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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.
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Returns By Period
ProShares Short VIX Short-Term Futures ETF (SVXY) has returned -17.30% so far this year and 0.09% over the past 12 months. Over the last ten years, SVXY has returned -1.26% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
ProShares Short VIX Short-Term Futures ETF
- 1D
- 4.90%
- 1M
- -12.39%
- YTD
- -17.30%
- 6M
- -10.09%
- 1Y
- 0.09%
- 3Y*
- 12.84%
- 5Y*
- 13.74%
- 10Y*
- -1.26%
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%
Monthly Returns
Based on dividend-adjusted daily data since Oct 4, 2011, SVXY's average daily return is +0.12%, while the average monthly return is +2.53%. At this rate, your investment would double in approximately 2.3 years.
Historically, 62% of months were positive and 38% were negative. The best month was Mar 2012 with a return of +37.3%, while the worst month was Feb 2018 at -89.7%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 4 months.
On a daily basis, SVXY closed higher 59% of trading days. The best single day was Feb 9, 2018 with a return of +13.4%, while the worst single day was Feb 6, 2018 at -83.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -2.31% | -3.36% | -12.39% | -17.30% | |||||||||
| 2025 | 1.08% | -1.66% | -8.04% | -18.25% | 8.07% | 5.37% | 6.41% | 7.52% | 4.51% | -2.47% | 1.33% | 10.01% | 10.63% |
| 2024 | 1.17% | 5.50% | 2.16% | -2.82% | 8.69% | 3.11% | -3.55% | -9.17% | -6.82% | -8.38% | 15.27% | -5.40% | -3.17% |
| 2023 | 11.50% | -1.44% | -1.15% | 8.71% | 4.14% | 17.33% | 4.96% | 1.65% | -4.44% | -2.46% | 16.39% | 5.49% | 76.21% |
| 2022 | -8.66% | -8.59% | 6.17% | -12.65% | 4.97% | -3.64% | 11.45% | -1.41% | -8.27% | 8.83% | 8.47% | 2.30% | -4.66% |
| 2021 | -13.10% | 12.16% | 16.61% | 5.75% | 4.10% | 7.14% | -3.19% | 7.70% | -6.09% | 13.24% | -12.71% | 14.49% | 48.53% |
Benchmark Metrics
ProShares Short VIX Short-Term Futures ETF has an annualized alpha of 1.29%, beta of 2.12, and R² of 0.42 versus S&P 500 Index. Calculated based on daily prices since October 05, 2011.
- This ETF captured 332.89% of S&P 500 Index gains and 235.13% of its losses — amplifying both gains and losses, but participating more in upside than downside.
- R² of 0.42 means the benchmark explains less than half of this ETF's behavior — treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 1.29%
- Beta
- 2.12
- R²
- 0.42
- Upside Capture
- 332.89%
- Downside Capture
- 235.13%
Expense Ratio
SVXY has a high expense ratio of 1.38%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
SVXY ranks 13 for risk / return — in the bottom 13% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for ProShares Short VIX Short-Term Futures ETF (SVXY) and compare them to a chosen benchmark (S&P 500 Index).
| SVXY | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.00 | 0.90 | -0.89 |
Sortino ratioReturn per unit of downside risk | 0.26 | 1.39 | -1.13 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.21 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 0.00 | 1.40 | -1.39 |
Martin ratioReturn relative to average drawdown | 0.01 | 6.61 | -6.59 |
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 SVXY risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
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 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 83.43%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -95.25% | Jan 12, 2018 | 548 | Mar 18, 2020 | — | — | — |
| -67.94% | Jun 24, 2015 | 161 | Feb 11, 2016 | 218 | Dec 21, 2016 | 379 |
| -47.3% | Jul 7, 2014 | 145 | Jan 30, 2015 | 98 | Jun 22, 2015 | 243 |
| -38.97% | Mar 27, 2012 | 47 | Jun 1, 2012 | 45 | Aug 6, 2012 | 92 |
| -33.23% | Oct 31, 2011 | 19 | Nov 25, 2011 | 29 | Jan 9, 2012 | 48 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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