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QID vs. VXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QID vs. VXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort QQQ (QID) 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, QID achieves a -31.93% return, which is significantly lower than VXX's -14.92% return. Over the past 10 years, QID has outperformed VXX with an annualized return of -39.47%, while VXX has yielded a comparatively lower -48.55% annualized return.


QID

1D
0.22%
1M
-6.88%
YTD
-31.93%
6M
-30.64%
1Y
-49.05%
3Y*
-38.43%
5Y*
-31.45%
10Y*
-39.47%

VXX

1D
-1.23%
1M
-14.76%
YTD
-14.92%
6M
-16.56%
1Y
-57.88%
3Y*
-40.32%
5Y*
-45.87%
10Y*
-48.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QID vs. VXX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QID
ProShares UltraShort QQQ
-31.93%-34.97%-34.06%-57.19%66.30%-44.93%-69.71%-49.57%-9.90%-44.00%
VXX
iPath Series B S&P 500 VIX Short-Term Futures ETN
-14.92%-42.21%-26.22%-72.52%-23.80%-72.41%11.04%-67.75%67.91%-72.64%

Correlation

The correlation between QID and VXX is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.66

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

0.69

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

0.67

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

0.68

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

0.71

The correlation between QID and VXX has been stable across timeframes, ranging from 0.66 to 0.71 - a consistent structural relationship.

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Return for Risk

QID vs. VXX — Risk / Return Rank

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

QID
QID Risk / Return Rank: 00
Overall Rank
QID Sharpe Ratio Rank: 00
Sharpe Ratio Rank
QID Sortino Ratio Rank: 00
Sortino Ratio Rank
QID Omega Ratio Rank: 00
Omega Ratio Rank
QID Calmar Ratio Rank: 00
Calmar Ratio Rank
QID Martin Ratio Rank: 00
Martin Ratio Rank

VXX
VXX Risk / Return Rank: 11
Overall Rank
VXX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
VXX Sortino Ratio Rank: 11
Sortino Ratio Rank
VXX Omega Ratio Rank: 11
Omega Ratio Rank
VXX Calmar Ratio Rank: 00
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.

QID vs. VXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort QQQ (QID) 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.


QIDVXXDifference
Sharpe ratioReturn per unit of total volatility

-0.36

Sortino ratioReturn per unit of downside risk

-0.58

Omega ratioGain probability vs. loss probability

0.75

0.80

-0.05

Calmar ratioReturn relative to maximum drawdown

-1.01

-1.01

0.00

Martin ratioReturn relative to average drawdown

-1.94

-1.47

-0.47

QID vs. VXX - Sharpe Ratio Comparison

The current QID Sharpe Ratio is -1.40, which is lower than the VXX Sharpe Ratio of -1.04. The chart below compares the historical Sharpe Ratios of QID 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

QID vs. VXX - Drawdown Comparison

The maximum QID drawdown since its inception was -99.99%, roughly equal to the maximum VXX drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for QID and VXX.


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Drawdown Indicators


QIDVXXDifference

Max Drawdown

Largest peak-to-trough decline

-99.99%

-100.00%

+0.01%

Max Drawdown (1Y)

Largest decline over 1 year

-48.52%

-57.34%

+8.82%

Max Drawdown (3Y)

Largest decline over 3 years

-79.50%

-79.21%

-0.29%

Max Drawdown (5Y)

Largest decline over 5 years

-88.72%

-95.97%

+7.25%

Max Drawdown (10Y)

Largest decline over 10 years

-99.37%

-99.87%

+0.50%

Current Drawdown

Current decline from peak

-99.99%

-100.00%

+0.01%

Average Drawdown

Average peak-to-trough decline

-87.02%

-95.07%

+8.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.66%

40.02%

-13.36%

Volatility

QID vs. VXX - Volatility Comparison

ProShares UltraShort QQQ (QID) and iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) have volatilities of 16.52% and 16.06%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QIDVXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.52%

16.06%

+0.46%

Volatility (6M)

Calculated over the trailing 6-month period

28.23%

43.18%

-14.95%

Volatility (1Y)

Calculated over the trailing 1-year period

35.23%

56.02%

-20.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.26%

67.98%

-22.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.81%

70.81%

-26.00%

QID vs. VXX - Expense Ratio Comparison

QID has a 0.95% expense ratio, which is higher than VXX's 0.89% expense ratio.


Dividends

QID vs. VXX - Dividend Comparison

QID's dividend yield for the trailing twelve months is around 7.63%, while VXX has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
QID
ProShares UltraShort QQQ
7.63%6.25%7.99%5.63%0.15%0.00%0.92%2.54%1.38%0.08%
VXX
iPath Series B S&P 500 VIX Short-Term Futures ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


QID and VXX have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QID has higher volatility (16.52%) compared to VXX (16.06%). In terms of maximum drawdown, QID dropped -99.99% vs VXX's -100.00%.

On 10-year performance, QID leads with -39.47% vs -48.55% for VXX. On fees, VXX is cheaper at 0.89% per year. On volatility, VXX has been the lower-risk option at 16.06%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, QID has performed better with a -39.47% return vs -48.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VXX is cheaper with a 0.89% expense ratio, compared with 0.95% for QID.

QID has the higher dividend yield at 7.63%, compared with 0.00% for VXX.

QID is categorized as Leveraged Equities, while VXX is Volatility. QID tracks NASDAQ-100 Index (-200%), while VXX tracks S&P 500 VIX Short-Term Futures Index Total Return. They also come from different issuers: ProShares and Barclays Capital. Their fees differ too: 0.95% for QID and 0.89% for VXX.

VXX currently has the higher Sharpe Ratio (-1.04 vs -1.40), 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

Find the right allocation for QID and VXX

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