VOOL.DE vs. VIXY
VOOL.DE (Amundi S&P 500 VIX Futures Enhanced Roll UCITS ETF Acc) and VIXY (ProShares VIX Short-Term Futures ETF) are both Volatility funds - VOOL.DE tracks the S&P 500 VIX Futures Roll Enhanced TR while VIXY tracks the S&P 500 VIX Short-Term Futures Index Total Return. Both are passively managed. Over the past 10 years, VOOL.DE returned -26.18%/yr vs -46.97%/yr for VIXY. At a 0.47 correlation, their price movements are largely independent. VOOL.DE charges 0.60%/yr vs 0.85%/yr for VIXY.
Performance
VOOL.DE vs. VIXY - Performance Comparison
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Different Trading Currencies
VOOL.DE is traded in EUR, while VIXY is traded in USD. To make them comparable, the VIXY values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, VOOL.DE achieves a 2.95% return, which is significantly higher than VIXY's -3.33% return. Over the past 10 years, VOOL.DE has outperformed VIXY with an annualized return of -26.18%, while VIXY has yielded a comparatively lower -46.97% annualized return.
VOOL.DE
- 1D
- -0.59%
- 1M
- -1.68%
- YTD
- 2.95%
- 6M
- -3.26%
- 1Y
- -17.45%
- 3Y*
- -28.39%
- 5Y*
- -26.95%
- 10Y*
- -26.18%
VIXY
- 1D
- 8.09%
- 1M
- -8.49%
- YTD
- -3.33%
- 6M
- -17.54%
- 1Y
- -53.56%
- 3Y*
- -41.92%
- 5Y*
- -45.76%
- 10Y*
- -46.97%
VOOL.DE vs. VIXY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VOOL.DE Amundi S&P 500 VIX Futures Enhanced Roll UCITS ETF Acc | 2.95% | -25.96% | -26.51% | -52.19% | -7.88% | -38.71% | 42.44% | -35.38% | 30.69% | -63.80% |
VIXY ProShares VIX Short-Term Futures ETF | -3.33% | -49.81% | -22.64% | -73.56% | -20.33% | -70.33% | 1.43% | -67.08% | 74.61% | -76.12% |
Correlation
The correlation between VOOL.DE and VIXY is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Dec 18, 2012 | 0.47 |
The correlation between VOOL.DE and VIXY has been stable across timeframes, ranging from 0.47 to 0.53 - a consistent structural relationship.
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Return for Risk
VOOL.DE vs. VIXY — Risk / Return Rank
VOOL.DE
VIXY
VOOL.DE vs. VIXY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 VIX Futures Enhanced Roll UCITS ETF Acc (VOOL.DE) and ProShares VIX Short-Term Futures ETF (VIXY). 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.
| VOOL.DE | VIXY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.28 | ||
| Sortino ratioReturn per unit of downside risk | +0.68 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 0.83 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | -0.70 | -0.92 | +0.23 |
| Martin ratioReturn relative to average drawdown | -1.14 | -1.30 | +0.16 |
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
| VOOL.DE | VIXY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.66 | -0.94 | +0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.67 | -0.64 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.59 | -0.64 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.64 | -0.67 | +0.03 |
Drawdowns
VOOL.DE vs. VIXY - Drawdown Comparison
The maximum VOOL.DE drawdown since its inception was -98.72%, roughly equal to the maximum VIXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for VOOL.DE and VIXY.
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Drawdown Indicators
| VOOL.DE | VIXY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.72% | -100.00% | +1.28% |
Max Drawdown (1Y)Largest decline over 1 year | -25.83% | -58.09% | +32.26% |
Max Drawdown (3Y)Largest decline over 3 years | -64.28% | -82.00% | +17.72% |
Max Drawdown (5Y)Largest decline over 5 years | -82.72% | -95.97% | +13.25% |
Max Drawdown (10Y)Largest decline over 10 years | -96.48% | -99.88% | +3.40% |
Current DrawdownCurrent decline from peak | -98.63% | -100.00% | +1.37% |
Average DrawdownAverage peak-to-trough decline | -83.36% | -92.25% | +8.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.81% | 41.12% | -25.31% |
Volatility
VOOL.DE vs. VIXY - Volatility Comparison
The current volatility for Amundi S&P 500 VIX Futures Enhanced Roll UCITS ETF Acc (VOOL.DE) is 3.79%, while ProShares VIX Short-Term Futures ETF (VIXY) has a volatility of 12.34%. This indicates that VOOL.DE experiences smaller price fluctuations and is considered to be less risky than VIXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VOOL.DE | VIXY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.79% | 12.34% | -8.55% |
Volatility (6M)Calculated over the trailing 6-month period | 20.77% | 43.49% | -22.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.21% | 57.33% | -30.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.93% | 71.57% | -31.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.00% | 73.44% | -29.44% |
VOOL.DE vs. VIXY - Expense Ratio Comparison
VOOL.DE has a 0.60% expense ratio, which is lower than VIXY's 0.85% expense ratio.
Dividends
VOOL.DE vs. VIXY - Dividend Comparison
Neither VOOL.DE nor VIXY has paid dividends to shareholders.
Frequently Asked Questions
VOOL.DE and VIXY have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VOOL.DE is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VOOL.DE is cheaper with a 0.60% expense ratio, compared with 0.85% for VIXY.
VOOL.DE tracks S&P 500 VIX Futures Roll Enhanced TR, while VIXY tracks S&P 500 VIX Short-Term Futures Index Total Return. They also come from different issuers: Amundi and ProFund Advisors LLC. Their fees differ too: 0.60% for VOOL.DE and 0.85% for VIXY.
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