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

10-Year Study

GDEC.US · · US · ETF

Executive Summary: First Trust Exchange Traded Fund VIII - FT Cboe Vest U.S. Equity Moderate Buffer ETF - December has compounded at 10.9% annually over the last 10 years, with a maximum drawdown of 3.8% and an annualized volatility of 19.8%.

1Y CAGR
+14.1%
3Y CAGR
+10.9%
5Y CAGR
+10.9%
10Y CAGR
+10.9%

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 →
3.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.25
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.57
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
5.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +12.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 1.9%
% 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.
20260.6-0.2-2.54.1————————1.9%
20251.7-0.5-3.0-0.33.52.91.31.41.61.00.91.212.1%
20240.82.31.1-0.92.31.30.70.90.70.31.10.111.5%

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 19.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 71.9% of variance. Idiosyncratic stock-specific factors contribute 0.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-12-0110000
2024-01-0110082.617316589558
2024-02-0110316.589557171183
2024-03-0110429.610046265696
2024-04-0110340.052875082618
2024-05-0110575.016523463317
2024-06-0110716.787838731
2024-07-0110789.821546596166
2024-08-0110892.267019167217
2024-09-0110972.571050892268
2024-10-0111009.583608724388
2024-11-0111131.857237276934
2024-12-0111145.40647719762
2025-01-0111331.791143423661
2025-02-0111275.611368142761
2025-03-0110941.837409120952
2025-04-0110905.485789821545
2025-05-0111290.81295439524
2025-06-0111617.977528089887
2025-07-0111771.315267680106
2025-08-0111933.245208195638
2025-09-0112121.612690019827
2025-10-0112240.581625908788
2025-11-0112352.280237937872
2025-12-0112498.34765366821
2026-01-0112571.050892267018
2026-02-0112551.222736285523
2026-03-0112233.972240581625
2026-04-0112739.590218109714
Annual Return Matrix
YearAnnual Return
20240.11454064771976191
20250.12139002549961453
20260.01930195663670009
Total Factor Risk
0.1982275723589808
VTI.US Exposure
0.18829240952767798
VEA.US Exposure
0.0065271563107083975
VWO.US Exposure
0.00026901048922176984
QQQ.US Exposure
-0.048950825508178676
VTV.US Exposure
-0.032747309079638534
IJR.US Exposure
-0.006249729168777715
QUAL.US Exposure
0.02367444120937551
SHV.US Exposure
0.7186939109747512
TLT.US Exposure
0.018614947474893957
LQD.US Exposure
-0.00989233403660433
HYG.US Exposure
0.14691159898623765
GLD.US Exposure
0.00019545768730759905
USO.US Exposure
0.00018226204546778444
VNQ.US Exposure
-0.01811439902491832
BTC-USD.CC Exposure
-0.004944882333153037
CPER.US Exposure
0.001067142635098741
VIX.INDX Exposure
0.000012290352823754126
UUP.US Exposure
-0.0015582054577821568
TIP.US Exposure
0.014864951782794822
Idiosyncratic Exposure
0.0031521051326936543
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
19.8%

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 →
+2.3%
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 →
+4.2%
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 First Trust Exchange Traded Fund VIII - FT Cboe Vest U.S. Equity Moderate Buffer ETF - December a high-risk investment?

First Trust Exchange Traded Fund VIII - FT Cboe Vest U.S. Equity Moderate Buffer ETF - December (GDEC.US) has an annualized volatility of 19.8% and experienced a maximum drawdown of 3.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, GDEC.US has generated a Compound Annual Growth Rate (CAGR) of 10.9%. 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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