FT VEST U.S. EQUITY ENHANCE & MODERATE BUFFER ETF - MAY
Symbol: XMAY
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 17/05/2024
Latest date: 15/10/2026
Current price: $37.12
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
1.23%
Ann. -3.22% (Sharpe / Sortino numerator)
Volatility
6.58%
Sharpe ratio
-1.041
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
2.23%
Ann. 1.86% (Sharpe / Sortino numerator)
Volatility
4.48%
Sharpe ratio
-0.394
VaR 95%
-0.48%
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
4.25%
Ann. 4.81% (Sharpe / Sortino numerator)
Volatility
3.94%
Sharpe ratio
0.299
VaR 95%
-0.43%
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
8.46%
Ann. 10.33% (Sharpe / Sortino numerator)
Volatility
9.34%
Sharpe ratio
0.717
VaR 95%
-0.48%
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
19.29%
Ann. 9.98% (Sharpe / Sortino numerator)
Volatility
7.60%
Sharpe ratio
0.840
VaR 95%
-0.50%
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
0.033%
Best day
1.038%
Worst day
-0.916%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $37.12 | $37.12 | $37.12 | $37.12 | 100 |
| 14/10/2026 | $37.09 | $37.09 | $37.04 | $37.04 | 300 |
| 13/10/2026 | $37.20 | $37.20 | $37.20 | $37.20 | 100 |
| 12/10/2026 | $37.20 | $37.20 | $37.20 | $37.20 | 100 |
| 09/10/2026 | $37.14 | $37.20 | $37.14 | $37.20 | 3,000 |
| 08/10/2026 | $37.10 | $37.10 | $37.10 | $37.10 | 100 |
| 07/10/2026 | $37.15 | $37.15 | $37.15 | $37.15 | 100 |
| 06/10/2026 | $37.08 | $37.17 | $37.08 | $37.17 | 4,100 |
| 05/10/2026 | $37.09 | $37.09 | $37.09 | $37.09 | 100 |
| 02/10/2026 | $36.95 | $37.01 | $36.95 | $37.01 | 400 |