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VIXY vs. IWM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VIXY vs. IWM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares VIX Short-Term Futures ETF (VIXY) and iShares Russell 2000 ETF (IWM). 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 -20.01% return, which is significantly lower than IWM's 18.79% return. Over the past 10 years, VIXY has underperformed IWM with an annualized return of -46.69%, while IWM has yielded a comparatively higher 10.70% annualized return.


VIXY

1D
-2.66%
1M
-3.39%
6M
-23.21%
YTD
-20.01%
1Y
-54.18%
3Y*
-39.34%
5Y*
-47.11%
10Y*
-46.69%
ALL TIME*
-48.52%

IWM

1D
-0.48%
1M
-2.14%
6M
12.62%
YTD
18.79%
1Y
36.90%
3Y*
15.11%
5Y*
6.99%
10Y*
10.70%
ALL TIME*
8.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$6.67B$6.32B$7.45B
$61.09M$56.74M$72.28M

VIXY vs. IWM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VIXY
ProShares VIX Short-Term Futures ETF
-20.01%-43.05%-27.43%-72.74%-24.98%-72.40%10.54%-67.81%66.78%-72.78%
IWM
iShares Russell 2000 ETF
18.79%12.66%11.38%16.83%-20.48%14.54%20.03%25.39%-11.12%14.58%

Correlation

The correlation between VIXY and IWM is -0.64, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.64

Correlation (3Y)
Balances recent behavior with more history.

-0.63

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.67

Correlation (10Y)
Provides a long-term view across more market conditions.

-0.67

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

-0.70

The correlation between VIXY and IWM has been stable across timeframes, ranging from -0.70 to -0.63 - a consistent structural relationship.

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Return for Risk

VIXY vs. IWM — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VIXY
VIXY Risk / Return Rank: 22
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: 11
Calmar Ratio Rank
VIXY Martin Ratio Rank: 11
Martin Ratio Rank

IWM
IWM Risk / Return Rank: 7979
Overall Rank
IWM Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
IWM Sortino Ratio Rank: 7878
Sortino Ratio Rank
IWM Omega Ratio Rank: 7272
Omega Ratio Rank
IWM Calmar Ratio Rank: 8383
Calmar Ratio Rank
IWM Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VIXY vs. IWM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares VIX Short-Term Futures ETF (VIXY) and iShares Russell 2000 ETF (IWM). 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.


VIXYIWMDifference
Sharpe ratioReturn per unit of total volatility

-2.65

Sortino ratioReturn per unit of downside risk

-3.86

Omega ratioGain probability vs. loss probability

0.85

1.30

-0.45

Calmar ratioReturn relative to maximum drawdown

-0.92

3.11

-4.03

Martin ratioReturn relative to average drawdown

-1.40

11.02

-12.42

VIXY vs. IWM - Sharpe Ratio Comparison

The current VIXY Sharpe Ratio is -0.88, which is lower than the IWM Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of VIXY and IWM, 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. IWM - Drawdown Comparison

The maximum VIXY drawdown since its inception was -100.00%, which is greater than IWM's maximum drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for VIXY and IWM.


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Drawdown Indicators


VIXYIWMDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-59.05%

-40.95%

Max Drawdown (1Y)

Largest decline over 1 year

-55.18%

-11.03%

-44.15%

Max Drawdown (3Y)

Largest decline over 3 years

-81.45%

-27.50%

-53.95%

Max Drawdown (5Y)

Largest decline over 5 years

-95.91%

-31.91%

-64.00%

Max Drawdown (10Y)

Largest decline over 10 years

-99.82%

-41.13%

-58.69%

Current Drawdown

Current decline from peak

-100.00%

-3.08%

-96.92%

Average Drawdown

Average peak-to-trough decline

-92.24%

-10.71%

-81.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

36.13%

3.11%

+33.02%

Volatility

VIXY vs. IWM - Volatility Comparison

ProShares VIX Short-Term Futures ETF (VIXY) has a higher volatility of 14.60% compared to iShares Russell 2000 ETF (IWM) at 3.82%. This indicates that VIXY's price experiences larger fluctuations and is considered to be riskier than IWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VIXYIWMDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.60%

3.82%

+10.78%

Volatility (6M)

Calculated over the trailing 6-month period

43.36%

14.12%

+29.24%

Volatility (1Y)

Calculated over the trailing 1-year period

57.54%

19.41%

+38.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

69.97%

22.48%

+47.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.89%

23.01%

+48.88%

VIXY vs. IWM - Expense Ratio Comparison

VIXY has a 0.85% expense ratio, which is higher than IWM's 0.19% expense ratio.


Dividends

VIXY vs. IWM - Dividend Comparison

VIXY has not paid dividends to shareholders, while IWM's dividend yield for the trailing twelve months is around 0.91%.


PositionTTM20252024202320222021202020192018201720162015
IWM
iShares Russell 2000 ETF
0.91%1.04%1.15%1.35%1.48%0.94%1.04%1.26%1.40%1.26%1.38%1.54%
VIXY
ProShares VIX Short-Term Futures ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


VIXY and IWM have a correlation of -0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VIXY has higher volatility (14.60%) compared to IWM (3.82%). In terms of maximum drawdown, VIXY dropped -100.00% vs IWM's -59.05%.

On 10-year performance, IWM leads with 10.70% vs -46.69% for VIXY. On fees, IWM is cheaper at 0.19% per year. On volatility, IWM has been the lower-risk option at 3.82%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IWM has performed better with a 10.70% return vs -46.69%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IWM is cheaper with a 0.19% expense ratio, compared with 0.85% for VIXY.

IWM has the higher dividend yield at 0.91%, compared with 0.00% for VIXY.

VIXY is categorized as Volatility, while IWM is Small Cap Blend Equities. VIXY tracks S&P 500 VIX Short-Term Futures Index, while IWM tracks Russell 2000 Index. They also come from different issuers: ProShares and iShares. Their fees differ too: 0.85% for VIXY and 0.19% for IWM.

IWM currently has the higher Sharpe Ratio (1.77 vs -0.88), 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

Find the right allocation for VIXY and IWM

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