SVXY vs. WEIX

Last updated Apr 1, 2026

Compare and contrast key facts about ProShares Short VIX Short-Term Futures ETF (SVXY) and Dynamic Shares Trust - Dynamic Short Short-Term Volatility Futures ETF (WEIX).

SVXY and WEIX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SVXY is a passively managed fund by ProShares that tracks the performance of the S&P 500 VIX Short-Term Futures Index (-100%). It was launched on Oct 3, 2011. WEIX is an actively managed fund by Dynamic Shares Trust. It was launched on Jan 13, 2022.

Performance

SVXY vs. WEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short VIX Short-Term Futures ETF (SVXY) and Dynamic Shares Trust - Dynamic Short Short-Term Volatility Futures ETF (WEIX). The values are adjusted to include any dividend payments, if applicable.

SVXY vs. WEIX - Yearly Performance Comparison

	2026 (YTD)
SVXY ProShares Short VIX Short-Term Futures ETF	-14.98%
WEIX Dynamic Shares Trust - Dynamic Short Short-Term Volatility Futures ETF	0.00%

Returns By Period

SVXY

• 1D: 4.90%
• 1M: -12.39%
• YTD: -17.30%
• 6M: -10.09%
• 1Y: 0.09%
• 3Y*: 12.84%
• 5Y*: 13.74%
• 10Y*: -1.26%

WEIX

• 1D: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SVXY vs. WEIX - Expense Ratio Comparison

SVXY has a 1.38% expense ratio, which is higher than WEIX's 0.50% expense ratio.

SVXY

ProShares Short VIX Short-Term Futures ETF

WEIX

Dynamic Shares Trust - Dynamic Short Short-Term Volatility Futures ETF

Return for Risk

SVXY vs. WEIX — Risk / Return Rank

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

SVXY

SVXY Risk / Return Rank: 13
SVXY Sharpe Ratio Rank: 13
SVXY Sortino Ratio Rank: 14
SVXY Omega Ratio Rank: 15
SVXY Calmar Ratio Rank: 13
SVXY Martin Ratio Rank: 13

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. WEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short VIX Short-Term Futures ETF (SVXY) and Dynamic Shares Trust - Dynamic Short Short-Term Volatility Futures ETF (WEIX). 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.

	SVXY	WEIX	Difference
Sharpe ratio Return per unit of total volatility	0.00	—	—
Sortino ratio Return per unit of downside risk	0.26	—	—
Omega ratio Gain probability vs. loss probability	1.04	—	—
Calmar ratio Return relative to maximum drawdown	0.00	—	—
Martin ratio Return relative to average drawdown	0.01	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	SVXY	WEIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.00	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.38	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.02	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.19	—	—

Dividends

SVXY vs. WEIX - Dividend Comparison

Neither SVXY nor WEIX has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

SVXY vs. WEIX - Drawdown Comparison

The maximum SVXY drawdown since its inception was -95.25%, which is greater than WEIX's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for SVXY and WEIX.

Drawdown Indicators

	SVXY	WEIX	Difference
Max Drawdown Largest peak-to-trough decline	-95.25%	0.00%	-95.25%
Max Drawdown (1Y) Largest decline over 1 year	-26.50%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-46.45%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-95.25%	—	—
Current Drawdown Current decline from peak	-83.43%	0.00%	-83.43%
Average Drawdown Average peak-to-trough decline	-56.57%	0.00%	-56.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.75%	—	—

Volatility

Volatility by Period

	SVXY	WEIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.28%	—	—
Volatility (6M) Calculated over the trailing 6-month period	24.61%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	38.20%	0.00%	+38.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.91%	0.00%	+35.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	51.24%	0.00%	+51.24%