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VIXY vs. WEIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VIXY vs. WEIX - Performance Comparison

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

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Returns By Period


VIXY

1D
0.26%
1M
-15.15%
YTD
-8.27%
6M
-22.71%
1Y
-53.80%
3Y*
-42.73%
5Y*
-46.70%
10Y*
-47.13%

WEIX

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VIXY vs. WEIX - Yearly Performance Comparison


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Return for Risk

VIXY vs. WEIX — 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: 11
Calmar Ratio Rank
VIXY Martin Ratio Rank: 22
Martin Ratio Rank

WEIX
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. WEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares VIX Short-Term Futures ETF (VIXY) and Dynamic Shares Trust - Dynamic Short Short-Term Volatility Futures ETF (WEIX). 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.


VIXYWEIXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.82

Calmar ratioReturn relative to maximum drawdown

-0.95

Martin ratioReturn relative to average drawdown

-1.34

VIXY vs. WEIX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


VIXYWEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.69

Drawdowns

VIXY vs. WEIX - Drawdown Comparison

The maximum VIXY drawdown since its inception was -100.00%, which is greater than WEIX's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for VIXY and WEIX.


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Drawdown Indicators


VIXYWEIXDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

0.00%

-100.00%

Max Drawdown (1Y)

Largest decline over 1 year

-56.72%

Max Drawdown (3Y)

Largest decline over 3 years

-81.00%

Max Drawdown (5Y)

Largest decline over 5 years

-95.92%

Max Drawdown (10Y)

Largest decline over 10 years

-99.87%

Current Drawdown

Current decline from peak

-100.00%

0.00%

-100.00%

Average Drawdown

Average peak-to-trough decline

-92.18%

0.00%

-92.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

40.22%

Volatility

VIXY vs. WEIX - Volatility Comparison


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Volatility by Period


VIXYWEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.03%

Volatility (6M)

Calculated over the trailing 6-month period

41.47%

Volatility (1Y)

Calculated over the trailing 1-year period

55.89%

0.00%

+55.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

70.31%

0.00%

+70.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

72.48%

0.00%

+72.48%

VIXY vs. WEIX - Expense Ratio Comparison

VIXY has a 0.85% expense ratio, which is higher than WEIX's 0.50% expense ratio.


Dividends

VIXY vs. WEIX - Dividend Comparison

Neither VIXY nor WEIX has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


On fees, WEIX is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WEIX is cheaper with a 0.50% expense ratio, compared with 0.85% for VIXY.

VIXY and WEIX have nearly identical dividend yields, around 0.00%.

They also come from different issuers: ProFund Advisors LLC and Dynamic Shares Trust. Their fees differ too: 0.85% for VIXY and 0.50% for WEIX.

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