FT VEST U.S. EQUITY ENHANCE & MODERATE BUFFER ETF - NOVEMBER
Symbol: XNOV
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 17/11/2023
Latest date: 15/10/2026
Current price: $40.62
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
0.85%
Ann. 19.73% (Sharpe / Sortino numerator)
Volatility
2.53%
Sharpe ratio
6.359
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
2.05%
Ann. 14.76% (Sharpe / Sortino numerator)
Volatility
6.54%
Sharpe ratio
1.700
VaR 95%
-0.67%
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
5.25%
Ann. 10.10% (Sharpe / Sortino numerator)
Volatility
5.47%
Sharpe ratio
1.184
VaR 95%
-0.64%
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
10.78%
Ann. 13.72% (Sharpe / Sortino numerator)
Volatility
4.40%
Sharpe ratio
2.293
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
20.56%
Ann. 9.47% (Sharpe / Sortino numerator)
Volatility
7.67%
Sharpe ratio
0.756
VaR 95%
-0.58%
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
32.05%
Ann. 10.27% (Sharpe / Sortino numerator)
Volatility
6.80%
Sharpe ratio
0.970
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.
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
0.041%
Best day
1.438%
Worst day
-0.922%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $40.58 | $40.62 | $40.58 | $40.62 | 800 |
| 14/10/2026 | $40.77 | $40.77 | $40.55 | $40.59 | 1,700 |
| 13/10/2026 | $40.59 | $40.63 | $40.59 | $40.63 | 2,100 |
| 12/10/2026 | $40.58 | $40.64 | $40.58 | $40.63 | 2,100 |
| 09/10/2026 | $40.63 | $40.63 | $40.57 | $40.62 | 2,800 |
| 08/10/2026 | $40.55 | $40.58 | $40.55 | $40.58 | 600 |
| 07/10/2026 | $40.54 | $40.59 | $40.54 | $40.59 | 500 |
| 06/10/2026 | $40.23 | $40.60 | $40.23 | $40.60 | 2,900 |
| 05/10/2026 | $40.57 | $40.63 | $40.52 | $40.57 | 1,100 |
| 02/10/2026 | $40.54 | $40.54 | $40.54 | $40.54 | 100 |