
2025-11-0118174.075408654633
2025-12-0118316.899793625314
2026-01-0118459.069020866773
2026-02-0118449.241654928424
2026-03-0117925.115471549776
2026-04-0118803.02682870901
Annual Return Matrix
YearAnnual Return
20210.10801562547315502
2022-0.0624760863623941
20230.21326958955223874
20240.17654973570398869
20250.14188858029733686
20260.026539809714571927
Total Factor Risk
0.08060285758540013
VTI.US Exposure
0.9073738888157189
VEA.US Exposure
0.016191550699143544
VWO.US Exposure
0.0038514335156339206
QQQ.US Exposure
0.05862055573200487
VTV.US Exposure
0.1664572766099316
IJR.US Exposure
-0.085800139821693
QUAL.US Exposure
-0.10516067864892453
SHV.US Exposure
0.00169741668393631
TLT.US Exposure
-0.003533304745481533
LQD.US Exposure
0.03204472856978938
HYG.US Exposure
-0.026307255198409533
GLD.US Exposure
-0.005748468647526043
USO.US Exposure
0.0071046755329942195
VNQ.US Exposure
-0.025989404239323482
BTC-USD.CC Exposure
-0.00966901890108035
CPER.US Exposure
-0.005961766938992627
VIX.INDX Exposure
0.03152093602970395
UUP.US Exposure
-0.003114799793862826
TIP.US Exposure
0.008452028034325411
Idiosyncratic Exposure
0.03797034671211187
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
8.1%

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 →
+2.8%
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 →
0.0% 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 →
0.70
Market sensitivity coefficient

Frequently Asked Questions & Methodology

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

FT Cboe Vest U.S. Equity Buffer ETF - July (FJUL.US) has an annualized volatility of 8.1% and experienced a maximum drawdown of 11.3% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, FJUL.US has generated a Compound Annual Growth Rate (CAGR) of 11.6%. 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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