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: 11/06/2026
Current price: $44.08
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
0.47%
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
4.04%
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
4.31%
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
9.78%
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
17.27%
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
31.15%
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: 11/06/2025 - 11/06/2026.
Average daily return
0.038%
Best day
1.483%
Worst day
-1.099%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 11/06/2026 | $43.90 | $44.09 | $43.89 | $44.08 | 2,000 |
| 10/06/2026 | $44.01 | $44.08 | $43.88 | $43.92 | 4,300 |
| 09/06/2026 | $44.15 | $44.15 | $44.02 | $44.02 | 400 |
| 08/06/2026 | $44.13 | $44.13 | $44.07 | $44.10 | 4,800 |
| 05/06/2026 | $44.20 | $44.20 | $44.00 | $44.05 | 1,600 |
| 04/06/2026 | $44.20 | $44.32 | $44.20 | $44.27 | 3,200 |
| 03/06/2026 | $44.20 | $44.22 | $44.19 | $44.22 | 2,900 |
| 02/06/2026 | $44.10 | $44.24 | $44.10 | $44.23 | 3,400 |
| 01/06/2026 | $44.21 | $44.27 | $44.21 | $44.24 | 5,700 |
| 29/05/2026 | $44.17 | $44.24 | $44.17 | $44.23 | 4,500 |