Summary
XAPR
Prices · period metrics · 12M
NAV as of 11/06/2026
02/04/2025 → 02/04/2026
Return 7.83% Volatility 8.10% Sharpe 1.06
Official loaded data — not a live quote.

FT VEST U.S. EQUITY ENHANCE & MODERATE BUFFER ETF - APRIL

Symbol: XAPR

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 19/04/2024

Latest date: 11/06/2026

Current price: $37.48

Expense ratio: 0.85%

Assets under management
$31.1M
0.64% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

0.32%

Ann. 5.66% (Sharpe / Sortino numerator)

Volatility

1.62%

Sharpe ratio

1.253

VaR 95%

-0.13%

CVaR 95%: -0.15%
Max drawdown: -0.22%
Sortino ratio: 2.482
Calmar ratio: 25.99

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

2.07%

Ann. 4.88% (Sharpe / Sortino numerator)

Volatility

1.38%

Sharpe ratio

0.909

VaR 95%

-0.13%

CVaR 95%: -0.16%
Max drawdown: -0.22%
Sortino ratio: 1.514
Calmar ratio: 22.40

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

3.22%

Ann. 5.82% (Sharpe / Sortino numerator)

Volatility

1.70%

Sharpe ratio

1.283

VaR 95%

-0.14%

CVaR 95%: -0.21%
Max drawdown: -0.66%
Sortino ratio: 1.956
Calmar ratio: 8.82

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

7.83%

Ann. 12.23% (Sharpe / Sortino numerator)

Volatility

8.10%

Sharpe ratio

1.062

VaR 95%

-0.23%

CVaR 95%: -0.97%
Max drawdown: -4.85%
Sortino ratio: 1.157
Calmar ratio: 2.52

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

21.45%

Ann. 11.31% (Sharpe / Sortino numerator)

Volatility

6.30%

Sharpe ratio

1.227

VaR 95%

-0.31%

CVaR 95%: -0.78%
Max drawdown: -6.18%
Sortino ratio: 1.344
Calmar ratio: 1.83

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 11/06/2025 - 11/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.03%

Best day

0.593%

11/06/2026
Worst day

-0.684%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
11/06/2026 $37.24 $37.51 $37.23 $37.48 5,600
10/06/2026 $37.40 $37.40 $37.24 $37.26 6,300
09/06/2026 $37.56 $37.56 $37.30 $37.43 3,400
08/06/2026 $37.58 $37.58 $37.49 $37.49 5,800
05/06/2026 $37.59 $37.59 $37.37 $37.46 4,200
04/06/2026 $37.74 $37.74 $37.72 $37.72 1,900
03/06/2026 $37.68 $37.68 $37.67 $37.68 3,400
02/06/2026 $37.71 $37.74 $37.71 $37.74 900
01/06/2026 $37.66 $37.73 $37.66 $37.73 1,100
29/05/2026 $37.68 $37.74 $37.68 $37.74 5,900