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: 15/10/2026
Current price: $30.39
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
0.66%
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
1.49%
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
3.33%
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
6.91%
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
13.21%
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
21.74%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.027%
Best day
1.178%
Worst day
-0.54%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $30.38 | $30.40 | $30.38 | $30.39 | 1,600 |
| 14/10/2026 | $30.37 | $30.39 | $30.34 | $30.35 | 11,200 |
| 13/10/2026 | $30.45 | $30.45 | $30.42 | $30.42 | 9,500 |
| 12/10/2026 | $30.42 | $30.45 | $30.42 | $30.42 | 6,100 |
| 09/10/2026 | $30.47 | $30.47 | $30.41 | $30.41 | 9,900 |
| 08/10/2026 | $30.38 | $30.41 | $30.34 | $30.36 | 1,400 |
| 07/10/2026 | $30.40 | $30.40 | $30.36 | $30.36 | 1,000 |
| 06/10/2026 | $30.38 | $30.42 | $30.37 | $30.40 | 3,200 |
| 05/10/2026 | $30.35 | $30.36 | $30.33 | $30.33 | 2,400 |
| 02/10/2026 | $30.37 | $30.37 | $30.29 | $30.29 | 4,600 |