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

Correlation

The correlation between SPVU and VXX is 1.00, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

SPVU vs. VXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500® Enhanced Value ETF (SPVU) 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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Key characteristics

Daily Std Dev

SPVU:

4.66%

VXX:

94.23%

Max Drawdown

SPVU:

-0.01%

VXX:

-99.08%

Current Drawdown

SPVU:

0.00%

VXX:

-98.64%

Returns By Period


SPVU

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VXX

YTD

30.90%

1M

-22.26%

6M

33.91%

1Y

24.27%

5Y*

-51.91%

10Y*

N/A

*Annualized

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SPVU vs. VXX - Expense Ratio Comparison

SPVU has a 0.13% expense ratio, which is lower than VXX's 0.89% expense ratio.


Risk-Adjusted Performance

SPVU vs. VXX — Risk-Adjusted Performance Rank

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

SPVU
The Risk-Adjusted Performance Rank of SPVU is 5050
Overall Rank
The Sharpe Ratio Rank of SPVU is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of SPVU is 4949
Sortino Ratio Rank
The Omega Ratio Rank of SPVU is 4747
Omega Ratio Rank
The Calmar Ratio Rank of SPVU is 6161
Calmar Ratio Rank
The Martin Ratio Rank of SPVU is 5151
Martin Ratio Rank

VXX
The Risk-Adjusted Performance Rank of VXX is 5353
Overall Rank
The Sharpe Ratio Rank of VXX is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of VXX is 7676
Sortino Ratio Rank
The Omega Ratio Rank of VXX is 7272
Omega Ratio Rank
The Calmar Ratio Rank of VXX is 4343
Calmar Ratio Rank
The Martin Ratio Rank of VXX is 3535
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.

SPVU vs. VXX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500® Enhanced Value ETF (SPVU) 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.



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Dividends

SPVU vs. VXX - Dividend Comparison

SPVU's dividend yield for the trailing twelve months is around 2.72%, while VXX has not paid dividends to shareholders.


TTM2024202320222021202020192018201720162015
SPVU
Invesco S&P 500® Enhanced Value ETF
2.72%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%0.00%

Drawdowns

SPVU vs. VXX - Drawdown Comparison

The maximum SPVU drawdown since its inception was -0.01%, smaller than the maximum VXX drawdown of -99.08%. Use the drawdown chart below to compare losses from any high point for SPVU and VXX. For additional features, visit the drawdowns tool.


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Volatility

SPVU vs. VXX - Volatility Comparison


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