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WEIX vs. VXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WEIX vs. VXX - 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 iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


WEIX

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

VXX

1D
-0.25%
1M
-15.21%
YTD
-8.16%
6M
-22.63%
1Y
-53.35%
3Y*
-42.02%
5Y*
-46.10%
10Y*
-46.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WEIX vs. VXX - Yearly Performance Comparison


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Return for Risk

WEIX vs. VXX — Risk / Return Rank

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

WEIX

VXX
VXX Risk / Return Rank: 11
Overall Rank
VXX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
VXX Sortino Ratio Rank: 11
Sortino Ratio Rank
VXX Omega Ratio Rank: 11
Omega Ratio Rank
VXX Calmar Ratio Rank: 11
Calmar Ratio Rank
VXX Martin Ratio Rank: 22
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. VXX - 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 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.


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

WEIX vs. VXX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


WEIXVXXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.77

Drawdowns

WEIX vs. VXX - Drawdown Comparison

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


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Drawdown Indicators


WEIXVXXDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-100.00%

+100.00%

Max Drawdown (1Y)

Largest decline over 1 year

-56.23%

Max Drawdown (3Y)

Largest decline over 3 years

-80.28%

Max Drawdown (5Y)

Largest decline over 5 years

-95.68%

Max Drawdown (10Y)

Largest decline over 10 years

-99.86%

Current Drawdown

Current decline from peak

0.00%

-100.00%

+100.00%

Average Drawdown

Average peak-to-trough decline

0.00%

-95.08%

+95.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

39.88%

Volatility

WEIX vs. VXX - Volatility Comparison


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Volatility by Period


WEIXVXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.29%

Volatility (6M)

Calculated over the trailing 6-month period

40.88%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

55.57%

-55.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

67.96%

-67.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

70.96%

-70.96%

WEIX vs. VXX - Expense Ratio Comparison

WEIX has a 0.50% expense ratio, which is lower than VXX's 0.89% expense ratio.


Dividends

WEIX vs. VXX - Dividend Comparison

Neither WEIX nor VXX has paid dividends to shareholders.


Tickers have no history of dividend payments

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.

WEIX and VXX have nearly identical dividend yields, around 0.00%.

They also come from different issuers: Dynamic Shares Trust and Barclays Capital. Their fees differ too: 0.50% for WEIX and 0.89% for VXX.

Portfolio Optimizer

Find the right allocation for WEIX and VXX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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