iPath Series B S&P 500® VIX Mid-Term Futures ETN (VXZ)
Highlights
| Year Range | $47.76 - $68.56 |
|---|
Expense Ratio
VXZ 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: VXZ vs. VXX, VXZ vs. VIXM, VXZ vs. SPDN, VXZ vs. UDOW, VXZ vs. EFAV, VXZ vs. SPY, VXZ vs. 1000, VXZ vs. QQQ, VXZ vs. ARKK, VXZ vs. UPRO
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in iPath Series B S&P 500® VIX Mid-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 Mid-Term Futures ETN had a return of -15.47% year-to-date (YTD) and -22.04% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | -15.47% | 25.45% |
| 1 month | -8.22% | 2.91% |
| 6 months | -1.33% | 14.05% |
| 1 year | -22.04% | 35.64% |
| 5 years (annualized) | -8.10% | 14.13% |
| 10 years (annualized) | N/A | 11.39% |
Monthly Returns
The table below presents the monthly returns of VXZ, 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 | -3.45% | -3.22% | 1.18% | -2.85% | -9.10% | 2.81% | 0.44% | 0.62% | 4.39% | 3.25% | -15.47% | ||
| 2023 | -17.06% | 3.12% | 3.30% | 0.53% | -6.45% | -17.36% | -6.20% | -1.38% | 1.89% | 4.60% | -14.80% | -2.88% | -43.98% |
| 2022 | -0.35% | 5.46% | -2.07% | 11.67% | -2.57% | 3.84% | -8.10% | 2.53% | 6.56% | -6.46% | -6.58% | -1.52% | 0.47% |
| 2021 | 16.02% | -2.97% | -16.31% | -1.41% | -5.84% | -4.83% | 3.83% | -3.57% | 5.50% | -5.73% | 8.75% | -7.21% | -16.38% |
| 2020 | -0.90% | 11.90% | 61.82% | 1.91% | 1.17% | 2.18% | -1.69% | 0.87% | 1.82% | 2.54% | -13.83% | 2.43% | 72.77% |
| 2019 | -12.20% | -8.53% | 0.89% | -2.10% | 7.92% | -5.50% | 0.11% | 9.32% | 0.30% | -3.94% | -3.05% | -3.36% | -20.10% |
| 2018 | 0.30% | 15.46% | 4.85% | 3.22% | -9.28% | -5.10% | 0.00% | -3.04% | -2.88% | 13.98% | 2.81% | 10.78% | 31.89% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of VXZ is 12, indicating that it is in the bottom 12% of stocks 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 Mid-Term Futures ETN (VXZ) 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 Mid-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 Mid-Term Futures ETN was 68.91%, occurring on May 21, 2024. The portfolio has not yet recovered.
The current iPath Series B S&P 500® VIX Mid-Term Futures ETN drawdown is 68.24%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -68.91% | Mar 19, 2020 | 1049 | May 21, 2024 | — | — | — |
| -28.77% | Apr 13, 2018 | 457 | Feb 12, 2020 | 17 | Mar 9, 2020 | 474 |
| -6.59% | Mar 12, 2018 | 1 | Mar 12, 2018 | 14 | Apr 2, 2018 | 15 |
| -6.05% | Feb 15, 2018 | 7 | Feb 26, 2018 | 3 | Mar 1, 2018 | 10 |
| -4.85% | Mar 13, 2020 | 1 | Mar 13, 2020 | 1 | Mar 16, 2020 | 2 |
Volatility
Volatility Chart
The current iPath Series B S&P 500® VIX Mid-Term Futures ETN volatility is 8.45%, 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.
Financials
Financial Performance
Historical P/E Ratio Chart
The chart below displays the historical trend of the price-to-earnings (P/E) ratio for iPath Series B S&P 500® VIX Mid-Term Futures ETN.
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Income Statement
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