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FT Vest U.S. Small Cap Moderate Buffer ETF - February SFEB
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | SFEB | Replication |
|---|---|---|
| Annualized growth | 10.8% | 11.2% |
| Annualized volatility | 10.6% | 12.1% |
| Sharpe ratio | 1.02 | 0.94 |
| Maximum drawdown | 14.5% | 16.2% |
| Replication fit (R²) | 0.91 · Tracking error 3.3% | |
Replication portfolio
The published portfolio below is the investable basket used to model SFEB’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| WTMF | Alternatives · Mgt Futures | 29.6% |
| IJR | US Small Cap | 29.4% |
| PFF | FI · Preferred | 20.8% |
| IWC | Micro Cap | 20.3% |