See what your fund actually adds

FT Vest International Equity Buffer ETF - September YSEP

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

YSEP compared with its replication portfolio
MeasureYSEPReplication
Annualized growth7.0%6.6%
Annualized volatility11.5%11.5%
Sharpe ratio0.650.61
Maximum drawdown22.4%23.3%
Replication fit (R²)0.92 · Tracking error 3.3%

Replication portfolio

The published portfolio below is the investable basket used to model YSEP’s historical return behavior.

YSEP replication basket weights
TickerBuilding blockWeight
EFVIntl · Value29.7%
EFGIntl · Growth28.7%
SPHYFI · High Yield27.2%
EMLCFI · EM Local Currency14.4%