FT VEST U.S. EQUITY ENHANCE & MODERATE BUFFER ETF - JUNE
Symbol: XJUN
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 12/07/2021
Latest date: 17/06/2026
Current price: $44.34
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
0.33%
Ann. -4.17% (Sharpe / Sortino numerator)
Volatility
6.47%
Sharpe ratio
-1.205
VaR 95%
-0.60%
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
2.59%
Ann. 1.55% (Sharpe / Sortino numerator)
Volatility
4.46%
Sharpe ratio
-0.466
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
3.91%
Ann. 4.36% (Sharpe / Sortino numerator)
Volatility
3.93%
Sharpe ratio
0.186
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
9.97%
Ann. 11.47% (Sharpe / Sortino numerator)
Volatility
9.26%
Sharpe ratio
0.847
VaR 95%
-0.44%
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
20.65%
Ann. 9.22% (Sharpe / Sortino numerator)
Volatility
7.65%
Sharpe ratio
0.731
VaR 95%
-0.52%
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
33.88%
Ann. 10.34% (Sharpe / Sortino numerator)
Volatility
6.80%
Sharpe ratio
0.986
VaR 95%
-0.51%
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
0.038%
Best day
1.063%
Worst day
-0.737%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/06/2026 | $44.28 | $44.35 | $44.28 | $44.34 | 9,600 |
| 16/06/2026 | $44.30 | $44.35 | $44.30 | $44.35 | 4,700 |
| 15/06/2026 | $44.38 | $44.38 | $44.32 | $44.35 | 2,300 |
| 12/06/2026 | $44.27 | $44.39 | $44.27 | $44.34 | 9,000 |
| 11/06/2026 | $44.31 | $44.33 | $44.31 | $44.31 | 2,400 |
| 10/06/2026 | $44.36 | $44.36 | $44.26 | $44.30 | 7,400 |
| 09/06/2026 | $44.30 | $44.33 | $44.28 | $44.31 | 11,300 |
| 08/06/2026 | $44.30 | $44.30 | $44.28 | $44.30 | 800 |
| 05/06/2026 | $44.24 | $44.30 | $44.24 | $44.25 | 13,400 |
| 04/06/2026 | $44.28 | $44.28 | $44.28 | $44.28 | 900 |