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SVXY vs. VXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SVXY vs. VXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short VIX Short-Term Futures ETF (SVXY) 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, SVXY achieves a 2.06% return, which is significantly higher than VXX's -14.92% return. Over the past 10 years, SVXY has outperformed VXX with an annualized return of 2.76%, while VXX has yielded a comparatively lower -48.55% annualized return.


SVXY

1D
0.14%
1M
7.11%
YTD
2.06%
6M
2.78%
1Y
39.97%
3Y*
11.27%
5Y*
15.52%
10Y*
2.76%

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)

SVXY vs. VXX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SVXY
ProShares Short VIX Short-Term Futures ETF
2.06%10.63%-3.17%76.21%-4.66%48.53%-36.47%54.21%-91.75%181.84%
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 SVXY and VXX is -0.99, 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

-0.99

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

-0.99

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

-0.97

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

-0.97

Correlation (All Time)
Calculated using the full available price history since Oct 4, 2011

-0.97

The correlation between SVXY and VXX has been stable across timeframes, ranging from -0.99 to -0.97 - a consistent structural relationship.

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Return for Risk

SVXY vs. VXX — Risk / Return Rank

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

SVXY
SVXY Risk / Return Rank: 3939
Overall Rank
SVXY Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
SVXY Sortino Ratio Rank: 3737
Sortino Ratio Rank
SVXY Omega Ratio Rank: 4242
Omega Ratio Rank
SVXY Calmar Ratio Rank: 3636
Calmar Ratio Rank
SVXY Martin Ratio Rank: 3838
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.

SVXY vs. VXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short VIX Short-Term Futures ETF (SVXY) 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.


SVXYVXXDifference
Sharpe ratioReturn per unit of total volatility

+2.43

Sortino ratioReturn per unit of downside risk

+3.67

Omega ratioGain probability vs. loss probability

1.27

0.80

+0.47

Calmar ratioReturn relative to maximum drawdown

1.75

-1.01

+2.76

Martin ratioReturn relative to average drawdown

5.71

-1.47

+7.18

SVXY vs. VXX - Sharpe Ratio Comparison

The current SVXY Sharpe Ratio is 1.39, which is higher than the VXX Sharpe Ratio of -1.04. The chart below compares the historical Sharpe Ratios of SVXY 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

SVXY vs. VXX - Drawdown Comparison

The maximum SVXY drawdown since its inception was -95.25%, roughly equal to the maximum VXX drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for SVXY and VXX.


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Drawdown Indicators


SVXYVXXDifference

Max Drawdown

Largest peak-to-trough decline

-95.25%

-100.00%

+4.75%

Max Drawdown (1Y)

Largest decline over 1 year

-22.94%

-57.34%

+34.40%

Max Drawdown (3Y)

Largest decline over 3 years

-46.45%

-79.21%

+32.76%

Max Drawdown (5Y)

Largest decline over 5 years

-46.45%

-95.97%

+49.52%

Max Drawdown (10Y)

Largest decline over 10 years

-95.25%

-99.87%

+4.62%

Current Drawdown

Current decline from peak

-79.55%

-100.00%

+20.45%

Average Drawdown

Average peak-to-trough decline

-56.93%

-95.07%

+38.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.02%

40.02%

-33.00%

Volatility

SVXY vs. VXX - Volatility Comparison

The current volatility for ProShares Short VIX Short-Term Futures ETF (SVXY) is 8.30%, while iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) has a volatility of 16.06%. This indicates that SVXY 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


SVXYVXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.30%

16.06%

-7.76%

Volatility (6M)

Calculated over the trailing 6-month period

22.60%

43.18%

-20.58%

Volatility (1Y)

Calculated over the trailing 1-year period

28.87%

56.02%

-27.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.38%

67.98%

-32.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.36%

70.81%

-20.45%

SVXY vs. VXX - Expense Ratio Comparison

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


Dividends

SVXY vs. VXX - Dividend Comparison

Neither SVXY nor VXX has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SVXY and VXX have a correlation of -0.99, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VXX has higher volatility (16.06%) compared to SVXY (8.30%). In terms of maximum drawdown, SVXY dropped -95.25% vs VXX's -100.00%.

On 10-year performance, SVXY leads with 2.76% vs -48.55% for VXX. On fees, VXX is cheaper at 0.89% per year. On volatility, SVXY has been the lower-risk option at 8.30%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SVXY has performed better with a 2.76% 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 SVXY.

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

SVXY tracks S&P 500 VIX Short-Term Futures Index (-0.5x), 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 SVXY and 0.89% for VXX.

SVXY currently has the higher Sharpe Ratio (1.39 vs -1.04), 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 SVXY and VXX

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