iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX)
VXX is a passive ETF by Barclays Capital tracking the investment results of the S&P 500 VIX Short-Term Futures Index Total Return. VXX launched on Jan 19, 2018 and has a 0.89% expense ratio.
ETF Info
| ISIN | US06747R4772 |
|---|---|
| CUSIP | 06747R477 |
| Issuer | Barclays Capital |
| Inception Date | Jan 19, 2018 |
| Region | North America (U.S.) |
| Category | Volatility |
| Leveraged | 1x |
| Index Tracked | S&P 500 VIX Short-Term Futures Index Total Return |
| Asset Class | Volatility |
Expense Ratio
VXX features an expense ratio of 0.89%, falling within the medium range.
Share Price Chart
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Compare to other instruments
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Popular comparisons: VXX vs. VIXY, VXX vs. UVXY, VXX vs. VXZ, VXX vs. SVXY, VXX vs. VIXM, VXX vs. SPY, VXX vs. UVIX, VXX vs. QQQ, VXX vs. SQ, VXX vs. 1000
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in iPath Series B S&P 500 VIX Short-Term Futures ETN, 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
iPath Series B S&P 500 VIX Short-Term Futures ETN had a return of -29.87% year-to-date (YTD) and -44.36% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | -29.87% | 25.48% |
| 1 month | -16.52% | 2.14% |
| 6 months | -5.52% | 12.76% |
| 1 year | -44.36% | 33.14% |
| 5 years (annualized) | -47.82% | 13.96% |
| 10 years (annualized) | N/A | 11.39% |
Monthly Returns
The table below presents the monthly returns of VXX, 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 | -2.51% | -10.38% | -4.35% | 4.93% | -15.28% | -5.29% | 5.88% | -3.78% | 11.46% | 16.67% | -29.87% | ||
| 2023 | -19.83% | 1.94% | -2.71% | -15.70% | -8.98% | -27.45% | -9.60% | -4.87% | 8.47% | 0.56% | -26.27% | -10.24% | -72.52% |
| 2022 | 15.54% | 12.10% | 7.08% | 7.82% | -18.59% | 2.30% | -9.27% | -8.12% | 10.24% | -16.74% | -15.52% | -5.36% | -23.80% |
| 2021 | 25.55% | -23.96% | -28.88% | -11.93% | -13.60% | -15.10% | 2.55% | -15.62% | 9.18% | -22.96% | 18.75% | -27.22% | -72.41% |
| 2020 | 7.14% | 40.80% | 102.76% | -18.12% | -12.52% | 2.48% | -15.99% | -5.86% | -7.26% | 6.55% | -35.24% | -2.27% | 11.04% |
| 2019 | -24.60% | -11.35% | -6.84% | -12.24% | 18.46% | -14.53% | -9.27% | 14.46% | -12.07% | -16.81% | -16.25% | -8.59% | -67.82% |
| 2018 | 12.44% | 44.08% | 10.96% | -15.46% | -10.83% | -0.05% | -15.01% | -5.39% | -10.07% | 40.75% | -8.28% | 36.32% | 72.38% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of VXX is 2, indicating that it is in the bottom 2% 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 iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) 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 iPath Series B S&P 500 VIX Short-Term Futures ETN. 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 iPath Series B S&P 500 VIX Short-Term Futures ETN was 99.08%, occurring on Jul 12, 2024. The portfolio has not yet recovered.
The current iPath Series B S&P 500 VIX Short-Term Futures ETN drawdown is 99.01%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -99.08% | Mar 19, 2020 | 1086 | Jul 12, 2024 | — | — | — |
| -75.92% | Feb 9, 2018 | 485 | Jan 16, 2020 | 40 | Mar 16, 2020 | 525 |
| -5.03% | Feb 1, 2018 | 1 | Feb 1, 2018 | 1 | Feb 2, 2018 | 2 |
| -2.68% | Jan 19, 2018 | 2 | Jan 22, 2018 | 2 | Jan 24, 2018 | 4 |
| -1.7% | Feb 6, 2018 | 1 | Feb 6, 2018 | 1 | Feb 7, 2018 | 2 |
Volatility
Volatility Chart
The current iPath Series B S&P 500 VIX Short-Term Futures ETN volatility is 17.32%, 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.