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

10-Year Study

GJUL.US · · US · ETF

Executive Summary: First Trust Exchange-Traded Fund VIII - FT Cboe Vest U.S. Equity Moderate Buffer ETF - July has compounded at 11.0% annually over the last 10 years, with a maximum drawdown of 4.4% and an annualized volatility of 26.5%.

1Y CAGR
+11.9%
3Y CAGR
+11.0%
5Y CAGR
+11.0%
10Y CAGR
+11.0%

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 →
4.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.04
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.06
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
6.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +14.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -0.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
67%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.7-0.1-1.6—————————-0.9%
20251.5-0.5-2.9-0.34.03.81.71.41.60.70.40.812.7%
20241.12.81.5-1.22.91.00.81.61.3-0.32.9-0.814.3%
2023———————-0.8-2.7-1.05.32.83.5%

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 26.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 92.5% of variance. Idiosyncratic stock-specific factors contribute 0.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-07-0110000
2023-08-019924.181319567671
2023-09-019659.622519761251
2023-10-019561.864816905952
2023-11-0110066.139699951604
2023-12-0110350.05646071947
2024-01-0110462.977899661235
2024-02-0110759.799967736732
2024-03-0110926.278432005161
2024-04-0110792.063236005808
2024-05-0111099.854815292789
2024-06-0111211.48572350379
2024-07-0111295.69285368608
2024-08-0111479.270850137118
2024-09-0111624.45555734796
2024-10-0111585.739635425067
2024-11-0111922.890788836909
2024-12-0111829.32731085659
2025-01-0112010.324245846105
2025-02-0111950.314566865623
2025-03-0111598.225520245202
2025-04-0111563.155347636715
2025-05-0112029.35957412486
2025-06-0112482.65849330537
2025-07-0112695.596063881272
2025-08-0112879.496693015002
2025-09-0113085.981609937087
2025-10-0113172.769801580898
2025-11-0113224.713663494113
2025-12-0113334.73140829166
2026-01-0113434.424907243103
2026-02-0113418.938538473945
2026-03-0113210.195192773026
Annual Return Matrix
YearAnnual Return
20240.14292394014962606
20250.1272603300150008
2026-0.009339236892405234
Total Factor Risk
0.2646312012775881
VTI.US Exposure
0.012860751069913993
VEA.US Exposure
-0.003908537788006868
VWO.US Exposure
-0.0007416512346666315
QQQ.US Exposure
0.04374616704164339
VTV.US Exposure
0.036537430526940654
IJR.US Exposure
-0.006792054344654895
QUAL.US Exposure
-0.01579491288321419
SHV.US Exposure
0.9248185378821382
TLT.US Exposure
0.003949346227372589
LQD.US Exposure
-0.004784941513296918
HYG.US Exposure
0.013319723749039558
GLD.US Exposure
-0.0013913003062988815
USO.US Exposure
0.00005676371899799866
VNQ.US Exposure
-0.002845411216329914
BTC-USD.CC Exposure
0.0009142830430992026
CPER.US Exposure
0.00030924102852420023
VIX.INDX Exposure
-0.0012416462066279338
UUP.US Exposure
-0.0003442132722033089
TIP.US Exposure
-0.002247634634141687
Idiosyncratic Exposure
0.0035800591117715014
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
26.5%

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
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/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%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
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: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
-1.2%
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 →
+1.3%
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 →
1.9% 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
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Golden Cross
Bullish — 50 SMA above 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
37
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+6.0%
50.0% retracement+8.8%
61.8% retracement+11.6%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

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

First Trust Exchange-Traded Fund VIII - FT Cboe Vest U.S. Equity Moderate Buffer ETF - July (GJUL.US) has an annualized volatility of 26.5% and experienced a maximum drawdown of 4.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, GJUL.US has generated a Compound Annual Growth Rate (CAGR) of 11.0%. It has had a positive return in 67% 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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