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WEIX vs. VIXY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WEIX vs. VIXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dynamic Shares Trust - Dynamic Short Short-Term Volatility Futures ETF (WEIX) and ProShares VIX Short-Term Futures ETF (VIXY). The values are adjusted to include any dividend payments, if applicable.

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WEIX vs. VIXY - Yearly Performance Comparison


Returns By Period


WEIX

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*

VIXY

1D
-9.32%
1M
23.30%
YTD
33.97%
6M
6.35%
1Y
-31.66%
3Y*
-42.53%
5Y*
-45.66%
10Y*
-46.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WEIX vs. VIXY - Expense Ratio Comparison

WEIX has a 0.50% expense ratio, which is lower than VIXY's 0.85% expense ratio.


Return for Risk

WEIX vs. VIXY — Risk / Return Rank

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

WEIX

VIXY
VIXY Risk / Return Rank: 66
Overall Rank
VIXY Sharpe Ratio Rank: 55
Sharpe Ratio Rank
VIXY Sortino Ratio Rank: 77
Sortino Ratio Rank
VIXY Omega Ratio Rank: 77
Omega Ratio Rank
VIXY Calmar Ratio Rank: 55
Calmar Ratio Rank
VIXY Martin Ratio Rank: 88
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.

WEIX vs. VIXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dynamic Shares Trust - Dynamic Short Short-Term Volatility Futures ETF (WEIX) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

WEIX vs. VIXY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


WEIXVIXYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.68

Dividends

WEIX vs. VIXY - Dividend Comparison

Neither WEIX nor VIXY has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

WEIX vs. VIXY - Drawdown Comparison

The maximum WEIX drawdown since its inception was 0.00%, smaller than the maximum VIXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for WEIX and VIXY.


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Drawdown Indicators


WEIXVIXYDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-100.00%

+100.00%

Max Drawdown (1Y)

Largest decline over 1 year

-69.84%

Max Drawdown (5Y)

Largest decline over 5 years

-96.84%

Max Drawdown (10Y)

Largest decline over 10 years

-99.88%

Current Drawdown

Current decline from peak

0.00%

-100.00%

+100.00%

Average Drawdown

Average peak-to-trough decline

0.00%

-92.10%

+92.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

54.60%

Volatility

WEIX vs. VIXY - Volatility Comparison


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Volatility by Period


WEIXVIXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.44%

Volatility (6M)

Calculated over the trailing 6-month period

47.30%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

75.02%

-75.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

71.36%

-71.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

72.68%

-72.68%