WEIX vs. VXX
WEIX (Dynamic Shares Trust - Dynamic Short Short-Term Volatility Futures ETF) and VXX (iPath Series B S&P 500 VIX Short-Term Futures ETN) are both Volatility funds. WEIX is actively managed, while VXX is passively managed. WEIX charges 0.50%/yr vs 0.89%/yr for VXX.
Performance
WEIX vs. VXX - Performance Comparison
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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%
WEIX vs. VXX - Yearly Performance Comparison
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Return for Risk
WEIX vs. VXX — Risk / Return Rank
WEIX
VXX
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.
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Sharpe Ratios by Period
| WEIX | VXX | Difference | |
|---|---|---|---|
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
| WEIX | VXX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | -100.00% | +100.00% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -95.08% | +95.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 39.88% | — |
Volatility
WEIX vs. VXX - Volatility Comparison
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Volatility by Period
| WEIX | VXX | Difference | |
|---|---|---|---|
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.
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.
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