FT VEST U.S. EQUITY ENHANCE & MODERATE BUFFER ETF - MARCH
Symbol: XMAR
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 17/03/2023
Latest date: 15/10/2026
Current price: $43.74
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
0.78%
Ann. 14.37% (Sharpe / Sortino numerator)
Volatility
6.01%
Sharpe ratio
1.786
VaR 95%
-0.68%
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
1.96%
Ann. 8.77% (Sharpe / Sortino numerator)
Volatility
3.79%
Sharpe ratio
1.357
VaR 95%
-0.17%
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
4.75%
Ann. 8.12% (Sharpe / Sortino numerator)
Volatility
3.11%
Sharpe ratio
1.442
VaR 95%
-0.22%
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
11.61%
Ann. 10.46% (Sharpe / Sortino numerator)
Volatility
7.85%
Sharpe ratio
0.870
VaR 95%
-0.34%
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
22.88%
Ann. 10.35% (Sharpe / Sortino numerator)
Volatility
6.47%
Sharpe ratio
1.039
VaR 95%
-0.46%
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
37.31%
Ann. 10.43% (Sharpe / Sortino numerator)
Volatility
5.62%
Sharpe ratio
1.210
VaR 95%
-0.40%
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
0.044%
Best day
1.2%
Worst day
-0.744%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $43.70 | $43.74 | $43.70 | $43.74 | 8,400 |
| 14/10/2026 | $43.78 | $43.78 | $43.70 | $43.72 | 2,000 |
| 13/10/2026 | $43.78 | $43.80 | $43.78 | $43.80 | 900 |
| 12/10/2026 | $43.77 | $43.81 | $43.76 | $43.81 | 1,400 |
| 09/10/2026 | $43.75 | $43.81 | $43.75 | $43.81 | 6,300 |
| 08/10/2026 | $43.71 | $43.76 | $43.67 | $43.75 | 9,400 |
| 07/10/2026 | $43.74 | $43.78 | $43.71 | $43.78 | 5,600 |
| 06/10/2026 | $43.78 | $43.79 | $43.72 | $43.78 | 5,200 |
| 05/10/2026 | $43.73 | $43.75 | $43.68 | $43.75 | 2,000 |
| 02/10/2026 | $43.61 | $43.69 | $43.61 | $43.69 | 6,300 |