VIXY vs. VOOL.DE
Compare and contrast key facts about ProShares VIX Short-Term Futures ETF (VIXY) and Amundi S&P 500 VIX Futures Enhanced Roll UCITS ETF Acc (VOOL.DE).
VIXY and VOOL.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VIXY is a passively managed fund by ProFund Advisors LLC that tracks the performance of the S&P 500 VIX Short-Term Futures Index Total Return. It was launched on Jan 3, 2011. VOOL.DE is a passively managed fund by Amundi that tracks the performance of the S&P 500 VIX Futures Roll Enhanced TR. It was launched on Sep 25, 2012. Both VIXY and VOOL.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
VIXY vs. VOOL.DE - Performance Comparison
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VIXY vs. VOOL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VIXY ProShares VIX Short-Term Futures ETF | 33.97% | -43.05% | -27.43% | -72.74% | -24.98% | -72.40% | 10.54% | -67.81% | 66.78% | -72.78% |
VOOL.DE Amundi S&P 500 VIX Futures Enhanced Roll UCITS ETF Acc | 19.98% | -16.41% | -30.71% | -50.68% | -12.95% | -43.54% | 56.35% | -36.74% | 24.54% | -58.68% |
Different Trading Currencies
VIXY is traded in USD, while VOOL.DE is traded in EUR. To make them comparable, the VOOL.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, VIXY achieves a 33.97% return, which is significantly higher than VOOL.DE's 19.98% return. Over the past 10 years, VIXY has underperformed VOOL.DE with an annualized return of -46.57%, while VOOL.DE has yielded a comparatively higher -25.23% annualized return.
VIXY
- 1D
- -9.32%
- 1M
- 23.30%
- YTD
- 33.97%
- 6M
- 6.35%
- 1Y
- -31.66%
- 3Y*
- -42.53%
- 5Y*
- -45.66%
- 10Y*
- -46.57%
VOOL.DE
- 1D
- -0.65%
- 1M
- 16.89%
- YTD
- 19.98%
- 6M
- 8.92%
- 1Y
- -4.83%
- 3Y*
- -26.57%
- 5Y*
- -27.03%
- 10Y*
- -25.23%
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VIXY vs. VOOL.DE - Expense Ratio Comparison
VIXY has a 0.85% expense ratio, which is higher than VOOL.DE's 0.60% expense ratio.
Return for Risk
VIXY vs. VOOL.DE — Risk / Return Rank
VIXY
VOOL.DE
VIXY vs. VOOL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares VIX Short-Term Futures ETF (VIXY) and Amundi S&P 500 VIX Futures Enhanced Roll UCITS ETF Acc (VOOL.DE). 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.
| VIXY | VOOL.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.42 | -0.13 | -0.30 |
Sortino ratioReturn per unit of downside risk | -0.22 | 0.08 | -0.30 |
Omega ratioGain probability vs. loss probability | 0.97 | 1.01 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | -0.46 | -0.08 | -0.38 |
Martin ratioReturn relative to average drawdown | -0.59 | -0.10 | -0.49 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VIXY | VOOL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.42 | -0.13 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.64 | -0.69 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.64 | -0.58 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.68 | -0.65 | -0.03 |
Correlation
The correlation between VIXY and VOOL.DE is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
VIXY vs. VOOL.DE - Dividend Comparison
Neither VIXY nor VOOL.DE has paid dividends to shareholders.
Drawdowns
VIXY vs. VOOL.DE - Drawdown Comparison
The maximum VIXY drawdown since its inception was -100.00%, roughly equal to the maximum VOOL.DE drawdown of -98.84%. Use the drawdown chart below to compare losses from any high point for VIXY and VOOL.DE.
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Drawdown Indicators
| VIXY | VOOL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -100.00% | -98.72% | -1.28% |
Max Drawdown (1Y)Largest decline over 1 year | -69.84% | -45.13% | -24.71% |
Max Drawdown (5Y)Largest decline over 5 years | -96.84% | -83.51% | -13.33% |
Max Drawdown (10Y)Largest decline over 10 years | -99.88% | -96.48% | -3.40% |
Current DrawdownCurrent decline from peak | -100.00% | -98.38% | -1.62% |
Average DrawdownAverage peak-to-trough decline | -92.10% | -83.16% | -8.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 54.60% | 34.60% | +20.00% |
Volatility
VIXY vs. VOOL.DE - Volatility Comparison
ProShares VIX Short-Term Futures ETF (VIXY) has a higher volatility of 29.44% compared to Amundi S&P 500 VIX Futures Enhanced Roll UCITS ETF Acc (VOOL.DE) at 13.82%. This indicates that VIXY's price experiences larger fluctuations and is considered to be riskier than VOOL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VIXY | VOOL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 29.44% | 13.82% | +15.62% |
Volatility (6M)Calculated over the trailing 6-month period | 47.30% | 21.20% | +26.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 75.02% | 37.69% | +37.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 71.36% | 39.12% | +32.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 72.68% | 43.15% | +29.53% |