WEBS vs. VXX
Compare and contrast key facts about Daily Dow Jones Internet Bear 3X Shares (WEBS) and iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX).
WEBS and VXX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WEBS is a passively managed fund by Direxion that tracks the performance of the Dow Jones Internet Composite Index (300%). It was launched on Nov 7, 2019. 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. Both WEBS and VXX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
WEBS vs. VXX - Performance Comparison
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WEBS vs. VXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
WEBS Daily Dow Jones Internet Bear 3X Shares | 41.32% | -40.66% | -56.62% | -75.58% | 117.15% | -39.82% | -87.18% | -13.16% |
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% | -20.59% |
Returns By Period
In the year-to-date period, WEBS achieves a 41.32% return, which is significantly higher than VXX's 31.21% return.
WEBS
- 1D
- -2.84%
- 1M
- 6.01%
- YTD
- 41.32%
- 6M
- 53.99%
- 1Y
- -31.47%
- 3Y*
- -44.49%
- 5Y*
- -31.12%
- 10Y*
- —
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%
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WEBS vs. VXX - Expense Ratio Comparison
WEBS has a 1.07% expense ratio, which is higher than VXX's 0.89% expense ratio.
Return for Risk
WEBS vs. VXX — Risk / Return Rank
WEBS
VXX
WEBS vs. VXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Daily Dow Jones Internet Bear 3X Shares (WEBS) and iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX). 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.
| WEBS | VXX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.43 | -0.44 | +0.01 |
Sortino ratioReturn per unit of downside risk | -0.19 | -0.25 | +0.06 |
Omega ratioGain probability vs. loss probability | 0.98 | 0.97 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | -0.48 | -0.47 | -0.01 |
Martin ratioReturn relative to average drawdown | -0.57 | -0.59 | +0.03 |
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
| WEBS | VXX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.43 | -0.44 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.38 | -0.66 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.65 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.55 | -0.75 | +0.21 |
Correlation
The correlation between WEBS and VXX is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
WEBS vs. VXX - Dividend Comparison
WEBS's dividend yield for the trailing twelve months is around 2.31%, while VXX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
WEBS Daily Dow Jones Internet Bear 3X Shares | 2.31% | 3.77% | 8.02% | 8.51% | 0.20% | 0.00% | 1.11% | 0.11% |
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% |
Drawdowns
WEBS vs. VXX - Drawdown Comparison
The maximum WEBS drawdown since its inception was -99.60%, roughly equal to the maximum VXX drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for WEBS and VXX.
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Drawdown Indicators
| WEBS | VXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.60% | -100.00% | +0.40% |
Max Drawdown (1Y)Largest decline over 1 year | -69.97% | -69.85% | -0.12% |
Max Drawdown (5Y)Largest decline over 5 years | -96.80% | -96.67% | -0.13% |
Max Drawdown (10Y)Largest decline over 10 years | — | -99.87% | — |
Current DrawdownCurrent decline from peak | -99.31% | -100.00% | +0.69% |
Average DrawdownAverage peak-to-trough decline | -90.87% | -95.03% | +4.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 59.01% | 54.84% | +4.17% |
Volatility
WEBS vs. VXX - Volatility Comparison
The current volatility for Daily Dow Jones Internet Bear 3X Shares (WEBS) is 22.78%, while iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) has a volatility of 28.80%. This indicates that WEBS experiences smaller price fluctuations and is considered to be less risky than VXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WEBS | VXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.78% | 28.80% | -6.02% |
Volatility (6M)Calculated over the trailing 6-month period | 44.48% | 46.98% | -2.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 73.45% | 74.80% | -1.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 81.88% | 69.04% | +12.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 90.57% | 71.15% | +19.42% |