FT Cboe Vest U.S. Equity Moderate Buffer ETF… (GJUL) Performance

Cboe BZX: GJULTotal returns, calendar years, drawdowns and risk since 2023.

GJUL total return

Distributions reinvested · as of Oct 23, 2026
YTD
+7.7%
since Dec 31, 2025
1 year
+9.4%
total return
3 years
+14.5%
a year
Since first price
+11.9%
a year since 2023

GJUL trailing returns vs SPY, QQQ, AGG

GJUL trailing returns
PeriodGJUL total returnPrice onlyS&P 500 (SPY)Nasdaq-100 (QQQ)U.S. bonds (AGG)
1 month−0.1%−0.1%−1.0%−5.0%+0.9%
3 months+2.4%+2.4%+3.2%+1.9%−0.4%
6 months+5.0%+5.0%+7.8%+8.4%−1.5%
YTD+7.7%+7.7%+12.3%+15.1%−1.0%
1 year+9.4%+9.4%+14.4%+15.9%−1.1%
3 years+50.1%+14.5%/yr+50.1%+87.4%+23.3%/yr+101.4%+26.3%/yr+16.6%+5.2%/yr
Since inceptionJul 24, 2023+44.1%+11.9%/yr+44.1%———

Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.

Growth of $10,000: GJUL vs SPY

GJULS&P 500 (SPY)

From Jul 24, 2023: GJUL grew to $14,415, SPY to $17,411.

Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.

GJUL returns by calendar year

GJULSPY

2 of 2 full years positive. Best 2024 (+14.3%), worst 2025 (+12.7%). 2026 is year to date.

GJUL annual returns table

GJUL calendar-year returns
YearGJULLargest dropSPYQQQAGG
2026YTD+7.7%−3.8%+12.3%+15.1%−1.0%
2025+12.7%−10.7%+17.7%+20.8%+7.2%
2024+14.3%−3.4%+24.9%+25.6%+1.3%

Largest drop = deepest fall from a high within that calendar year.

Calendar-year return vs largest drop within the year

Calendar-year returnLargest drop within the year

Most years include a sizable fall at some point even when the year ends higher.

GJUL largest drawdowns

Now 1.1% below the high
GJUL largest drawdowns
PeakDeclineBottomRecoveredFallUnderwater
Feb 19, 2025−10.7%Apr 8, 2025Jun 6, 202548 days4 months

Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.

GJUL risk statistics

GJUL risk statistics
Statistic3 yearsSince 2023
Annualized return+14.2%+12.2%
Volatility (annualized)6.1%6.4%
Sharpe ratio1.511.15
Sortino ratio3.252.20
Best month+5.3%+5.3%
Worst month−2.9%−2.9%
Best 12 months+21.2%+21.2%
Worst 12 months+6.1%+6.1%
Positive months75%71%
Beta vs S&P 5000.47—
Correlation with S&P 5000.96—

From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.

GJUL rolling returns

GJUL rolling returns
Holding periodPeriodsWorstMedianBestPositive
1-year28+6.1%+12.4%+21.2%100%
3-year (a year)4+12.3%+13.6%+14.5%100%

Every holding period starting at a month-end since 2023. Returns for 3 years and longer are annualized.

GJUL performance overview

FT Cboe Vest U.S. Equity Moderate Buffer ETF… (GJUL) returned +9.4% over the past year, with distributions reinvested. Since its first recorded price in 2023 it has returned +11.9% a year, turning $10,000 into about $14,415. Over the same year S&P 500 (SPY) returned +14.4%.

The deepest decline was −10.7%, from Feb 19, 2025 to Apr 8, 2025, and it took 59 days to get back to the old high. Volatility has been 6.4% a year.

Related: GJUL chart. See the GJUL overview for the latest quote and fund facts.

GJUL performance FAQ

What is the GJUL return over the past year?

GJUL returned +9.4% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 9.4%.

How much would $10,000 invested in GJUL be worth?

$10,000 invested in GJUL at its first recorded close on July 24, 2023 would be worth about $14,415 on October 23, 2026 with distributions reinvested.

What was the worst year for GJUL?

The worst calendar year was 2025, with a total return of +12.7%. The best was 2024 at +14.3%.

What is the biggest drawdown of GJUL?

The largest peak-to-trough decline was −10.7% between February 19, 2025 and April 8, 2025. It recovered to the old high on June 6, 2025, 59 days after the bottom.

How volatile is GJUL?

Over the past 3 years GJUL had an annualized volatility of 6.1% and a Sharpe ratio of 1.51 (excess return over 1–3 month T-bills per unit of risk).