FT VEST U.S. EQUITY ENHANCE & MODERATE BUFFER ETF - DECEMBER
Symbol: XDEC
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 17/12/2021
Latest date: 11/06/2026
Current price: $42.53
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
0.43%
Ann. -15.66% (Sharpe / Sortino numerator)
Volatility
9.88%
Sharpe ratio
-1.952
VaR 95%
-0.83%
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.
Period total return
4.12%
Ann. -4.02% (Sharpe / Sortino numerator)
Volatility
7.31%
Sharpe ratio
-1.046
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
4.32%
Ann. 1.92% (Sharpe / Sortino numerator)
Volatility
5.60%
Sharpe ratio
-0.305
VaR 95%
-0.64%
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
11.19%
Ann. 9.45% (Sharpe / Sortino numerator)
Volatility
9.59%
Sharpe ratio
0.607
VaR 95%
-0.66%
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
18.55%
Ann. 7.37% (Sharpe / Sortino numerator)
Volatility
7.66%
Sharpe ratio
0.488
VaR 95%
-0.62%
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
31.65%
Ann. 9.13% (Sharpe / Sortino numerator)
Volatility
6.69%
Sharpe ratio
0.822
VaR 95%
-0.56%
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.
Average daily return
0.043%
Best day
1.595%
Worst day
-1.001%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 11/06/2026 | $42.37 | $42.53 | $42.31 | $42.53 | 3,900 |
| 10/06/2026 | $42.37 | $42.48 | $42.27 | $42.33 | 10,500 |
| 09/06/2026 | $42.71 | $42.71 | $42.30 | $42.49 | 4,200 |
| 08/06/2026 | $42.59 | $42.66 | $42.53 | $42.58 | 4,500 |
| 05/06/2026 | $42.66 | $42.69 | $42.47 | $42.51 | 2,600 |
| 04/06/2026 | $42.73 | $42.77 | $42.71 | $42.74 | 4,100 |
| 03/06/2026 | $42.68 | $42.80 | $42.68 | $42.73 | 2,300 |
| 02/06/2026 | $42.68 | $42.81 | $42.68 | $42.81 | 2,500 |
| 01/06/2026 | $42.75 | $42.81 | $42.71 | $42.77 | 4,300 |
| 29/05/2026 | $42.71 | $42.78 | $42.70 | $42.76 | 11,000 |