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FT Vest U.S. Equity Dual Directional Buffer ETF - February DLFE
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | DLFE | Replication |
|---|---|---|
| Annualized growth | 12.7% | 7.2% |
| Annualized volatility | 6.4% | 6.2% |
| Sharpe ratio | 1.91 | 1.15 |
| Maximum drawdown | 4.4% | 3.5% |
| Replication fit (R²) | 0.89 · Tracking error 2.1% | |
Replication portfolio
The published portfolio below is the investable basket used to model DLFE’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPHY | FI · High Yield | 51.4% |
| VUG | Style · Growth | 21.0% |
| WTMF | Alternatives · Mgt Futures | 12.7% |
| BNDX | FI · International | 11.0% |
| VNQ | Sector · Real Estate | 3.9% |