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: 15/10/2026
Current price: $39.90
Expense ratio: 0.85%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
1.20%
Ann. -10.15% (Sharpe / Sortino numerator)
Volatility
8.86%
Sharpe ratio
-1.555
VaR 95%
-0.80%
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
1.64%
Ann. -1.38% (Sharpe / Sortino numerator)
Volatility
6.23%
Sharpe ratio
-0.804
VaR 95%
-0.75%
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
4.45%
Ann. 2.95% (Sharpe / Sortino numerator)
Volatility
5.52%
Sharpe ratio
-0.123
VaR 95%
-0.68%
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
8.80%
Ann. 9.00% (Sharpe / Sortino numerator)
Volatility
9.21%
Sharpe ratio
0.583
VaR 95%
-0.67%
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
18.17%
Ann. 7.56% (Sharpe / Sortino numerator)
Volatility
7.14%
Sharpe ratio
0.550
VaR 95%
-0.53%
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
33.11%
Ann. 10.08% (Sharpe / Sortino numerator)
Volatility
6.64%
Sharpe ratio
0.977
VaR 95%
-0.51%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.034%
Best day
1.385%
Worst day
-0.914%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $39.82 | $39.90 | $39.82 | $39.90 | 600 |
| 14/10/2026 | $39.82 | $39.82 | $39.81 | $39.81 | 800 |
| 13/10/2026 | $40.00 | $40.02 | $39.94 | $39.99 | 5,400 |
| 12/10/2026 | $40.03 | $40.03 | $39.97 | $39.97 | 400 |
| 09/10/2026 | $39.95 | $39.97 | $39.95 | $39.97 | 500 |
| 08/10/2026 | $39.94 | $39.94 | $39.85 | $39.88 | 1,000 |
| 07/10/2026 | $39.95 | $39.96 | $39.91 | $39.91 | 600 |
| 06/10/2026 | $40.00 | $40.00 | $39.93 | $39.93 | 500 |
| 05/10/2026 | $39.80 | $39.91 | $39.80 | $39.88 | 600 |
| 02/10/2026 | $39.69 | $39.85 | $39.69 | $39.77 | 1,600 |