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REW vs. VXX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between REW and VXX is -0.89. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.9

Performance

REW vs. VXX - Performance Comparison

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

-97.50%-97.00%-96.50%-96.00%-95.50%-95.00%NovemberDecember2025FebruaryMarchApril
-97.23%
-96.23%
REW
VXX

Key characteristics

Sharpe Ratio

REW:

-0.40

VXX:

0.16

Sortino Ratio

REW:

-0.20

VXX:

1.07

Omega Ratio

REW:

0.97

VXX:

1.13

Calmar Ratio

REW:

-0.24

VXX:

0.16

Martin Ratio

REW:

-0.91

VXX:

0.40

Ulcer Index

REW:

26.25%

VXX:

38.07%

Daily Std Dev

REW:

60.40%

VXX:

94.13%

Max Drawdown

REW:

-99.98%

VXX:

-99.08%

Current Drawdown

REW:

-99.98%

VXX:

-98.51%

Returns By Period

In the year-to-date period, REW achieves a 12.33% return, which is significantly lower than VXX's 43.80% return.


REW

YTD

12.33%

1M

1.76%

6M

9.07%

1Y

-20.75%

5Y*

-39.07%

10Y*

-38.16%

VXX

YTD

43.80%

1M

43.80%

6M

24.71%

1Y

21.33%

5Y*

-52.38%

10Y*

N/A

*Annualized

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REW vs. VXX - Expense Ratio Comparison

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


Expense ratio chart for REW: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
REW: 0.95%
Expense ratio chart for VXX: current value is 0.89%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VXX: 0.89%

Risk-Adjusted Performance

REW vs. VXX — Risk-Adjusted Performance Rank

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

REW
The Risk-Adjusted Performance Rank of REW is 99
Overall Rank
The Sharpe Ratio Rank of REW is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of REW is 1111
Sortino Ratio Rank
The Omega Ratio Rank of REW is 1111
Omega Ratio Rank
The Calmar Ratio Rank of REW is 88
Calmar Ratio Rank
The Martin Ratio Rank of REW is 77
Martin Ratio Rank

VXX
The Risk-Adjusted Performance Rank of VXX is 4848
Overall Rank
The Sharpe Ratio Rank of VXX is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of VXX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of VXX is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VXX is 3838
Calmar Ratio Rank
The Martin Ratio Rank of VXX is 3232
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.

REW vs. VXX - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for REW, currently valued at -0.40, compared to the broader market-1.000.001.002.003.004.00
REW: -0.40
VXX: 0.16
The chart of Sortino ratio for REW, currently valued at -0.20, compared to the broader market-2.000.002.004.006.008.00
REW: -0.20
VXX: 1.07
The chart of Omega ratio for REW, currently valued at 0.97, compared to the broader market0.501.001.502.002.50
REW: 0.97
VXX: 1.13
The chart of Calmar ratio for REW, currently valued at -0.24, compared to the broader market0.002.004.006.008.0010.0012.00
REW: -0.24
VXX: 0.16
The chart of Martin ratio for REW, currently valued at -0.91, compared to the broader market0.0020.0040.0060.00
REW: -0.91
VXX: 0.40

The current REW Sharpe Ratio is -0.40, which is lower than the VXX Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of REW and VXX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50NovemberDecember2025FebruaryMarchApril
-0.40
0.16
REW
VXX

Dividends

REW vs. VXX - Dividend Comparison

REW's dividend yield for the trailing twelve months is around 5.13%, while VXX has not paid dividends to shareholders.


TTM2024202320222021202020192018
REW
ProShares UltraShort Technology
5.13%5.68%5.98%0.22%0.00%0.28%1.80%0.50%
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%

Drawdowns

REW vs. VXX - Drawdown Comparison

The maximum REW drawdown since its inception was -99.98%, roughly equal to the maximum VXX drawdown of -99.08%. Use the drawdown chart below to compare losses from any high point for REW and VXX. For additional features, visit the drawdowns tool.


-99.00%-98.50%-98.00%-97.50%-97.00%NovemberDecember2025FebruaryMarchApril
-97.67%
-98.51%
REW
VXX

Volatility

REW vs. VXX - Volatility Comparison

The current volatility for ProShares UltraShort Technology (REW) is 41.17%, while iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) has a volatility of 47.70%. This indicates that REW 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.


10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
41.17%
47.70%
REW
VXX