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iPath Series B S&P 500 VIX Short-Term Futures ETN ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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

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:
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
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.


-20.00%0.00%20.00%40.00%60.00%80.00%JuneJulyAugustSeptemberOctoberNovember
2.63%
12.92%
VXX (iPath Series B S&P 500 VIX Short-Term Futures ETN)
Benchmark (^GSPC)

Returns By Period

iPath Series B S&P 500 VIX Short-Term Futures ETN had a return of -23.24% year-to-date (YTD) and -34.55% in the last 12 months.


VXX

YTD

-23.24%

1M

-6.84%

6M

2.78%

1Y

-34.55%

5Y (annualized)

-46.76%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

24.72%

1M

1.67%

6M

12.93%

1Y

30.55%

5Y (annualized)

13.88%

10Y (annualized)

11.16%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.51%-10.38%-4.35%4.93%-15.28%-5.29%5.88%-3.78%11.46%16.67%-23.24%
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%
202215.54%12.10%7.08%7.82%-18.59%2.30%-9.27%-8.12%10.24%-16.74%-15.52%-5.36%-23.80%
202125.55%-23.96%-28.88%-11.93%-13.60%-15.10%2.55%-15.62%9.18%-22.96%18.75%-27.22%-72.41%
20207.14%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%
201812.44%44.08%10.96%-15.46%-10.83%-0.05%-15.01%-5.39%-10.07%40.75%-8.28%36.32%72.38%

Expense Ratio

VXX features an expense ratio of 0.89%, falling within the medium range.


Expense ratio chart for VXX: current value at 0.89% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.89%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VXX is 3, indicating that it is in the bottom 3% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of VXX is 33
Combined Rank
The Sharpe Ratio Rank of VXX is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of VXX is 44
Sortino Ratio Rank
The Omega Ratio Rank of VXX is 33
Omega Ratio Rank
The Calmar Ratio Rank of VXX is 22
Calmar Ratio Rank
The Martin Ratio Rank of VXX is 22
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for VXX, currently valued at -0.46, compared to the broader market0.002.004.00-0.462.54
The chart of Sortino ratio for VXX, currently valued at -0.38, compared to the broader market-2.000.002.004.006.008.0010.0012.00-0.383.40
The chart of Omega ratio for VXX, currently valued at 0.96, compared to the broader market0.501.001.502.002.503.000.961.47
The chart of Calmar ratio for VXX, currently valued at -0.34, compared to the broader market0.005.0010.0015.00-0.343.66
The chart of Martin ratio for VXX, currently valued at -1.04, compared to the broader market0.0020.0040.0060.0080.00100.00-1.0416.26
VXX
^GSPC

The current iPath Series B S&P 500 VIX Short-Term Futures ETN Sharpe ratio is -0.46. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iPath Series B S&P 500 VIX Short-Term Futures ETN with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.46
2.54
VXX (iPath Series B S&P 500 VIX Short-Term Futures ETN)
Benchmark (^GSPC)

Dividends

Dividend History


iPath Series B S&P 500 VIX Short-Term Futures ETN 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.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-98.92%
-0.88%
VXX (iPath Series B S&P 500 VIX Short-Term Futures ETN)
Benchmark (^GSPC)

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 98.92%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-99.08%Mar 19, 20201086Jul 12, 2024
-75.92%Feb 9, 2018485Jan 16, 202040Mar 16, 2020525
-5.03%Feb 1, 20181Feb 1, 20181Feb 2, 20182
-2.68%Jan 19, 20182Jan 22, 20182Jan 24, 20184
-1.7%Feb 6, 20181Feb 6, 20181Feb 7, 20182

Volatility

Volatility Chart

The current iPath Series B S&P 500 VIX Short-Term Futures ETN volatility is 19.22%, 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.


0.00%10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
19.22%
3.96%
VXX (iPath Series B S&P 500 VIX Short-Term Futures ETN)
Benchmark (^GSPC)