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SPXN vs. VIXM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPXN vs. VIXM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares S&P 500 Ex-Financials ETF (SPXN) and ProShares VIX Mid-Term Futures ETF (VIXM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPXN achieves a 8.93% return, which is significantly higher than VIXM's -2.62% return. Over the past 10 years, SPXN has outperformed VIXM with an annualized return of 15.79%, while VIXM has yielded a comparatively lower -12.35% annualized return.


SPXN

1D
-0.53%
1M
-2.48%
YTD
8.93%
6M
7.76%
1Y
24.75%
3Y*
20.84%
5Y*
13.53%
10Y*
15.79%

VIXM

1D
-0.87%
1M
-5.47%
YTD
-2.62%
6M
-1.13%
1Y
-11.22%
3Y*
-12.15%
5Y*
-13.23%
10Y*
-12.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPXN vs. VIXM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPXN
ProShares S&P 500 Ex-Financials ETF
8.93%18.74%24.35%28.57%-18.87%27.04%22.15%31.50%-3.85%20.84%
VIXM
ProShares VIX Mid-Term Futures ETF
-2.62%5.60%-13.67%-44.83%-0.69%-16.70%72.38%-20.38%26.43%-50.05%

Correlation

The correlation between SPXN and VIXM is -0.65, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.65

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

-0.65

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

-0.70

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

-0.60

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2015

-0.58

The correlation between SPXN and VIXM shifts across timeframes, from -0.70 (5 years) to -0.58 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SPXN vs. VIXM — Risk / Return Rank

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

SPXN
SPXN Risk / Return Rank: 6363
Overall Rank
SPXN Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SPXN Sortino Ratio Rank: 6060
Sortino Ratio Rank
SPXN Omega Ratio Rank: 6262
Omega Ratio Rank
SPXN Calmar Ratio Rank: 6161
Calmar Ratio Rank
SPXN Martin Ratio Rank: 7070
Martin Ratio Rank

VIXM
VIXM Risk / Return Rank: 44
Overall Rank
VIXM Sharpe Ratio Rank: 44
Sharpe Ratio Rank
VIXM Sortino Ratio Rank: 44
Sortino Ratio Rank
VIXM Omega Ratio Rank: 44
Omega Ratio Rank
VIXM Calmar Ratio Rank: 33
Calmar Ratio Rank
VIXM Martin Ratio Rank: 22
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.

SPXN vs. VIXM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares S&P 500 Ex-Financials ETF (SPXN) and ProShares VIX Mid-Term Futures ETF (VIXM). 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.


SPXNVIXMDifference
Sharpe ratioReturn per unit of total volatility

+2.45

Sortino ratioReturn per unit of downside risk

+3.23

Omega ratioGain probability vs. loss probability

1.33

0.91

+0.42

Calmar ratioReturn relative to maximum drawdown

2.69

-0.72

+3.40

Martin ratioReturn relative to average drawdown

11.51

-1.35

+12.86

SPXN vs. VIXM - Sharpe Ratio Comparison

The current SPXN Sharpe Ratio is 1.85, which is higher than the VIXM Sharpe Ratio of -0.61. The chart below compares the historical Sharpe Ratios of SPXN and VIXM, 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

SPXN vs. VIXM - Drawdown Comparison

The maximum SPXN drawdown since its inception was -32.10%, smaller than the maximum VIXM drawdown of -96.23%. Use the drawdown chart below to compare losses from any high point for SPXN and VIXM.


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Drawdown Indicators


SPXNVIXMDifference

Max Drawdown

Largest peak-to-trough decline

-32.10%

-96.23%

+64.13%

Max Drawdown (1Y)

Largest decline over 1 year

-9.26%

-15.70%

+6.44%

Max Drawdown (3Y)

Largest decline over 3 years

-19.56%

-37.26%

+17.70%

Max Drawdown (5Y)

Largest decline over 5 years

-24.47%

-63.40%

+38.93%

Max Drawdown (10Y)

Largest decline over 10 years

-32.10%

-75.56%

+43.46%

Current Drawdown

Current decline from peak

-4.65%

-95.92%

+91.27%

Average Drawdown

Average peak-to-trough decline

-3.99%

-81.55%

+77.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

8.31%

-6.15%

Volatility

SPXN vs. VIXM - Volatility Comparison

ProShares S&P 500 Ex-Financials ETF (SPXN) has a higher volatility of 5.37% compared to ProShares VIX Mid-Term Futures ETF (VIXM) at 4.17%. This indicates that SPXN's price experiences larger fluctuations and is considered to be riskier than VIXM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPXNVIXMDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.37%

4.17%

+1.20%

Volatility (6M)

Calculated over the trailing 6-month period

10.72%

14.05%

-3.33%

Volatility (1Y)

Calculated over the trailing 1-year period

13.50%

18.72%

-5.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.30%

30.62%

-13.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.72%

32.67%

-14.95%

SPXN vs. VIXM - Expense Ratio Comparison

SPXN has a 0.09% expense ratio, which is lower than VIXM's 0.85% expense ratio.


Dividends

SPXN vs. VIXM - Dividend Comparison

SPXN's dividend yield for the trailing twelve months is around 0.91%, while VIXM has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
SPXN
ProShares S&P 500 Ex-Financials ETF
0.91%0.98%1.12%1.19%1.35%0.94%1.09%1.41%1.76%1.54%2.60%0.52%
VIXM
ProShares VIX Mid-Term Futures ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SPXN and VIXM have a correlation of -0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPXN has higher volatility (5.37%) compared to VIXM (4.17%). In terms of maximum drawdown, SPXN dropped -32.10% vs VIXM's -96.23%.

On 10-year performance, SPXN leads with 15.79% vs -12.35% for VIXM. On fees, SPXN is cheaper at 0.09% per year. On volatility, VIXM has been the lower-risk option at 4.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SPXN has performed better with a 15.79% return vs -12.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPXN is cheaper with a 0.09% expense ratio, compared with 0.85% for VIXM.

SPXN has the higher dividend yield at 0.91%, compared with 0.00% for VIXM.

SPXN is categorized as S&P 500, while VIXM is Volatility. SPXN tracks S&P 500 Ex-Financials and Real Estate Index, while VIXM tracks S&P 500 VIX Mid-Term Futures Index. Their fees differ too: 0.09% for SPXN and 0.85% for VIXM.

SPXN currently has the higher Sharpe Ratio (1.85 vs -0.61), 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 SPXN and VIXM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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