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VIXM vs. ZVOL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VIXM vs. ZVOL - Performance Comparison

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

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VIXM vs. ZVOL - Yearly Performance Comparison


2026 (YTD)202520242023
VIXM
ProShares VIX Mid-Term Futures ETF
12.31%5.60%-13.67%-36.04%
ZVOL
Volatility Premium Plus ETF
-11.39%-10.71%9.27%51.65%

Returns By Period

In the year-to-date period, VIXM achieves a 12.31% return, which is significantly higher than ZVOL's -11.39% return.


VIXM

1D
-2.72%
1M
9.31%
YTD
12.31%
6M
8.41%
1Y
8.20%
3Y*
-13.85%
5Y*
-12.86%
10Y*
-10.48%

ZVOL

1D
3.23%
1M
-8.77%
YTD
-11.39%
6M
-7.42%
1Y
-12.23%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VIXM vs. ZVOL - Expense Ratio Comparison

VIXM has a 0.85% expense ratio, which is lower than ZVOL's 1.35% expense ratio.


Return for Risk

VIXM vs. ZVOL — Risk / Return Rank

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

VIXM
VIXM Risk / Return Rank: 2121
Overall Rank
VIXM Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
VIXM Sortino Ratio Rank: 2424
Sortino Ratio Rank
VIXM Omega Ratio Rank: 2424
Omega Ratio Rank
VIXM Calmar Ratio Rank: 2121
Calmar Ratio Rank
VIXM Martin Ratio Rank: 1616
Martin Ratio Rank

ZVOL
ZVOL Risk / Return Rank: 44
Overall Rank
ZVOL Sharpe Ratio Rank: 55
Sharpe Ratio Rank
ZVOL Sortino Ratio Rank: 55
Sortino Ratio Rank
ZVOL Omega Ratio Rank: 44
Omega Ratio Rank
ZVOL Calmar Ratio Rank: 33
Calmar Ratio Rank
ZVOL 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.

VIXM vs. ZVOL - Risk-Adjusted Trends Comparison

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


VIXMZVOLDifference

Sharpe ratio

Return per unit of total volatility

0.28

-0.42

+0.69

Sortino ratio

Return per unit of downside risk

0.64

-0.40

+1.03

Omega ratio

Gain probability vs. loss probability

1.09

0.94

+0.14

Calmar ratio

Return relative to maximum drawdown

0.37

-0.56

+0.93

Martin ratio

Return relative to average drawdown

0.54

-1.28

+1.83

VIXM vs. ZVOL - Sharpe Ratio Comparison

The current VIXM Sharpe Ratio is 0.28, which is higher than the ZVOL Sharpe Ratio of -0.42. The chart below compares the historical Sharpe Ratios of VIXM and ZVOL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VIXMZVOLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

-0.42

+0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.53

0.32

-0.86

Correlation

The correlation between VIXM and ZVOL is -0.97. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

VIXM vs. ZVOL - Dividend Comparison

VIXM has not paid dividends to shareholders, while ZVOL's dividend yield for the trailing twelve months is around 69.95%.


TTM202520242023
VIXM
ProShares VIX Mid-Term Futures ETF
0.00%0.00%0.00%0.00%
ZVOL
Volatility Premium Plus ETF
69.95%53.44%30.68%0.55%

Drawdowns

VIXM vs. ZVOL - Drawdown Comparison

The maximum VIXM drawdown since its inception was -96.23%, which is greater than ZVOL's maximum drawdown of -37.25%. Use the drawdown chart below to compare losses from any high point for VIXM and ZVOL.


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Drawdown Indicators


VIXMZVOLDifference

Max Drawdown

Largest peak-to-trough decline

-96.23%

-37.25%

-58.98%

Max Drawdown (1Y)

Largest decline over 1 year

-23.73%

-22.85%

-0.88%

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

-95.29%

-29.42%

-65.87%

Average Drawdown

Average peak-to-trough decline

-81.36%

-12.80%

-68.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.12%

9.96%

+6.16%

Volatility

VIXM vs. ZVOL - Volatility Comparison

ProShares VIX Mid-Term Futures ETF (VIXM) has a higher volatility of 9.86% compared to Volatility Premium Plus ETF (ZVOL) at 9.28%. This indicates that VIXM's price experiences larger fluctuations and is considered to be riskier than ZVOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VIXMZVOLDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.86%

9.28%

+0.58%

Volatility (6M)

Calculated over the trailing 6-month period

15.23%

14.78%

+0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

29.79%

29.52%

+0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.22%

29.91%

+1.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.06%

29.91%

+3.15%