Summary
XIJN
Prices · period metrics · 12M
NAV as of 11/06/2026
02/04/2025 → 02/04/2026
Return 7.40% Volatility 5.65% Sharpe 0.40
Official loaded data — not a live quote.

FT VEST U.S. EQUITY BUFFER & PREMIUM INCOME ETF - JUNE

Symbol: XIJN

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 21/06/2024

Latest date: 11/06/2026

Current price: $30.71

Expense ratio: 0.85%

Assets under management
$51.7M
0.00% daily change

Period performance

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

Adjusted return
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Performance metrics

Period total return

0.45%

Ann. -2.82% (Sharpe / Sortino numerator)

Volatility

3.06%

Sharpe ratio

-2.111

VaR 95%

-0.24%

CVaR 95%: -0.35%
Max drawdown: -0.84%
Sortino ratio: -3.355
Calmar ratio: -3.38

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

1.93%

Ann. -1.01% (Sharpe / Sortino numerator)

Volatility

2.25%

Sharpe ratio

-2.065

VaR 95%

-0.21%

CVaR 95%: -0.32%
Max drawdown: -1.43%
Sortino ratio: -2.775
Calmar ratio: -0.71

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

2.89%

Ann. 2.47% (Sharpe / Sortino numerator)

Volatility

2.20%

Sharpe ratio

-0.525

VaR 95%

-0.21%

CVaR 95%: -0.31%
Max drawdown: -1.43%
Sortino ratio: -0.724
Calmar ratio: 1.73

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

7.40%

Ann. 5.88% (Sharpe / Sortino numerator)

Volatility

5.65%

Sharpe ratio

0.399

VaR 95%

-0.23%

CVaR 95%: -0.73%
Max drawdown: -3.75%
Sortino ratio: 0.422
Calmar ratio: 1.57

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

11.82%

Ann. 6.32% (Sharpe / Sortino numerator)

Volatility

4.61%

Sharpe ratio

0.593

VaR 95%

-0.21%

CVaR 95%: -0.60%
Max drawdown: -4.65%
Sortino ratio: 0.626
Calmar ratio: 1.36

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.

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

0.029%

Best day

0.637%

08/04/2026
Worst day

-0.382%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
11/06/2026 $30.71 $30.75 $30.71 $30.71 2,900
10/06/2026 $30.68 $30.74 $30.68 $30.70 4,400
09/06/2026 $30.70 $30.72 $30.70 $30.70 1,200
08/06/2026 $30.70 $30.70 $30.66 $30.70 2,900
05/06/2026 $30.70 $30.71 $30.68 $30.71 500
04/06/2026 $30.69 $30.73 $30.65 $30.69 9,700
03/06/2026 $30.69 $30.72 $30.68 $30.69 2,200
02/06/2026 $30.73 $30.73 $30.64 $30.68 4,200
01/06/2026 $30.72 $30.72 $30.68 $30.68 1,900
29/05/2026 $30.86 $30.86 $30.82 $30.86 2,900