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VIXM vs. VIXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VIXM vs. VIXY - Performance Comparison

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

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Returns By Period

In the year-to-date period, VIXM achieves a -2.42% return, which is significantly higher than VIXY's -14.78% return. Over the past 10 years, VIXM has outperformed VIXY with an annualized return of -12.34%, while VIXY has yielded a comparatively lower -48.85% annualized return.


VIXM

1D
-0.47%
1M
-5.28%
YTD
-2.42%
6M
-0.07%
1Y
-13.67%
3Y*
-12.09%
5Y*
-13.41%
10Y*
-12.34%

VIXY

1D
-0.23%
1M
-14.08%
YTD
-14.78%
6M
-16.35%
1Y
-58.11%
3Y*
-40.97%
5Y*
-46.43%
10Y*
-48.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VIXM vs. VIXY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VIXM
ProShares VIX Mid-Term Futures ETF
-2.42%5.60%-13.67%-44.83%-0.69%-16.70%72.38%-20.38%26.43%-50.05%
VIXY
ProShares VIX Short-Term Futures ETF
-14.78%-43.05%-27.43%-72.74%-24.98%-72.40%10.54%-67.81%66.78%-72.78%

Correlation

The correlation between VIXM and VIXY is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.91

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

0.90

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

0.91

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

0.90

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

0.90

The correlation between VIXM and VIXY has been stable across timeframes, ranging from 0.90 to 0.91 - a consistent structural relationship.

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Return for Risk

VIXM vs. VIXY — Risk / Return Rank

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

VIXM
VIXM Risk / Return Rank: 22
Overall Rank
VIXM Sharpe Ratio Rank: 33
Sharpe Ratio Rank
VIXM Sortino Ratio Rank: 33
Sortino Ratio Rank
VIXM Omega Ratio Rank: 33
Omega Ratio Rank
VIXM Calmar Ratio Rank: 11
Calmar Ratio Rank
VIXM Martin Ratio Rank: 00
Martin Ratio Rank

VIXY
VIXY Risk / Return Rank: 11
Overall Rank
VIXY Sharpe Ratio Rank: 11
Sharpe Ratio Rank
VIXY Sortino Ratio Rank: 11
Sortino Ratio Rank
VIXY Omega Ratio Rank: 11
Omega Ratio Rank
VIXY Calmar Ratio Rank: 00
Calmar Ratio Rank
VIXY 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.

VIXM vs. VIXY - Risk-Adjusted Trends Comparison

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


VIXMVIXYDifference
Sharpe ratioReturn per unit of total volatility

+0.30

Sortino ratioReturn per unit of downside risk

+0.86

Omega ratioGain probability vs. loss probability

0.89

0.80

+0.09

Calmar ratioReturn relative to maximum drawdown

-0.88

-1.01

+0.12

Martin ratioReturn relative to average drawdown

-1.64

-1.47

-0.17

VIXM vs. VIXY - Sharpe Ratio Comparison

The current VIXM Sharpe Ratio is -0.73, which is comparable to the VIXY Sharpe Ratio of -1.04. The chart below compares the historical Sharpe Ratios of VIXM and VIXY, 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

VIXM vs. VIXY - Drawdown Comparison

The maximum VIXM drawdown since its inception was -96.23%, roughly equal to the maximum VIXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for VIXM and VIXY.


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Drawdown Indicators


VIXMVIXYDifference

Max Drawdown

Largest peak-to-trough decline

-96.23%

-100.00%

+3.77%

Max Drawdown (1Y)

Largest decline over 1 year

-15.53%

-57.79%

+42.26%

Max Drawdown (3Y)

Largest decline over 3 years

-37.35%

-79.94%

+42.59%

Max Drawdown (5Y)

Largest decline over 5 years

-63.40%

-96.20%

+32.80%

Max Drawdown (10Y)

Largest decline over 10 years

-75.56%

-99.88%

+24.32%

Current Drawdown

Current decline from peak

-95.91%

-100.00%

+4.09%

Average Drawdown

Average peak-to-trough decline

-81.54%

-92.19%

+10.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.50%

40.39%

-31.89%

Volatility

VIXM vs. VIXY - Volatility Comparison

The current volatility for ProShares VIX Mid-Term Futures ETF (VIXM) is 4.19%, while ProShares VIX Short-Term Futures ETF (VIXY) has a volatility of 16.16%. This indicates that VIXM experiences smaller price fluctuations and is considered to be less risky than VIXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VIXMVIXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.19%

16.16%

-11.97%

Volatility (6M)

Calculated over the trailing 6-month period

14.19%

43.79%

-29.60%

Volatility (1Y)

Calculated over the trailing 1-year period

18.73%

56.29%

-37.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.62%

70.34%

-39.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.83%

72.33%

-39.50%

VIXM vs. VIXY - Expense Ratio Comparison

Both VIXM and VIXY have an expense ratio of 0.85%.


Dividends

VIXM vs. VIXY - Dividend Comparison

Neither VIXM nor VIXY has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.91, VIXM and VIXY move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VIXY has higher volatility (16.16%) compared to VIXM (4.19%). In terms of maximum drawdown, VIXM dropped -96.23% vs VIXY's -100.00%.

On 10-year performance, VIXM leads with -12.34% vs -48.85% for VIXY. Both ETFs have the same 0.85% expense ratio. On volatility, VIXM has been the lower-risk option at 4.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VIXM has performed better with a -12.34% return vs -48.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VIXM and VIXY have the same expense ratio: 0.85% per year.

VIXM and VIXY have nearly identical dividend yields, around 0.00%.

VIXM tracks S&P 500 VIX Mid-Term Futures Index, while VIXY tracks S&P 500 VIX Short-Term Futures Index.

VIXM currently has the higher Sharpe Ratio (-0.73 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

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