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
US06747R4772
06747R477
Jan 19, 2018
North America (U.S.)
1x
S&P 500 VIX Short-Term Futures Index Total Return
Expense Ratio
VXX has an expense ratio of 0.89%, placing it in the medium range.
Share Price Chart
Loading data...
Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
Performance Chart
Loading data...
Returns By Period
iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) returned 16.79% year-to-date (YTD) and 16.38% over the past 12 months.
VXX
16.79%
-16.00%
23.11%
16.38%
-47.00%
-52.10%
N/A
^GSPC (Benchmark)
0.12%
6.51%
-1.84%
10.98%
12.30%
14.10%
10.82%
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -3.67% | 3.88% | 12.31% | 25.59% | -17.25% | 16.79% | |||||||
| 2024 | -2.51% | -10.38% | -4.35% | 4.93% | -15.28% | -5.29% | 5.88% | -3.78% | 11.46% | 16.67% | -26.41% | 7.55% | -26.22% |
| 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 38, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.
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.
Loading data...
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.
Loading data...
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 98.79%.
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 chart below shows the rolling one-month volatility.
Loading data...