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VXZ vs. VIXM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VXZ vs. VIXM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iPath Series B S&P 500® VIX Mid-Term Futures ETN (VXZ) and ProShares VIX Mid-Term Futures ETF (VIXM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with VXZ having a -1.72% return and VIXM slightly lower at -1.77%.


VXZ

1D
0.12%
1M
-4.99%
YTD
-1.72%
6M
0.35%
1Y
-12.57%
3Y*
-11.20%
5Y*
-12.28%
10Y*

VIXM

1D
0.67%
1M
-4.64%
YTD
-1.77%
6M
0.07%
1Y
-12.74%
3Y*
-11.89%
5Y*
-13.09%
10Y*
-12.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VXZ vs. VIXM - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
VXZ
iPath Series B S&P 500® VIX Mid-Term Futures ETN
-1.72%5.73%-12.65%-43.98%0.47%-16.38%72.77%-20.10%31.89%
VIXM
ProShares VIX Mid-Term Futures ETF
-1.77%5.60%-13.67%-44.83%-0.69%-16.70%72.38%-20.38%31.21%

Correlation

The correlation between VXZ and VIXM is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.95

Correlation (3Y)
Calculated over the trailing 3-year period

0.97

Correlation (5Y)
Calculated over the trailing 5-year period

0.97

Correlation (All Time)
Calculated using the full available price history since Jan 18, 2018

0.91

The correlation between VXZ and VIXM has been stable across timeframes, ranging from 0.91 to 0.97 - a consistent structural relationship.

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Return for Risk

VXZ vs. VIXM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VXZ
VXZ Risk / Return Rank: 1212
Overall Rank
VXZ Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
VXZ Sortino Ratio Rank: 1414
Sortino Ratio Rank
VXZ Omega Ratio Rank: 1515
Omega Ratio Rank
VXZ Calmar Ratio Rank: 1010
Calmar Ratio Rank
VXZ Martin Ratio Rank: 55
Martin Ratio Rank

VIXM
VIXM Risk / Return Rank: 33
Overall Rank
VIXM Sharpe Ratio Rank: 44
Sharpe Ratio Rank
VIXM Sortino Ratio Rank: 44
Sortino Ratio Rank
VIXM Omega Ratio Rank: 44
Omega Ratio Rank
VIXM Calmar Ratio Rank: 22
Calmar Ratio Rank
VIXM Martin Ratio Rank: 11
Martin Ratio Rank
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.

VXZ vs. VIXM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iPath Series B S&P 500® VIX Mid-Term Futures ETN (VXZ) and ProShares VIX Mid-Term Futures ETF (VIXM). 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.


VXZVIXMDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

0.90

0.90

0.00

Calmar ratioReturn relative to maximum drawdown

-0.83

-0.82

-0.01

Martin ratioReturn relative to average drawdown

-1.54

-1.55

+0.01

VXZ vs. VIXM - Sharpe Ratio Comparison

The current VXZ Sharpe Ratio is -0.67, which is comparable to the VIXM Sharpe Ratio of -0.68. The chart below compares the historical Sharpe Ratios of VXZ and VIXM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VXZ vs. VIXM - Drawdown Comparison

The maximum VXZ drawdown since its inception was -69.00%, smaller than the maximum VIXM drawdown of -96.23%. Use the drawdown chart below to compare losses from any high point for VXZ and VIXM.


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Drawdown Indicators


VXZVIXMDifference

Max Drawdown

Largest peak-to-trough decline

-69.00%

-96.23%

+27.23%

Max Drawdown (1Y)

Largest decline over 1 year

-15.13%

-15.53%

+0.40%

Max Drawdown (3Y)

Largest decline over 3 years

-36.45%

-37.35%

+0.90%

Max Drawdown (5Y)

Largest decline over 5 years

-62.05%

-63.40%

+1.35%

Max Drawdown (10Y)

Largest decline over 10 years

-75.56%

Current Drawdown

Current decline from peak

-65.90%

-95.88%

+29.98%

Average Drawdown

Average peak-to-trough decline

-36.93%

-81.54%

+44.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.36%

8.43%

-0.07%

Volatility

VXZ vs. VIXM - Volatility Comparison

iPath Series B S&P 500® VIX Mid-Term Futures ETN (VXZ) and ProShares VIX Mid-Term Futures ETF (VIXM) have volatilities of 4.05% and 4.20%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VXZVIXMDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.05%

4.20%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

13.78%

14.13%

-0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

18.74%

18.70%

+0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.07%

30.62%

-1.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.01%

32.68%

+1.33%

VXZ vs. VIXM - Expense Ratio Comparison

VXZ has a 0.89% expense ratio, which is higher than VIXM's 0.85% expense ratio.


Dividends

VXZ vs. VIXM - Dividend Comparison

Neither VXZ nor VIXM has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.95, VXZ and VIXM move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VIXM has higher volatility (4.20%) compared to VXZ (4.05%). In terms of maximum drawdown, VXZ dropped -69.00% vs VIXM's -96.23%.

VXZ currently has the higher Sharpe Ratio (-0.67 vs -0.68), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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