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: 17/06/2026
Current price: $40.62
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
0.71%
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
3.64%
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
4.85%
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
10.54%
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
20.22%
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
31.75%
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: 17/06/2025 - 17/06/2026.
Average daily return
0.04%
Best day
1.329%
Worst day
-0.879%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/06/2026 | $40.60 | $40.63 | $40.54 | $40.62 | 500 |
| 16/06/2026 | $40.60 | $40.65 | $40.59 | $40.65 | 3,100 |
| 15/06/2026 | $40.70 | $40.70 | $40.59 | $40.63 | 2,300 |
| 12/06/2026 | $40.55 | $40.59 | $40.53 | $40.58 | 5,600 |
| 11/06/2026 | $40.46 | $40.56 | $40.46 | $40.56 | 2,500 |
| 10/06/2026 | $40.50 | $40.53 | $40.48 | $40.48 | 1,600 |
| 09/06/2026 | $40.52 | $40.52 | $40.48 | $40.51 | 600 |
| 08/06/2026 | $40.51 | $40.54 | $40.51 | $40.54 | 700 |
| 05/06/2026 | $40.62 | $40.62 | $40.46 | $40.49 | 2,000 |
| 04/06/2026 | $40.51 | $40.56 | $40.51 | $40.56 | 300 |