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: 15/10/2026
Current price: $44.02
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
0.96%
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
2.15%
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
5.54%
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
9.78%
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
19.44%
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
32.59%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.038%
Best day
1.595%
Worst day
-1.001%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $43.97 | $44.02 | $43.97 | $44.02 | 1,100 |
| 14/10/2026 | $44.14 | $44.14 | $43.96 | $43.98 | 4,100 |
| 13/10/2026 | $44.11 | $44.11 | $44.00 | $44.06 | 5,200 |
| 12/10/2026 | $44.10 | $44.10 | $43.99 | $44.00 | 1,900 |
| 09/10/2026 | $43.98 | $44.09 | $43.97 | $44.00 | 9,000 |
| 08/10/2026 | $43.99 | $43.99 | $43.94 | $43.94 | 7,000 |
| 07/10/2026 | $44.01 | $44.05 | $43.92 | $44.02 | 11,400 |
| 06/10/2026 | $43.95 | $44.05 | $43.95 | $44.02 | 2,500 |
| 05/10/2026 | $43.94 | $43.98 | $43.90 | $43.95 | 2,700 |
| 02/10/2026 | $43.83 | $43.94 | $43.83 | $43.90 | 2,600 |