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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 -19.81% return, which is significantly lower than ^VIX's 11.91% return. Over the past 10 years, VIXY has underperformed ^VIX with an annualized return of -47.19%, while ^VIX has yielded a comparatively higher 3.01% annualized return.


VIXY

1D
2.49%
1M
-5.77%
6M
-19.31%
YTD
-19.81%
1Y
-54.13%
3Y*
-40.12%
5Y*
-47.16%
10Y*
-47.19%

^VIX

1D
6.76%
1M
1.95%
6M
5.62%
YTD
11.91%
1Y
-2.51%
3Y*
7.47%
5Y*
-1.94%
10Y*
3.01%
*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
-19.81%-43.05%-27.43%-72.74%-24.98%-72.40%10.54%-67.81%66.78%-72.78%
^VIX
CBOE Volatility Index
11.91%-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: 22
Sharpe Ratio Rank
VIXY Sortino Ratio Rank: 22
Sortino Ratio Rank
VIXY Omega Ratio Rank: 22
Omega Ratio Rank
VIXY Calmar Ratio Rank: 00
Calmar Ratio Rank
VIXY Martin Ratio Rank: 11
Martin Ratio Rank

^VIX
^VIX Risk / Return Rank: 1212
Overall Rank
^VIX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
^VIX Sortino Ratio Rank: 2424
Sortino Ratio Rank
^VIX Omega Ratio Rank: 2323
Omega Ratio Rank
^VIX Calmar Ratio Rank: 44
Calmar Ratio Rank
^VIX Martin Ratio Rank: 44
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

-0.94

Sortino ratioReturn per unit of downside risk

-2.51

Omega ratioGain probability vs. loss probability

0.83

1.11

-0.28

Calmar ratioReturn relative to maximum drawdown

-0.98

-0.05

-0.93

Martin ratioReturn relative to average drawdown

-1.57

-0.08

-1.50

VIXY vs. ^VIX - Sharpe Ratio Comparison

The current VIXY Sharpe Ratio is -0.96, which is lower than the ^VIX Sharpe Ratio of -0.02. 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

-55.18%

-51.59%

-3.59%

Max Drawdown (3Y)

Largest decline over 3 years

-81.45%

-74.26%

-7.19%

Max Drawdown (5Y)

Largest decline over 5 years

-96.49%

-74.26%

-22.23%

Max Drawdown (10Y)

Largest decline over 10 years

-99.84%

-85.66%

-14.18%

Current Drawdown

Current decline from peak

-100.00%

-79.77%

-20.23%

Average Drawdown

Average peak-to-trough decline

-92.22%

-64.10%

-28.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

34.53%

32.74%

+1.79%

Volatility

VIXY vs. ^VIX - Volatility Comparison

The current volatility for ProShares VIX Short-Term Futures ETF (VIXY) is 11.70%, while CBOE Volatility Index (^VIX) has a volatility of 31.23%. 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

11.70%

31.23%

-19.53%

Volatility (6M)

Calculated over the trailing 6-month period

44.30%

92.53%

-48.23%

Volatility (1Y)

Calculated over the trailing 1-year period

56.46%

124.57%

-68.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

70.28%

127.57%

-57.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.82%

136.46%

-64.64%

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 (31.23%) compared to VIXY (11.70%). In terms of maximum drawdown, VIXY dropped -100.00% vs ^VIX's -88.70%.

^VIX currently has the higher Sharpe Ratio (-0.02 vs -0.96), 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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