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ProShares VIX Short-Term Futures ETF (VIXY)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US74347Y8545
CUSIP
74347Y854
Inception Date
Jan 3, 2011
Region
North America (U.S.)
Category
Volatility
Leveraged
1x (No leverage)
Index Tracked
S&P 500 VIX Short-Term Futures Index Total Return
Distribution Policy
Accumulating
Asset Class
Volatility

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ProShares 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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S&P 500 Index

Returns By Period

ProShares VIX Short-Term Futures ETF (VIXY) has returned 33.97% so far this year and -31.66% over the past 12 months. Over the last ten years, VIXY has returned -46.57% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


ProShares VIX Short-Term Futures ETF

1D
-9.32%
1M
23.30%
YTD
33.97%
6M
6.35%
1Y
-31.66%
3Y*
-42.53%
5Y*
-45.66%
10Y*
-46.57%

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 Jan 4, 2011, VIXY's average daily return is -0.16%, while the average monthly return is -3.73%.

Historically, 33% of months were positive and 67% were negative. The best month was Mar 2020 with a return of +101.3%, while the worst month was Nov 2020 at -35.3%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 9 months.

On a daily basis, VIXY closed higher 41% of trading days. The best single day was Aug 5, 2024 with a return of +43.1%, while the worst single day was Apr 9, 2025 at -20.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.17%4.31%23.30%33.97%
2025-3.67%3.23%12.26%25.63%-16.42%-11.16%-11.50%-15.02%-8.39%2.26%-5.75%-17.64%-43.05%
2024-2.77%-10.54%-3.93%4.48%-15.51%-5.16%5.53%-3.93%11.36%16.73%-26.59%7.22%-27.43%
2023-19.60%1.86%-2.90%-16.24%-8.97%-27.65%-9.17%-5.07%8.27%0.52%-26.30%-10.14%-72.74%
202215.23%12.41%-15.67%24.50%-15.22%4.35%-20.22%0.21%17.20%-16.43%-15.61%-5.64%-24.98%
202125.91%-24.57%-28.35%-11.98%-13.85%-15.09%2.87%-15.83%9.35%-23.29%18.35%-26.71%-72.40%

Benchmark Metrics

ProShares VIX Short-Term Futures ETF has an annualized alpha of -1.57%, beta of -3.20, and R² of 0.62 versus S&P 500 Index. Calculated based on daily prices since January 05, 2011.

  • This ETF tended to rise when S&P 500 Index fell (downside capture of -783.75%), but participation in market rallies was also limited (-176.98%) — a profile typical of counter-cyclical assets.
  • Beta of -3.20 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
-1.57%
Beta
-3.20
0.62
Upside Capture
-176.98%
Downside Capture
-783.75%

Expense Ratio

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


Return for Risk

Risk / Return Rank

VIXY ranks 6 for risk / return — in the bottom 6% 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.


VIXY Risk / Return Rank: 66
Overall Rank
VIXY Sharpe Ratio Rank: 55
Sharpe Ratio Rank
VIXY Sortino Ratio Rank: 77
Sortino Ratio Rank
VIXY Omega Ratio Rank: 77
Omega Ratio Rank
VIXY Calmar Ratio Rank: 55
Calmar Ratio Rank
VIXY Martin Ratio Rank: 77
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 ProShares VIX Short-Term Futures ETF (VIXY) and compare them to a chosen benchmark (S&P 500 Index).


VIXYBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.42

0.90

-1.32

Sortino ratio

Return per unit of downside risk

-0.22

1.39

-1.60

Omega ratio

Gain probability vs. loss probability

0.97

1.21

-0.24

Calmar ratio

Return relative to maximum drawdown

-0.46

1.40

-1.86

Martin ratio

Return relative to average drawdown

-0.59

6.61

-7.19

Explore VIXY risk-adjusted metrics in detail

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

Dividends

Dividend History


ProShares 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. 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 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 VIX Short-Term Futures ETF was 100.00%, occurring on Jan 9, 2026. The portfolio has not yet recovered.

The current ProShares VIX Short-Term Futures ETF drawdown is 100.00%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-100%Oct 4, 20113588Jan 9, 2026
-47.05%Mar 17, 201178Jul 7, 201130Aug 18, 2011108
-24.07%Jan 5, 201128Feb 14, 201121Mar 16, 201149
-12.28%Aug 23, 20115Aug 29, 20118Sep 9, 201113
-10.35%Sep 13, 20114Sep 16, 20114Sep 22, 20118

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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