VXX vs. SBERP.ME
Compare and contrast key facts about iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) and Sberbank of Russia (SBERP.ME).
VXX is a passively managed fund by Barclays Capital that tracks the performance of the S&P 500 VIX Short-Term Futures Index Total Return. It was launched on Jan 19, 2018.
Performance
VXX vs. SBERP.ME - Performance Comparison
Loading graphics...
VXX vs. SBERP.ME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VXX iPath Series B S&P 500 VIX Short-Term Futures ETN | 31.21% | -42.21% | -26.22% | -72.52% | -23.80% | -72.41% | 11.04% | -67.75% | 67.91% | -72.64% |
SBERP.ME Sberbank of Russia | 4.57% | 49.18% | -17.09% | 80.22% | -48.85% | 22.87% | -2.91% | 68.55% | -22.44% | 63.05% |
Different Trading Currencies
VXX is traded in USD, while SBERP.ME is traded in RUB. To make them comparable, the SBERP.ME values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, VXX achieves a 31.21% return, which is significantly higher than SBERP.ME's 4.57% return. Over the past 10 years, VXX has underperformed SBERP.ME with an annualized return of -46.34%, while SBERP.ME has yielded a comparatively higher 19.04% annualized return.
VXX
- 1D
- -2.72%
- 1M
- 18.69%
- YTD
- 31.21%
- 6M
- 5.34%
- 1Y
- -32.54%
- 3Y*
- -42.18%
- 5Y*
- -45.27%
- 10Y*
- -46.34%
SBERP.ME
- 1D
- 2.06%
- 1M
- -2.58%
- YTD
- 4.57%
- 6M
- 13.78%
- 1Y
- 9.07%
- 3Y*
- 17.23%
- 5Y*
- 6.03%
- 10Y*
- 19.04%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VXX vs. SBERP.ME — Risk / Return Rank
VXX
SBERP.ME
VXX vs. SBERP.ME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) and Sberbank of Russia (SBERP.ME). 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.
| VXX | SBERP.ME | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.44 | 0.34 | -0.78 |
Sortino ratioReturn per unit of downside risk | -0.25 | 0.67 | -0.92 |
Omega ratioGain probability vs. loss probability | 0.97 | 1.09 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | -0.47 | 0.52 | -0.98 |
Martin ratioReturn relative to average drawdown | -0.59 | 1.04 | -1.64 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| VXX | SBERP.ME | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.44 | 0.34 | -0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.66 | 0.11 | -0.77 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.65 | 0.41 | -1.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.75 | 0.10 | -0.85 |
Correlation
The correlation between VXX and SBERP.ME is -0.27. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
VXX vs. SBERP.ME - Dividend Comparison
Neither VXX nor SBERP.ME has paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VXX iPath Series B S&P 500 VIX Short-Term Futures ETN | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SBERP.ME Sberbank of Russia | 0.00% | 0.00% | 0.00% | 9.17% | 0.00% | 6.72% | 7.77% | 7.01% | 7.22% | 3.17% | 1.52% | 0.59% |
Drawdowns
VXX vs. SBERP.ME - Drawdown Comparison
The maximum VXX drawdown since its inception was -100.00%, which is greater than SBERP.ME's maximum drawdown of -93.56%. Use the drawdown chart below to compare losses from any high point for VXX and SBERP.ME.
Loading graphics...
Drawdown Indicators
| VXX | SBERP.ME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -100.00% | -91.05% | -8.95% |
Max Drawdown (1Y)Largest decline over 1 year | -69.85% | -13.46% | -56.39% |
Max Drawdown (5Y)Largest decline over 5 years | -96.67% | -71.72% | -24.95% |
Max Drawdown (10Y)Largest decline over 10 years | -99.87% | -71.72% | -28.15% |
Current DrawdownCurrent decline from peak | -100.00% | -3.89% | -96.11% |
Average DrawdownAverage peak-to-trough decline | -95.03% | -20.30% | -74.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 54.84% | 6.05% | +48.79% |
Volatility
VXX vs. SBERP.ME - Volatility Comparison
iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) has a higher volatility of 28.80% compared to Sberbank of Russia (SBERP.ME) at 6.85%. This indicates that VXX's price experiences larger fluctuations and is considered to be riskier than SBERP.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| VXX | SBERP.ME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 28.80% | 6.85% | +21.95% |
Volatility (6M)Calculated over the trailing 6-month period | 46.98% | 15.26% | +31.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 74.80% | 26.38% | +48.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 69.04% | 55.39% | +13.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 71.15% | 46.30% | +24.85% |