ProShares Short VIX Short-Term Futures ETF (SVXY)
SVXY is a passive ETF by ProShares tracking the investment results of the S&P 500 VIX Short-Term Futures Index (-100%). SVXY launched on Oct 3, 2011 and has a 1.38% expense ratio.
ETF Info
| ISIN | US74347W1302 |
|---|---|
| CUSIP | 74347W130 |
| Issuer | ProShares |
| Inception Date | Oct 3, 2011 |
| Region | North America (U.S.) |
| Category | Leveraged, Volatility |
| Leveraged | 0.5x |
| Index Tracked | S&P 500 VIX Short-Term Futures Index (-100%) |
| Asset Class | Volatility |
Expense Ratio
SVXY has a high expense ratio of 1.38%, indicating higher-than-average management fees.
Share Price Chart
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Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Popular comparisons: SVXY vs. UVXY, SVXY vs. VXX, SVXY vs. SVIX, SVXY vs. VIXY, SVXY vs. SPY, SVXY vs. VIXM, SVXY vs. SVOL, 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.
Returns By Period
ProShares Short VIX Short-Term Futures ETF had a return of 0.75% year-to-date (YTD) and 13.40% in the last 12 months. Over the past 10 years, ProShares Short VIX Short-Term Futures ETF had an annualized return of -3.26%, while the S&P 500 had an annualized return of 11.39%, indicating that ProShares Short VIX Short-Term Futures ETF did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 0.75% | 25.45% |
| 1 month | 9.23% | 2.91% |
| 6 months | -10.73% | 14.05% |
| 1 year | 13.40% | 35.64% |
| 5 years (annualized) | 11.64% | 14.13% |
| 10 years (annualized) | -3.26% | 11.39% |
Monthly Returns
The table below presents the monthly returns of SVXY, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.17% | 5.50% | 2.16% | -2.82% | 8.69% | 3.11% | -3.55% | -9.17% | -6.82% | -8.38% | 0.75% | ||
| 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% |
| 2020 | -5.04% | -18.08% | -38.88% | 6.80% | 3.62% | -8.22% | 7.75% | 2.21% | 2.33% | -4.99% | 22.59% | 0.22% | -36.47% |
| 2019 | 13.92% | 5.91% | 2.59% | 6.30% | -10.49% | 8.13% | 4.31% | -9.93% | 5.53% | 8.14% | 9.16% | 3.46% | 54.21% |
| 2018 | -7.88% | -89.65% | -4.01% | 5.03% | 4.87% | -1.62% | 8.02% | 3.13% | 4.25% | -17.77% | 3.13% | -15.59% | -91.75% |
| 2017 | 29.53% | 3.95% | 15.22% | 2.76% | 5.72% | 5.16% | 12.79% | -11.82% | 16.90% | 14.51% | 5.10% | 13.63% | 181.84% |
| 2016 | -22.46% | -5.73% | 37.01% | 1.19% | 21.10% | -20.77% | 33.96% | 11.09% | 0.27% | -1.90% | 17.89% | 7.45% | 80.34% |
| 2015 | -20.13% | 31.69% | 5.77% | 14.90% | 13.20% | -10.67% | 18.92% | -46.76% | -4.83% | 27.73% | -3.99% | -13.64% | -17.51% |
| 2014 | -16.61% | 8.78% | 1.26% | 3.63% | 18.95% | 15.55% | -11.84% | 9.26% | -11.87% | -8.17% | 9.85% | -19.10% | -9.35% |
| 2013 | 26.14% | -4.17% | 15.12% | -1.21% | -2.09% | -10.95% | 35.37% | -13.23% | 14.10% | 8.42% | 12.72% | 5.02% | 106.17% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of SVXY is 12, indicating that it is in the bottom 12% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for ProShares Short VIX Short-Term Futures ETF (SVXY) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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.
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 81.16%.
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 current ProShares Short VIX Short-Term Futures ETF volatility is 9.06%, 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.