FT VEST U.S. EQUITY BUFFER & PREMIUM INCOME ETF - DECEMBER
Symbol: XIDE
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 15/12/2023
Latest date: 15/10/2026
Current price: $30.32
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
0.52%
Ann. -12.62% (Sharpe / Sortino numerator)
Volatility
7.33%
Sharpe ratio
-2.217
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
1.54%
Ann. -5.26% (Sharpe / Sortino numerator)
Volatility
4.96%
Sharpe ratio
-1.793
VaR 95%
-0.58%
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
3.72%
Ann. 0.10% (Sharpe / Sortino numerator)
Volatility
3.62%
Sharpe ratio
-0.976
VaR 95%
-0.44%
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
6.58%
Ann. 4.72% (Sharpe / Sortino numerator)
Volatility
7.38%
Sharpe ratio
0.148
VaR 95%
-0.48%
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
13.29%
Ann. 5.06% (Sharpe / Sortino numerator)
Volatility
5.58%
Sharpe ratio
0.256
VaR 95%
-0.36%
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
19.77%
Ann. 6.18% (Sharpe / Sortino numerator)
Volatility
5.23%
Sharpe ratio
0.494
VaR 95%
-0.31%
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
0.026%
Best day
1.214%
Worst day
-0.626%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $30.28 | $30.32 | $30.28 | $30.32 | 300 |
| 14/10/2026 | $30.36 | $30.36 | $30.29 | $30.32 | 800 |
| 13/10/2026 | $30.36 | $30.36 | $30.29 | $30.32 | 1,000 |
| 12/10/2026 | $30.32 | $30.32 | $30.32 | $30.32 | 100 |
| 09/10/2026 | $30.34 | $30.34 | $30.28 | $30.32 | 800 |
| 08/10/2026 | $30.30 | $30.30 | $30.27 | $30.27 | 1,100 |
| 07/10/2026 | $30.27 | $30.30 | $30.27 | $30.30 | 1,200 |
| 06/10/2026 | $30.27 | $30.27 | $30.27 | $30.27 | 600 |
| 05/10/2026 | $30.29 | $30.29 | $30.29 | $30.29 | 200 |
| 02/10/2026 | $30.27 | $30.27 | $30.25 | $30.27 | 53,400 |