Full-foot fins are indeed considered by freedivers to be more efficient than open-heel ones. Closed-heel fins with foot pockets that are a little large for the wearer can be secured with the use of fin grips, a clever French invention from the early 1960s:

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There is a full-foot version of the jet fin called the Süper Jet, manufactured by the Turkish diving equipment company Free Sub:

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Like the original Beuchat Jet Fin of the early 1960s, it comes with a heel strap as well as a closed heel, enabling a more secure fit.