See what your fund actually adds
FT Vest U.S. Equity Deep Buffer ETF - December DDEC
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | DDEC | Replication |
|---|---|---|
| Annualized growth | 8.7% | 7.2% |
| Annualized volatility | 7.0% | 7.5% |
| Sharpe ratio | 1.22 | 0.96 |
| Maximum drawdown | 9.6% | 14.8% |
| Replication fit (R²) | 0.70 · Tracking error 3.9% | |
Replication portfolio
The published portfolio below is the investable basket used to model DDEC’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPHY | FI · High Yield | 39.7% |
| WTMF | Alternatives · Mgt Futures | 35.7% |
| VUG | Style · Growth | 9.2% |
| MTUM | Factor · Momentum | 8.0% |
| XLF | Sector · Financials | 7.4% |