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Issuer
FT Vest
Inception Date
Aug 17, 2023
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Accumulating
Asset Class
Alternatives
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

XAUG Performance Chart

FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - August (XAUG) is up 4.0% since the beginning of the year. XAUG is currently trading at $39 per share.


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S&P 500 Index

Returns By Period

FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - August (XAUG) has returned 3.99% so far this year and 10.56% over the past 12 months.


FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - August

1D
-0.03%
1M
1.21%
YTD
3.99%
6M
4.77%
1Y
10.56%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XAUG Monthly Returns History

Based on dividend-adjusted daily data since Aug 21, 2023, XAUG's average daily return is +0.04%, while the average monthly return is +0.77%. At this rate, an investment would double in approximately 7.5 years.

Historically, 77% of months were positive and 23% were negative. The best month was Nov 2023 with a return of +4.4%, while the worst month was Sep 2023 at -1.7%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, XAUG closed higher 63% of trading days. The best single day was Apr 9, 2025 with a return of +5.4%, while the worst single day was Apr 4, 2025 at -3.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.53%0.09%-1.45%3.60%1.18%0.05%3.99%
20251.17%-0.01%-1.42%-0.24%3.05%1.90%0.85%0.71%1.28%0.61%0.44%0.81%9.48%
20240.86%1.31%0.78%0.10%1.03%0.59%0.47%1.05%1.13%-0.38%2.05%-0.31%9.02%
20231.12%-1.67%-0.61%4.42%1.96%5.22%

Benchmark Metrics

FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - August has an annualized alpha of 1.88%, beta of 0.39, and R2 of 0.81 versus S&P 500 Index. Calculated based on daily prices since August 22, 2023.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (32.95%) than losses (19.35%) - typical of diversified or defensive assets.
  • Beta of 0.39 indicates this ETF moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
1.88%
Beta
0.39
0.81
Upside Capture
32.95%
Downside Capture
19.35%

Expense Ratio

XAUG has an expense ratio of 0.85%, placing it in the medium range.


Return for Risk

Risk / Return Rank

XAUG ranks 80 for risk / return — better than 80% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


XAUG Risk / Return Rank: 8080
Overall Rank
XAUG Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XAUG Sortino Ratio Rank: 7979
Sortino Ratio Rank
XAUG Omega Ratio Rank: 8888
Omega Ratio Rank
XAUG Calmar Ratio Rank: 7070
Calmar Ratio Rank
XAUG Martin Ratio Rank: 8787
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - August (XAUG) and compare them to S&P 500 Index.


XAUGBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.45

Omega ratioGain probability vs. loss probability

1.54

1.41

+0.14

Calmar ratioReturn relative to maximum drawdown

3.40

2.93

+0.48

Martin ratioReturn relative to average drawdown

18.48

13.52

+4.96

Dividends

Dividend History


FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - August doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - August. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - August was 8.70%, occurring on Apr 8, 2025. Recovery took 24 trading sessions.

The current FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - August drawdown is 0.03%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-8.70%Apr 2025
1mo 17d1mo 5d
2mo 22dFeb 2025 - May 2025
2023 pullback2023
-3.77%Oct 2023
1mo 12d14d
1mo 26dSep 2023 - Nov 2023
2026 pullback2026
-3.12%Mar 2026
1mo 2d10d
1mo 12dFeb 2026 - Apr 2026
2025 pullback2025
-1.81%Nov 2025
23d8d
1mo 1dOct 2025 - Nov 2025
2024 pullback2024
-1.69%Sep 2024
3d7d
10dSep 2024 - Sep 2024

Drawdown Indicators


XAUGBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-8.70%

-56.78%

+48.08%

Max Drawdown (1Y)

Largest decline over 1 year

-3.12%

-9.10%

+5.98%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.03%

-0.74%

+0.71%

Average Drawdown

Average peak-to-trough decline

-0.47%

-10.72%

+10.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.57%

1.97%

-1.40%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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