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: 15/10/2026
Current price: $45.62
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
1.20%
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
2.18%
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
4.08%
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
8.14%
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
19.65%
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
36.00%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.031%
Best day
1.063%
Worst day
-0.737%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $45.53 | $45.65 | $45.52 | $45.62 | 9,900 |
| 14/10/2026 | $45.82 | $45.82 | $45.53 | $45.54 | 5,500 |
| 13/10/2026 | $45.72 | $45.73 | $45.69 | $45.73 | 4,000 |
| 12/10/2026 | $45.70 | $45.72 | $45.68 | $45.72 | 1,500 |
| 09/10/2026 | $45.68 | $45.72 | $45.66 | $45.72 | 3,100 |
| 08/10/2026 | $45.65 | $45.65 | $45.57 | $45.60 | 700 |
| 07/10/2026 | $45.58 | $45.71 | $45.58 | $45.67 | 2,800 |
| 06/10/2026 | $45.72 | $45.75 | $45.65 | $45.65 | 2,800 |
| 05/10/2026 | $45.50 | $45.64 | $45.50 | $45.60 | 2,700 |
| 02/10/2026 | $45.44 | $45.49 | $45.43 | $45.49 | 1,200 |