VIXY vs. ^VVIX

In the year-to-date period, VIXY achieves a 30.43% return, which is significantly higher than ^VVIX's -7.65% return. Over the past 10 years, VIXY has underperformed ^VVIX with an annualized return of -44.89%, while ^VVIX has yielded a comparatively higher 1.30% annualized return.

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

The current VIXY Sharpe Ratio is 0.22, which is comparable to the ^VVIX Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of VIXY and ^VVIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum VIXY drawdown since its inception was -100.00%, which is greater than ^VVIX's maximum drawdown of -78.10%. Use the drawdown chart below to compare losses from any high point for VIXY and ^VVIX. For additional features, visit the drawdowns tool.