DFEB
FT CBOE VEST US EQUITY DEEP BUFFER ETF - FEBRUARY
$51.31+0.12% today
465152-WK
SOURCE: MARKET TAPE & DAILY CREATION/REDEMPTION RECORDS · 1Y SHOWN
The desk’s read
Flows are quiet — the past month netted out near zero, while the price has returned +7.5% so far this year.
COMPOSED FROM THE FUND’S OWN DAILY RECORDS · UPDATED WITH EACH REFRESH
$263Massets under management
—expense ratio
—net flow, trailing month
28Kavg daily volume, 30 days
1holdings · US-domiciled
2024listed February 26, 2024
Sector weights
PORTFOLIO COMPOSITION, LATEST DISCLOSURE
Performance
| 1 week | -0.3% |
| 1 month | +1.7% |
| 3 months | +2.2% |
| 6 months | +5.9% |
| YTD | +7.5% |
| 1 year | +12.1% |
| 3 years | — |
PRICE RETURN, DISTRIBUTIONS NOT REINVESTED
Net flows
| 1 week | — |
| 1 month | — |
| 3 months | — |
| YTD | — |
| 1 year | — |
CREATION/REDEMPTION DOLLARS, DAILY RECORDS
The risk read
4%realized volatility, 30 days (annualized)
5%realized volatility, 1 year
-4.1%deepest fall from a peak, 1 year
-0.3%where it sits vs. that peak today
VOLATILITY & DRAWDOWN FROM THE DAILY TAPE · CONCENTRATION FROM THE LATEST DISCLOSED BOOK
The case against DFEB
Due diligence cuts both ways. These funds sit on the same shelf and beat DFEB on at least one dimension that matters — the fee, the asset base, or where the money is going.
| Fund | Fee | Assets | Flow, 1M | The case | |
|---|---|---|---|---|---|
| ESMV iShares ESG MSCI USA Min Vol Factor ETF | 0.18% | $7904.06T | −$41K | 30109655× the assets | Head-to-head |
| HEFA iShares Currency Hedged MSCI EAFE ETF | 0.35% | $7.8B | +$59M | 30× the assets · +$59M in over the month | Head-to-head |
| EFAV iShares MSCI EAFE Min Vol Factor ETF | 0.22% | $5.5B | +$101M | 21× the assets · +$101M in over the month | Head-to-head |
| ACWV iShares MSCI Global Min Vol Factor ETF | 0.20% | $3.4B | +$155K | 13× the assets · +$155K in over the month | Head-to-head |
| HYGH iShares Interest Rate Hedged High Yield Bond ETF | 0.52% | $614M | +$39M | 2× the assets · +$39M in over the month | Head-to-head |