VXX vs. WEIX
VXX (iPath Series B S&P 500 VIX Short-Term Futures ETN) and WEIX (Dynamic Shares Trust - Dynamic Short Short-Term Volatility Futures ETF) are both Volatility funds. VXX is passively managed, while WEIX is actively managed. VXX charges 0.89%/yr vs 0.50%/yr for WEIX.
Performance
VXX vs. WEIX - Performance Comparison
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Returns By Period
VXX
- 1D
- 5.99%
- 1M
- -9.65%
- YTD
- -9.82%
- 6M
- -11.92%
- 1Y
- -54.78%
- 3Y*
- -39.15%
- 5Y*
- -45.02%
- 10Y*
- -48.25%
WEIX
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VXX vs. WEIX - Yearly Performance Comparison
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Return for Risk
VXX vs. WEIX — Risk / Return Rank
VXX
WEIX
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
VXX vs. WEIX - 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 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.
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.
| VXX | WEIX | Difference | |
|---|---|---|---|
| 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 | -1.01 | — | — |
| Martin ratioReturn relative to average drawdown | -1.55 | — | — |
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Drawdowns
VXX vs. WEIX - Drawdown Comparison
The maximum VXX 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 VXX and WEIX.
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Drawdown Indicators
| VXX | WEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -100.00% | 0.00% | -100.00% |
Max Drawdown (1Y)Largest decline over 1 year | -54.18% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -79.21% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -95.97% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -99.87% | — | — |
Current DrawdownCurrent decline from peak | -100.00% | 0.00% | -100.00% |
Average DrawdownAverage peak-to-trough decline | -95.08% | 0.00% | -95.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 39.47% | — | — |
Volatility
VXX vs. WEIX - Volatility Comparison
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Volatility by Period
| VXX | WEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.21% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 43.47% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 56.26% | 0.00% | +56.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 68.03% | 0.00% | +68.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 70.41% | 0.00% | +70.41% |
VXX vs. WEIX - Expense Ratio Comparison
VXX has a 0.89% expense ratio, which is higher than WEIX's 0.50% expense ratio.
Dividends
VXX vs. WEIX - Dividend Comparison
Neither VXX nor WEIX has paid dividends to shareholders.
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 0.89% for VXX.
VXX and WEIX have nearly identical dividend yields, around 0.00%.
They also come from different issuers: Barclays Capital and Dynamic Shares Trust. Their fees differ too: 0.89% for VXX and 0.50% for WEIX.
Find the right allocation for VXX and WEIX
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