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ProShares Short VIX Short-Term Futures ETF (SVXY)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS74347W1302
CUSIP74347W130
IssuerProShares
Inception DateOct 3, 2011
RegionNorth America (U.S.)
CategoryLeveraged, Volatility
Leveraged0.5x
Index TrackedS&P 500 VIX Short-Term Futures Index (-100%)
Asset ClassVolatility

Expense Ratio

The ProShares Short VIX Short-Term Futures ETF has a high expense ratio of 1.38%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%1.38%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds to compare with SVXY

ProShares Short VIX Short-Term Futures ETF

Popular comparisons: SVXY vs. UVXY, SVXY vs. VXX, SVXY vs. SVIX, SVXY vs. VIXY, SVXY vs. SPY, SVXY vs. SVOL, SVXY vs. VIXM, SVXY vs. WEIX, SVXY vs. SCHD, SVXY vs. ARKK

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ProShares Short VIX Short-Term Futures ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


300.00%350.00%400.00%450.00%OctoberNovemberDecember2024FebruaryMarch
440.33%
366.97%
SVXY (ProShares Short VIX Short-Term Futures ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

ProShares Short VIX Short-Term Futures ETF had a return of 10.00% year-to-date (YTD) and 82.04% in the last 12 months. Over the past 10 years, ProShares Short VIX Short-Term Futures ETF had an annualized return of -0.55%, while the S&P 500 had an annualized return of 10.96%, indicating that ProShares Short VIX Short-Term Futures ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date10.00%10.04%
1 month3.99%3.53%
6 months33.61%22.79%
1 year82.04%32.16%
5 years (annualized)16.83%13.15%
10 years (annualized)-0.55%10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.17%5.50%
20231.65%-4.44%-2.46%16.39%5.49%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for ProShares Short VIX Short-Term Futures ETF (SVXY) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
SVXY
ProShares Short VIX Short-Term Futures ETF
3.42
^GSPC
S&P 500
2.76

Sharpe Ratio

The current ProShares Short VIX Short-Term Futures ETF Sharpe ratio is 3.42. A Sharpe ratio of 3.0 or higher is considered excellent.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00OctoberNovemberDecember2024FebruaryMarch
3.42
2.76
SVXY (ProShares Short VIX Short-Term Futures ETF)
Benchmark (^GSPC)

Dividends

Dividend History


ProShares Short VIX Short-Term Futures ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-80.00%-60.00%-40.00%-20.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-79.43%
0
SVXY (ProShares Short VIX Short-Term Futures ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the ProShares Short VIX Short-Term Futures ETF. 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 ProShares Short VIX Short-Term Futures ETF was 95.25%, occurring on Mar 18, 2020. The portfolio has not yet recovered.

The current ProShares Short VIX Short-Term Futures ETF drawdown is 79.43%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-95.25%Jan 12, 2018548Mar 18, 2020
-67.94%Jun 24, 2015161Feb 11, 2016218Dec 21, 2016379
-47.3%Jul 7, 2014145Jan 30, 201598Jun 22, 2015243
-38.97%Mar 27, 201247Jun 1, 201245Aug 6, 201292
-33.23%Oct 31, 201119Nov 25, 201129Jan 9, 201248

Volatility

Volatility Chart

The current ProShares Short VIX Short-Term Futures ETF volatility is 4.72%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%OctoberNovemberDecember2024FebruaryMarch
4.72%
2.82%
SVXY (ProShares Short VIX Short-Term Futures ETF)
Benchmark (^GSPC)