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VIXM vs. WEIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VIXM vs. WEIX - Performance Comparison

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

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Returns By Period


VIXM

1D
0.39%
1M
-2.34%
YTD
1.31%
6M
-2.83%
1Y
-8.35%
3Y*
-13.22%
5Y*
-13.49%
10Y*
-11.17%

WEIX

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VIXM vs. WEIX - Yearly Performance Comparison


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Return for Risk

VIXM vs. WEIX — Risk / Return Rank

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

VIXM
VIXM Risk / Return Rank: 44
Overall Rank
VIXM Sharpe Ratio Rank: 55
Sharpe Ratio Rank
VIXM Sortino Ratio Rank: 55
Sortino Ratio Rank
VIXM Omega Ratio Rank: 44
Omega Ratio Rank
VIXM Calmar Ratio Rank: 44
Calmar Ratio Rank
VIXM Martin Ratio Rank: 44
Martin Ratio Rank

WEIX
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. WEIX - Risk-Adjusted Trends Comparison

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


VIXMWEIXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.94

Calmar ratioReturn relative to maximum drawdown

-0.55

Martin ratioReturn relative to average drawdown

-0.96

VIXM vs. WEIX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


VIXMWEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.55

Drawdowns

VIXM vs. WEIX - Drawdown Comparison

The maximum VIXM drawdown since its inception was -96.23%, which is greater than WEIX's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for VIXM and WEIX.


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Drawdown Indicators


VIXMWEIXDifference

Max Drawdown

Largest peak-to-trough decline

-96.23%

0.00%

-96.23%

Max Drawdown (1Y)

Largest decline over 1 year

-15.22%

Max Drawdown (3Y)

Largest decline over 3 years

-41.41%

Max Drawdown (5Y)

Largest decline over 5 years

-63.40%

Max Drawdown (10Y)

Largest decline over 10 years

-75.72%

Current Drawdown

Current decline from peak

-95.75%

0.00%

-95.75%

Average Drawdown

Average peak-to-trough decline

-81.52%

0.00%

-81.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.74%

Volatility

VIXM vs. WEIX - Volatility Comparison


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Volatility by Period


VIXMWEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.19%

Volatility (6M)

Calculated over the trailing 6-month period

13.91%

Volatility (1Y)

Calculated over the trailing 1-year period

18.98%

0.00%

+18.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.68%

0.00%

+30.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.90%

0.00%

+32.90%

VIXM vs. WEIX - Expense Ratio Comparison

VIXM has a 0.85% expense ratio, which is higher than WEIX's 0.50% expense ratio.


Dividends

VIXM vs. WEIX - Dividend Comparison

Neither VIXM nor WEIX has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


On fees, WEIX is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WEIX is cheaper with a 0.50% expense ratio, compared with 0.85% for VIXM.

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

They also come from different issuers: ProShares and Dynamic Shares Trust. Their fees differ too: 0.85% for VIXM and 0.50% for WEIX.

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