FT VEST U.S. EQUITY BUFFER & PREMIUM INCOME ETF - SEPTEMBER
Symbol: XISE
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 15/09/2023
Latest date: 17/06/2026
Current price: $30.42
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
0.53%
Ann. -8.29% (Sharpe / Sortino numerator)
Volatility
6.74%
Sharpe ratio
-1.768
VaR 95%
-0.54%
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
2.64%
Ann. -2.76% (Sharpe / Sortino numerator)
Volatility
4.49%
Sharpe ratio
-1.422
VaR 95%
-0.49%
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
3.87%
Ann. 1.95% (Sharpe / Sortino numerator)
Volatility
3.96%
Sharpe ratio
-0.423
VaR 95%
-0.42%
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
6.95%
Ann. 4.75% (Sharpe / Sortino numerator)
Volatility
7.31%
Sharpe ratio
0.154
VaR 95%
-0.41%
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
10.37%
Ann. 4.91% (Sharpe / Sortino numerator)
Volatility
5.48%
Sharpe ratio
0.234
VaR 95%
-0.35%
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
17.20%
Ann. 6.18% (Sharpe / Sortino numerator)
Volatility
5.02%
Sharpe ratio
0.516
VaR 95%
-0.32%
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: 17/06/2025 - 17/06/2026.
Average daily return
0.027%
Best day
1.178%
Worst day
-0.661%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/06/2026 | $30.41 | $30.42 | $30.40 | $30.42 | 200 |
| 16/06/2026 | $30.41 | $30.44 | $30.41 | $30.44 | 600 |
| 15/06/2026 | $30.41 | $30.47 | $30.41 | $30.44 | 2,300 |
| 12/06/2026 | $30.37 | $30.39 | $30.36 | $30.39 | 800 |
| 11/06/2026 | $30.30 | $30.36 | $30.30 | $30.36 | 1,100 |
| 10/06/2026 | $30.33 | $30.33 | $30.33 | $30.33 | 100 |
| 09/06/2026 | $30.39 | $30.39 | $30.32 | $30.36 | 2,400 |
| 08/06/2026 | $30.35 | $30.39 | $30.35 | $30.37 | 2,500 |
| 05/06/2026 | $30.42 | $30.42 | $30.31 | $30.35 | 1,800 |
| 04/06/2026 | $30.42 | $30.42 | $30.39 | $30.39 | 300 |