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VIXY vs. ^VIX
Performance
Return for Risk
Drawdowns
Volatility

Performance

VIXY vs. ^VIX - Performance Comparison

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

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Returns By Period

In the year-to-date period, VIXY achieves a -10.37% return, which is significantly lower than ^VIX's 30.37% return. Over the past 10 years, VIXY has underperformed ^VIX with an annualized return of -48.59%, while ^VIX has yielded a comparatively higher -2.75% annualized return.


VIXY

1D
5.17%
1M
-9.63%
YTD
-10.37%
6M
-12.36%
1Y
-55.30%
3Y*
-39.97%
5Y*
-45.65%
10Y*
-48.59%

^VIX

1D
12.79%
1M
16.71%
YTD
30.37%
6M
39.21%
1Y
-1.71%
3Y*
13.19%
5Y*
4.06%
10Y*
-2.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VIXY vs. ^VIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VIXY
ProShares VIX Short-Term Futures ETF
-10.37%-43.05%-27.43%-72.74%-24.98%-72.40%10.54%-67.81%66.78%-72.78%
^VIX
CBOE Volatility Index
30.37%-13.83%39.36%-42.55%25.84%-24.31%65.09%-45.79%130.25%-21.37%

Correlation

The correlation between VIXY and ^VIX is 0.88, 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

0.88

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

0.88

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

0.89

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

0.88

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

0.88

The correlation between VIXY and ^VIX has been stable across timeframes, ranging from 0.88 to 0.89 - a consistent structural relationship.

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Return for Risk

VIXY vs. ^VIX — Risk / Return Rank

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

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

^VIX
^VIX Risk / Return Rank: 1717
Overall Rank
^VIX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
^VIX Sortino Ratio Rank: 2727
Sortino Ratio Rank
^VIX Omega Ratio Rank: 2626
Omega Ratio Rank
^VIX Calmar Ratio Rank: 1111
Calmar Ratio Rank
^VIX Martin Ratio Rank: 1111
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.

VIXY vs. ^VIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares VIX Short-Term Futures ETF (VIXY) and CBOE Volatility Index (^VIX). 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.


VIXY^VIXDifference
Sharpe ratioReturn per unit of total volatility

-0.97

Sortino ratioReturn per unit of downside risk

-2.57

Omega ratioGain probability vs. loss probability

0.82

1.11

-0.29

Calmar ratioReturn relative to maximum drawdown

-1.02

-0.03

-0.98

Martin ratioReturn relative to average drawdown

-1.56

-0.06

-1.50

VIXY vs. ^VIX - Sharpe Ratio Comparison

The current VIXY Sharpe Ratio is -0.98, which is lower than the ^VIX Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of VIXY and ^VIX, 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

VIXY vs. ^VIX - Drawdown Comparison

The maximum VIXY drawdown since its inception was -100.00%, which is greater than ^VIX's maximum drawdown of -88.70%. Use the drawdown chart below to compare losses from any high point for VIXY and ^VIX.


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Drawdown Indicators


VIXY^VIXDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-88.70%

-11.30%

Max Drawdown (1Y)

Largest decline over 1 year

-54.55%

-50.66%

-3.89%

Max Drawdown (3Y)

Largest decline over 3 years

-79.94%

-74.26%

-5.68%

Max Drawdown (5Y)

Largest decline over 5 years

-96.20%

-74.26%

-21.94%

Max Drawdown (10Y)

Largest decline over 10 years

-99.88%

-85.66%

-14.22%

Current Drawdown

Current decline from peak

-100.00%

-76.43%

-23.57%

Average Drawdown

Average peak-to-trough decline

-92.19%

-64.07%

-28.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

39.74%

30.70%

+9.04%

Volatility

VIXY vs. ^VIX - Volatility Comparison

The current volatility for ProShares VIX Short-Term Futures ETF (VIXY) is 17.03%, while CBOE Volatility Index (^VIX) has a volatility of 49.16%. This indicates that VIXY experiences smaller price fluctuations and is considered to be less risky than ^VIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VIXY^VIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.03%

49.16%

-32.13%

Volatility (6M)

Calculated over the trailing 6-month period

43.99%

91.13%

-47.14%

Volatility (1Y)

Calculated over the trailing 1-year period

56.44%

124.01%

-67.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

70.37%

127.78%

-57.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.94%

136.67%

-64.73%

Frequently Asked Questions


VIXY and ^VIX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

^VIX has higher volatility (49.16%) compared to VIXY (17.03%). In terms of maximum drawdown, VIXY dropped -100.00% vs ^VIX's -88.70%.

^VIX currently has the higher Sharpe Ratio (-0.01 vs -0.98), 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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