FT VEST U.S. EQUITY ENHANCE & MODERATE BUFFER ETF - FEBRUARY
Symbol: XFEB
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 16/02/2024
Latest date: 15/10/2026
Current price: $38.41
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
1.00%
Ann. -15.61% (Sharpe / Sortino numerator)
Volatility
10.06%
Sharpe ratio
-1.913
VaR 95%
-0.88%
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
2.18%
Ann. -3.56% (Sharpe / Sortino numerator)
Volatility
6.46%
Sharpe ratio
-1.112
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
5.39%
Ann. 2.55% (Sharpe / Sortino numerator)
Volatility
5.08%
Sharpe ratio
-0.212
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
9.91%
Ann. 9.32% (Sharpe / Sortino numerator)
Volatility
9.33%
Sharpe ratio
0.611
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
19.36%
Ann. 7.89% (Sharpe / Sortino numerator)
Volatility
7.40%
Sharpe ratio
0.575
VaR 95%
-0.60%
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
28.38%
Ann. 9.81% (Sharpe / Sortino numerator)
Volatility
7.05%
Sharpe ratio
0.875
VaR 95%
-0.55%
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
1.66%
Worst day
-1.007%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $38.41 | $38.45 | $38.35 | $38.41 | 4,100 |
| 14/10/2026 | $38.37 | $38.42 | $38.31 | $38.35 | 2,600 |
| 13/10/2026 | $38.48 | $38.48 | $38.45 | $38.45 | 800 |
| 12/10/2026 | $38.48 | $38.48 | $38.41 | $38.45 | 1,200 |
| 09/10/2026 | $38.38 | $38.46 | $38.37 | $38.42 | 5,500 |
| 08/10/2026 | $38.39 | $38.39 | $38.35 | $38.36 | 5,100 |
| 07/10/2026 | $38.41 | $38.42 | $38.38 | $38.40 | 4,200 |
| 06/10/2026 | $38.43 | $38.44 | $38.41 | $38.41 | 1,100 |
| 05/10/2026 | $38.36 | $38.38 | $38.32 | $38.37 | 1,600 |
| 02/10/2026 | $38.30 | $38.33 | $38.30 | $38.30 | 1,300 |