(DFEB) FT Cboe Vest U.S. Equity - Overview
Etf: ETF, FLEX Options, S&P 500, Hedging, Buffer
| Risk 5d forecast | |
|---|---|
| Volatility | 7.03% |
| Relative Tail Risk | 0.42% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.73 |
| Alpha | 2.19 |
| Character TTM | |
|---|---|
| Beta | 0.419 |
| Beta Downside | 0.435 |
| Drawdowns 3y | |
|---|---|
| Max DD | 8.33% |
| CAGR/Max DD | 1.52 |
Description: DFEB FT Cboe Vest U.S. Equity December 30, 2025
DFEB is a U.S.-based Defined-Outcome ETF that seeks to deliver the performance of the SPDR S&P 500 ETF while limiting downside risk through a “deep buffer” structure. In normal markets the fund allocates the bulk of its capital to customized FLEX Options on the S&P 500 ETF, allowing it to set specific strike prices, expiration dates, and option styles to create a buffer against losses (typically around 15-20% of the index) while capping upside participation (often near 100% of index gains up to the buffer limit). The vehicle is non-diversified, meaning its risk profile is tightly linked to the S&P 500’s price movements.
Key data points as of the latest filing: the fund carries an expense ratio of roughly 0.35%, holds about $300 million in assets under management, and its 2023 calendar-year return was approximately +4% versus a +12% gain in the underlying S&P 500, reflecting the cost of the buffer protection. Primary drivers of performance include S&P 500 volatility (VIX levels), Federal Reserve policy on interest rates, and macro-economic indicators such as inflation and corporate earnings trends, which together influence the pricing and effectiveness of the FLEX Options used.
For a deeper quantitative breakdown, you might explore ValueRay’s analytics platform.
What is the price of DFEB shares?
Over the past week, the price has changed by -0.66%, over one month by +0.01%, over three months by +2.07% and over the past year by +10.36%.
Is DFEB a buy, sell or hold?
What are the forecasts/targets for the DFEB price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 52.9 | 10.6% |
DFEB Fundamental Data Overview February 02, 2026
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 383.0m USD (383.0m + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
EV/FCF = unknown (FCF TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 383.0m)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 383.0m / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 7.46% (E(383.0m)/V(383.0m) * Re(7.46%) + (debt-free company))
Discount Rate = 7.46% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 7.95%
Fair Price DCF = unknown (Cash Flow 0.0)