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ZIVB vs. VIXM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ZIVB and VIXM is -0.67. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.7

Performance

ZIVB vs. VIXM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in -1x Short VIX Mid-Term Futures Strategy ETF (ZIVB) and ProShares VIX Mid-Term Futures ETF (VIXM). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%60.00%80.00%NovemberDecember2025FebruaryMarchApril
21.99%
-30.05%
ZIVB
VIXM

Key characteristics

Sharpe Ratio

ZIVB:

-0.53

VIXM:

0.31

Sortino Ratio

ZIVB:

-0.50

VIXM:

0.86

Omega Ratio

ZIVB:

0.93

VIXM:

1.12

Calmar Ratio

ZIVB:

-0.56

VIXM:

0.15

Martin Ratio

ZIVB:

-1.56

VIXM:

0.67

Ulcer Index

ZIVB:

13.34%

VIXM:

21.19%

Daily Std Dev

ZIVB:

39.24%

VIXM:

45.67%

Max Drawdown

ZIVB:

-37.25%

VIXM:

-96.23%

Current Drawdown

ZIVB:

-34.24%

VIXM:

-95.01%

Returns By Period

In the year-to-date period, ZIVB achieves a -26.28% return, which is significantly lower than VIXM's 25.59% return.


ZIVB

YTD

-26.28%

1M

-23.22%

6M

-25.21%

1Y

-25.21%

5Y*

N/A

10Y*

N/A

VIXM

YTD

25.59%

1M

21.96%

6M

21.80%

1Y

16.48%

5Y*

-15.01%

10Y*

-10.99%

*Annualized

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ZIVB vs. VIXM - Expense Ratio Comparison

ZIVB has a 1.35% expense ratio, which is higher than VIXM's 0.85% expense ratio.


Expense ratio chart for ZIVB: current value is 1.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ZIVB: 1.35%
Expense ratio chart for VIXM: current value is 0.85%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VIXM: 0.85%

Risk-Adjusted Performance

ZIVB vs. VIXM — Risk-Adjusted Performance Rank

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

ZIVB
The Risk-Adjusted Performance Rank of ZIVB is 44
Overall Rank
The Sharpe Ratio Rank of ZIVB is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of ZIVB is 66
Sortino Ratio Rank
The Omega Ratio Rank of ZIVB is 55
Omega Ratio Rank
The Calmar Ratio Rank of ZIVB is 22
Calmar Ratio Rank
The Martin Ratio Rank of ZIVB is 22
Martin Ratio Rank

VIXM
The Risk-Adjusted Performance Rank of VIXM is 4848
Overall Rank
The Sharpe Ratio Rank of VIXM is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of VIXM is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VIXM is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VIXM is 3737
Calmar Ratio Rank
The Martin Ratio Rank of VIXM is 3838
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ZIVB vs. VIXM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for -1x Short VIX Mid-Term Futures Strategy ETF (ZIVB) 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.


The chart of Sharpe ratio for ZIVB, currently valued at -0.61, compared to the broader market-1.000.001.002.003.004.00
ZIVB: -0.61
VIXM: 0.31
The chart of Sortino ratio for ZIVB, currently valued at -0.63, compared to the broader market-2.000.002.004.006.008.00
ZIVB: -0.63
VIXM: 0.86
The chart of Omega ratio for ZIVB, currently valued at 0.91, compared to the broader market0.501.001.502.00
ZIVB: 0.91
VIXM: 1.12
The chart of Calmar ratio for ZIVB, currently valued at -0.64, compared to the broader market0.002.004.006.008.0010.0012.00
ZIVB: -0.64
VIXM: 0.28
The chart of Martin ratio for ZIVB, currently valued at -1.77, compared to the broader market0.0020.0040.0060.00
ZIVB: -1.77
VIXM: 0.67

The current ZIVB Sharpe Ratio is -0.53, which is lower than the VIXM Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of ZIVB and VIXM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.61
0.31
ZIVB
VIXM

Dividends

ZIVB vs. VIXM - Dividend Comparison

ZIVB's dividend yield for the trailing twelve months is around 45.19%, while VIXM has not paid dividends to shareholders.


Drawdowns

ZIVB vs. VIXM - Drawdown Comparison

The maximum ZIVB drawdown since its inception was -37.25%, smaller than the maximum VIXM drawdown of -96.23%. Use the drawdown chart below to compare losses from any high point for ZIVB and VIXM. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-34.24%
-34.61%
ZIVB
VIXM

Volatility

ZIVB vs. VIXM - Volatility Comparison

-1x Short VIX Mid-Term Futures Strategy ETF (ZIVB) and ProShares VIX Mid-Term Futures ETF (VIXM) have volatilities of 21.99% and 21.41%, 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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
21.99%
21.41%
ZIVB
VIXM