Summary
XAUG
Prices · period metrics · 12M
NAV as of 11/06/2026
02/04/2025 → 02/04/2026
Return 9.92% Volatility 9.21% Sharpe 0.58
Official loaded data — not a live quote.

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

Symbol: XAUG

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 18/08/2023

Latest date: 11/06/2026

Current price: $38.86

Expense ratio: 0.85%

Assets under management
$51.6M
0.36% 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

0.48%

Ann. -10.15% (Sharpe / Sortino numerator)

Volatility

8.86%

Sharpe ratio

-1.555

VaR 95%

-0.80%

CVaR 95%: -0.86%
Max drawdown: -2.86%
Sortino ratio: -2.627
Calmar ratio: -3.54

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

3.64%

Ann. -1.38% (Sharpe / Sortino numerator)

Volatility

6.23%

Sharpe ratio

-0.804

VaR 95%

-0.75%

CVaR 95%: -0.81%
Max drawdown: -3.11%
Sortino ratio: -1.113
Calmar ratio: -0.44

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

4.27%

Ann. 2.95% (Sharpe / Sortino numerator)

Volatility

5.52%

Sharpe ratio

-0.123

VaR 95%

-0.68%

CVaR 95%: -0.80%
Max drawdown: -3.11%
Sortino ratio: -0.166
Calmar ratio: 0.95

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

9.92%

Ann. 9.00% (Sharpe / Sortino numerator)

Volatility

9.21%

Sharpe ratio

0.583

VaR 95%

-0.67%

CVaR 95%: -1.35%
Max drawdown: -4.73%
Sortino ratio: 0.642
Calmar ratio: 1.90

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

18.67%

Ann. 7.56% (Sharpe / Sortino numerator)

Volatility

7.14%

Sharpe ratio

0.550

VaR 95%

-0.53%

CVaR 95%: -1.03%
Max drawdown: -8.70%
Sortino ratio: 0.591
Calmar ratio: 0.87

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

30.36%

Ann. 10.08% (Sharpe / Sortino numerator)

Volatility

6.64%

Sharpe ratio

0.977

VaR 95%

-0.51%

CVaR 95%: -0.94%
Max drawdown: -8.70%
Sortino ratio: 1.074
Calmar ratio: 1.16

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

0.038%

Best day

1.385%

31/03/2026
Worst day

-0.975%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
11/06/2026 $38.72 $38.86 $38.72 $38.86 1,900
10/06/2026 $38.79 $38.84 $38.71 $38.74 1,700
09/06/2026 $38.88 $38.88 $38.70 $38.82 800
08/06/2026 $38.85 $38.88 $38.84 $38.87 5,600
05/06/2026 $38.89 $38.94 $38.83 $38.83 2,000
04/06/2026 $38.97 $38.97 $38.97 $38.97 100
03/06/2026 $38.89 $38.93 $38.88 $38.93 4,800
02/06/2026 $38.91 $38.99 $38.91 $38.94 1,000
01/06/2026 $38.94 $38.94 $38.90 $38.94 1,400
29/05/2026 $38.81 $38.94 $38.81 $38.91 4,500