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: 17/06/2026
Current price: $42.50
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
0.41%
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
5.17%
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
6.97%
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
12.47%
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
23.10%
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
35.83%
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: 17/06/2025 - 17/06/2026.
Average daily return
0.047%
Best day
1.2%
Worst day
-0.744%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/06/2026 | $42.62 | $42.65 | $42.48 | $42.50 | 16,300 |
| 16/06/2026 | $42.65 | $42.68 | $42.65 | $42.68 | 2,500 |
| 15/06/2026 | $42.66 | $42.67 | $42.65 | $42.67 | 700 |
| 12/06/2026 | $42.46 | $42.53 | $42.46 | $42.52 | 4,600 |
| 11/06/2026 | $42.28 | $42.47 | $42.25 | $42.46 | 1,800 |
| 10/06/2026 | $42.27 | $42.30 | $42.24 | $42.28 | 3,000 |
| 09/06/2026 | $42.46 | $42.46 | $42.27 | $42.40 | 2,100 |
| 08/06/2026 | $42.50 | $42.50 | $42.44 | $42.44 | 2,400 |
| 05/06/2026 | $42.52 | $42.52 | $42.36 | $42.40 | 2,100 |
| 04/06/2026 | $42.57 | $42.63 | $42.55 | $42.63 | 1,000 |