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FT Vest U.S. Equity Dual Directional Buffer ETF - May DLMY
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | DLMY | Replication |
|---|---|---|
| Annualized growth | 11.3% | 7.1% |
| Annualized volatility | 5.2% | 5.4% |
| Sharpe ratio | 2.08 | 1.31 |
| Maximum drawdown | 1.4% | 1.8% |
| Replication fit (R²) | 0.94 · Tracking error 1.3% | |
Replication portfolio
The published portfolio below is the investable basket used to model DLMY’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| WTMF | Alternatives · Mgt Futures | 32.0% |
| SPHY | FI · High Yield | 31.6% |
| VUG | Style · Growth | 17.3% |
| EMLC | FI · EM Local Currency | 11.3% |
| USMV | Factor · Min Vol | 7.8% |