FT VEST U.S. EQUITY ENHANCE & MODERATE BUFFER ETF - SEPTEMBER
Symbol: XSEP
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 21/09/2022
Latest date: 15/10/2026
Current price: $45.56
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. -12.60% (Sharpe / Sortino numerator)
Volatility
9.29%
Sharpe ratio
-1.746
VaR 95%
-0.93%
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
2.14%
Ann. -2.47% (Sharpe / Sortino numerator)
Volatility
6.77%
Sharpe ratio
-0.901
VaR 95%
-0.75%
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
5.41%
Ann. 2.41% (Sharpe / Sortino numerator)
Volatility
6.07%
Sharpe ratio
-0.201
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
9.84%
Ann. 8.56% (Sharpe / Sortino numerator)
Volatility
9.36%
Sharpe ratio
0.526
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
18.52%
Ann. 6.76% (Sharpe / Sortino numerator)
Volatility
7.32%
Sharpe ratio
0.427
VaR 95%
-0.57%
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
32.88%
Ann. 9.15% (Sharpe / Sortino numerator)
Volatility
6.47%
Sharpe ratio
0.853
VaR 95%
-0.54%
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
0.038%
Best day
1.483%
Worst day
-0.969%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $45.33 | $45.57 | $45.33 | $45.56 | 11,000 |
| 14/10/2026 | $45.47 | $45.47 | $45.47 | $45.47 | 300 |
| 13/10/2026 | $45.62 | $45.66 | $45.60 | $45.60 | 500 |
| 12/10/2026 | $45.71 | $45.71 | $45.62 | $45.62 | 7,800 |
| 09/10/2026 | $45.59 | $45.65 | $45.59 | $45.65 | 2,300 |
| 08/10/2026 | $45.57 | $45.57 | $45.53 | $45.53 | 1,400 |
| 07/10/2026 | $45.59 | $45.67 | $45.57 | $45.58 | 29,200 |
| 06/10/2026 | $45.58 | $45.62 | $45.58 | $45.62 | 500 |
| 05/10/2026 | $45.43 | $45.53 | $45.43 | $45.51 | 1,700 |
| 02/10/2026 | $45.37 | $45.49 | $45.35 | $45.49 | 2,400 |