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FT Vest U.S. Equity Buffer & Premium Income ETF - ...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

FT Vest U.S. Equity Buffer & Premium Income ETF - March (XIMR)

ETF · Currency in USD · Last updated Apr 1, 2026

XIMR is an actively managed ETF by FT Vest. XIMR launched on Mar 18, 2024 and has a 0.85% expense ratio.

ETF Info

Issuer
FT Vest
Inception Date
Mar 18, 2024
Category
Options Trading
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Alternatives
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart

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FT Vest U.S. Equity Buffer & Premium Income ETF - March

Often compared with XIMR:
XIMR vs. JANPXIMR vs. GSEPXIMR vs. BGLDXIMR vs. BUFDXIMR vs. CAOSXIMR vs. EOCTXIMR vs. FSEPXIMR vs. JULQXIMR vs. OCTQXIMR vs. TLTWMore XIMR alternatives

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in FT Vest U.S. Equity Buffer & Premium Income ETF - March, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

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S&P 500 Index

Returns By Period

FT Vest U.S. Equity Buffer & Premium Income ETF - March (XIMR) has returned 1.22% so far this year and 7.03% over the past 12 months.

FT Vest U.S. Equity Buffer & Premium Income ETF - March

1D
1.01%
1M
0.59%
YTD
1.22%
6M
2.70%
1Y
7.03%
3Y*
—
5Y*
—
10Y*
—

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Mar 19, 2024, XIMR's average daily return is +0.03%, while the average monthly return is +0.52%. At this rate, your investment would double in approximately 11.1 years.

Historically, 92% of months were positive and 8% were negative. The best month was May 2025 with a return of +1.9%, while the worst month was Apr 2025 at -0.4%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 1 months.

On a daily basis, XIMR closed higher 64% of trading days. The best single day was Apr 9, 2025 with a return of +3.6%, while the worst single day was Apr 4, 2025 at -2.4%.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.33%0.29%0.59%1.22%
20250.49%0.34%0.16%-0.40%1.87%1.04%0.52%0.65%0.47%0.32%0.53%0.61%6.80%
20240.25%-0.36%1.54%0.72%0.35%0.72%0.52%0.22%0.86%0.45%5.39%

Benchmark Metrics

FT Vest U.S. Equity Buffer & Premium Income ETF - March has an annualized alpha of 3.88%, beta of 0.22, and R² of 0.60 versus S&P 500 Index. Calculated based on daily prices since March 20, 2024.

  • This ETF captured 21.59% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -10.07%) — a profile typical of hedging or uncorrelated assets.
  • This ETF generated an annualized alpha of 3.88% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
  • Beta of 0.22 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
3.88%
Beta
0.22
R²
0.60
Upside Capture
21.59%
Downside Capture
-10.07%

Expense Ratio

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

Return for Risk

Risk / Return Rank

XIMR ranks 76 for risk / return — better than 76% 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.

XIMR Risk / Return Rank: 7676
Overall Rank
XIMR Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
XIMR Sortino Ratio Rank: 7171
Sortino Ratio Rank
XIMR Omega Ratio Rank: 9595
Omega Ratio Rank
XIMR Calmar Ratio Rank: 5757
Calmar Ratio Rank
XIMR Martin Ratio Rank: 8888
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 Vest U.S. Equity Buffer & Premium Income ETF - March (XIMR) and compare them to a chosen benchmark (S&P 500 Index).

XIMRBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.21

0.90

+0.32

Sortino ratio

Return per unit of downside risk

1.86

1.39

+0.47

Omega ratio

Gain probability vs. loss probability

1.48

1.21

+0.27

Calmar ratio

Return relative to maximum drawdown

1.51

1.40

+0.11

Martin ratio

Return relative to average drawdown

11.09

6.61

+4.48

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Explore XIMR risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

XIMR Sortino RatioXIMR Sharpe Ratio

Dividends

Dividend History

FT Vest U.S. Equity Buffer & Premium Income ETF - March provided a 6.35% dividend yield over the last twelve months, with an annual payout of $1.96 per share.

4.50%5.00%5.50%6.00%6.50%$0.00$0.50$1.00$1.50$2.0020242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$1.96$2.00$1.38

Dividend yield

6.35%6.41%4.44%

Monthly Dividends

The table displays the monthly dividend distributions for FT Vest U.S. Equity Buffer & Premium Income ETF - March. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.16$0.16$0.33$0.65
2025$0.17$0.17$0.35$0.00$0.16$0.16$0.16$0.16$0.16$0.16$0.16$0.16$2.00
2024$0.17$0.17$0.17$0.17$0.17$0.17$0.17$0.17$1.38

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 Vest U.S. Equity Buffer & Premium Income ETF - March. 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 Vest U.S. Equity Buffer & Premium Income ETF - March was 5.12%, occurring on Apr 8, 2025. Recovery took 23 trading sessions.

The current FT Vest U.S. Equity Buffer & Premium Income ETF - March drawdown is 0.08%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-5.12%Mar 26, 202510Apr 8, 202523May 12, 202533
-1.88%Jul 16, 202415Aug 5, 20247Aug 14, 202422
-1.08%Mar 26, 20263Mar 30, 2026———
-1.08%Apr 1, 202415Apr 19, 202410May 3, 202425
-0.63%May 16, 20256May 23, 20251May 27, 20257

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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