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DJP vs. VXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DJP vs. VXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iPath Bloomberg Commodity Index Total Return ETN (DJP) and iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DJP achieves a 23.08% return, which is significantly higher than VXX's -15.07% return. Over the past 10 years, DJP has outperformed VXX with an annualized return of 6.81%, while VXX has yielded a comparatively lower -46.50% annualized return.


DJP

1D
-1.20%
1M
1.74%
6M
17.82%
YTD
23.08%
1Y
32.88%
3Y*
13.81%
5Y*
11.31%
10Y*
6.81%

VXX

1D
4.80%
1M
-4.50%
6M
-14.91%
YTD
-15.07%
1Y
-50.97%
3Y*
-37.91%
5Y*
-45.98%
10Y*
-46.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DJP vs. VXX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DJP
iPath Bloomberg Commodity Index Total Return ETN
23.08%17.20%5.59%-9.85%17.46%31.05%-4.12%7.63%-13.07%0.74%
VXX
iPath Series B S&P 500 VIX Short-Term Futures ETN
-15.07%-42.21%-26.22%-72.52%-23.80%-72.41%11.04%-67.75%67.91%-72.64%

Correlation

The correlation between DJP and VXX is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

Correlation (3Y)
Calculated over the trailing 3-year period

-0.03

Correlation (5Y)
Calculated over the trailing 5-year period

-0.13

Correlation (10Y)
Calculated over the trailing 10-year period

-0.21

Correlation (All Time)
Calculated using the full available price history since Jan 30, 2009

-0.27

The correlation between DJP and VXX shifts across timeframes, from -0.27 (all time) to 0.12 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

DJP vs. VXX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DJP
DJP Risk / Return Rank: 5757
Overall Rank
DJP Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
DJP Sortino Ratio Rank: 5858
Sortino Ratio Rank
DJP Omega Ratio Rank: 6262
Omega Ratio Rank
DJP Calmar Ratio Rank: 4949
Calmar Ratio Rank
DJP Martin Ratio Rank: 4949
Martin Ratio Rank

VXX
VXX Risk / Return Rank: 22
Overall Rank
VXX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
VXX Sortino Ratio Rank: 22
Sortino Ratio Rank
VXX Omega Ratio Rank: 22
Omega Ratio Rank
VXX Calmar Ratio Rank: 11
Calmar Ratio Rank
VXX Martin Ratio Rank: 11
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.

DJP vs. VXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iPath Bloomberg Commodity Index Total Return ETN (DJP) and iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DJPVXXDifference
Sharpe ratioReturn per unit of total volatility

+2.60

Sortino ratioReturn per unit of downside risk

+3.65

Omega ratioGain probability vs. loss probability

1.30

0.84

+0.46

Calmar ratioReturn relative to maximum drawdown

2.01

-0.94

+2.95

Martin ratioReturn relative to average drawdown

6.53

-1.49

+8.02

DJP vs. VXX - Sharpe Ratio Comparison

The current DJP Sharpe Ratio is 1.70, which is higher than the VXX Sharpe Ratio of -0.90. The chart below compares the historical Sharpe Ratios of DJP and VXX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DJP vs. VXX - Drawdown Comparison

The maximum DJP drawdown since its inception was -78.35%, smaller than the maximum VXX drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for DJP and VXX.


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Drawdown Indicators


DJPVXXDifference

Max Drawdown

Largest peak-to-trough decline

-78.35%

-100.00%

+21.65%

Max Drawdown (1Y)

Largest decline over 1 year

-16.42%

-54.59%

+38.17%

Max Drawdown (3Y)

Largest decline over 3 years

-16.42%

-80.75%

+64.33%

Max Drawdown (5Y)

Largest decline over 5 years

-28.98%

-96.27%

+67.29%

Max Drawdown (10Y)

Largest decline over 10 years

-38.36%

-99.82%

+61.46%

Current Drawdown

Current decline from peak

-36.70%

-100.00%

+63.30%

Average Drawdown

Average peak-to-trough decline

-50.78%

-95.09%

+44.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.05%

34.19%

-29.14%

Volatility

DJP vs. VXX - Volatility Comparison

The current volatility for iPath Bloomberg Commodity Index Total Return ETN (DJP) is 5.59%, while iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) has a volatility of 13.10%. This indicates that DJP experiences smaller price fluctuations and is considered to be less risky than VXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DJPVXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.59%

13.10%

-7.51%

Volatility (6M)

Calculated over the trailing 6-month period

16.92%

44.02%

-27.10%

Volatility (1Y)

Calculated over the trailing 1-year period

19.47%

56.52%

-37.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.02%

67.95%

-48.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.05%

70.30%

-53.25%

DJP vs. VXX - Expense Ratio Comparison

DJP has a 0.70% expense ratio, which is lower than VXX's 0.89% expense ratio.


Dividends

DJP vs. VXX - Dividend Comparison

Neither DJP nor VXX has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DJP and VXX have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VXX has higher volatility (13.10%) compared to DJP (5.59%). In terms of maximum drawdown, DJP dropped -78.35% vs VXX's -100.00%.

On 10-year performance, DJP leads with 6.81% vs -46.50% for VXX. On fees, DJP is cheaper at 0.70% per year. On volatility, DJP has been the lower-risk option at 5.59%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DJP has performed better with a 6.81% return vs -46.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DJP is cheaper with a 0.70% expense ratio, compared with 0.89% for VXX.

DJP and VXX have nearly identical dividend yields, around 0.00%.

DJP is categorized as Commodities, while VXX is Volatility. DJP tracks Bloomberg Commodity Index, while VXX tracks S&P 500 VIX Short-Term Futures Index Total Return. Their fees differ too: 0.70% for DJP and 0.89% for VXX.

DJP currently has the higher Sharpe Ratio (1.70 vs -0.90), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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