FT VEST U.S. EQUITY ENHANCE & MODERATE BUFFER ETF - JULY
Symbol: XJUL
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 21/07/2023
Latest date: 15/10/2026
Current price: $41.93
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
1.17%
Ann. -8.53% (Sharpe / Sortino numerator)
Volatility
8.15%
Sharpe ratio
-1.491
VaR 95%
-0.75%
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
2.77%
Ann. -0.44% (Sharpe / Sortino numerator)
Volatility
5.81%
Sharpe ratio
-0.700
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
5.10%
Ann. 3.42% (Sharpe / Sortino numerator)
Volatility
5.09%
Sharpe ratio
-0.040
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
9.54%
Ann. 10.01% (Sharpe / Sortino numerator)
Volatility
9.51%
Sharpe ratio
0.670
VaR 95%
-0.59%
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
19.80%
Ann. 8.49% (Sharpe / Sortino numerator)
Volatility
7.67%
Sharpe ratio
0.633
VaR 95%
-0.59%
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
37.30%
Ann. 10.10% (Sharpe / Sortino numerator)
Volatility
7.11%
Sharpe ratio
0.915
VaR 95%
-0.59%
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
0.037%
Best day
1.329%
Worst day
-0.838%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $41.93 | $41.93 | $41.93 | $41.93 | 100 |
| 14/10/2026 | $41.85 | $41.85 | $41.85 | $41.85 | 100 |
| 13/10/2026 | $42.03 | $42.06 | $41.98 | $42.02 | 2,600 |
| 12/10/2026 | $41.99 | $42.02 | $41.99 | $42.02 | 1,700 |
| 09/10/2026 | $41.96 | $42.03 | $41.96 | $42.03 | 2,300 |
| 08/10/2026 | $41.90 | $41.93 | $41.87 | $41.87 | 1,200 |
| 07/10/2026 | $41.89 | $41.94 | $41.88 | $41.94 | 800 |
| 06/10/2026 | $41.98 | $42.01 | $41.98 | $42.01 | 1,400 |
| 05/10/2026 | $41.75 | $41.90 | $41.75 | $41.90 | 2,800 |
| 02/10/2026 | $41.78 | $41.81 | $41.78 | $41.81 | 700 |