Summary
XFEB
Prices · period metrics · 12M
NAV as of 11/06/2026
02/04/2025 → 02/04/2026
Return 11.09% Volatility 9.33% Sharpe 0.61
Official loaded data — not a live quote.

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: 11/06/2026

Current price: $37.14

Expense ratio: 0.85%

Assets under management
$30.8M
0.57% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

0.38%

Ann. -15.61% (Sharpe / Sortino numerator)

Volatility

10.06%

Sharpe ratio

-1.913

VaR 95%

-0.88%

CVaR 95%: -0.96%
Max drawdown: -3.68%
Sortino ratio: -3.774
Calmar ratio: -4.24

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

3.98%

Ann. -3.56% (Sharpe / Sortino numerator)

Volatility

6.46%

Sharpe ratio

-1.112

VaR 95%

-0.75%

CVaR 95%: -0.85%
Max drawdown: -4.12%
Sortino ratio: -1.454
Calmar ratio: -0.86

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

4.48%

Ann. 2.55% (Sharpe / Sortino numerator)

Volatility

5.08%

Sharpe ratio

-0.212

VaR 95%

-0.67%

CVaR 95%: -0.80%
Max drawdown: -4.12%
Sortino ratio: -0.258
Calmar ratio: 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

11.09%

Ann. 9.32% (Sharpe / Sortino numerator)

Volatility

9.33%

Sharpe ratio

0.611

VaR 95%

-0.66%

CVaR 95%: -1.39%
Max drawdown: -4.69%
Sortino ratio: 0.627
Calmar ratio: 1.99

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

19.31%

Ann. 7.89% (Sharpe / Sortino numerator)

Volatility

7.40%

Sharpe ratio

0.575

VaR 95%

-0.60%

CVaR 95%: -1.10%
Max drawdown: -9.07%
Sortino ratio: 0.600
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.

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

0.042%

Best day

1.66%

31/03/2026
Worst day

-1.007%

26/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
11/06/2026 $36.93 $37.14 $36.93 $37.14 800
10/06/2026 $37.06 $37.06 $36.95 $36.95 700
09/06/2026 $37.05 $37.11 $37.05 $37.11 400
08/06/2026 $37.15 $37.15 $37.15 $37.15 200
05/06/2026 $37.15 $37.15 $37.12 $37.12 600
04/06/2026 $37.35 $37.35 $37.35 $37.35 100
03/06/2026 $37.28 $37.30 $37.28 $37.30 700
02/06/2026 $37.35 $37.35 $37.34 $37.34 1,200
01/06/2026 $37.30 $37.34 $37.30 $37.34 3,000
29/05/2026 $37.32 $37.33 $37.31 $37.33 400