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ZVOL vs. VIXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZVOL vs. VIXY - Performance Comparison

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

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Returns By Period

In the year-to-date period, ZVOL achieves a 4.86% return, which is significantly higher than VIXY's -20.01% return.


ZVOL

1D
0.86%
1M
-0.77%
6M
5.30%
YTD
4.86%
1Y
17.86%
3Y*
5.31%
5Y*
10Y*
ALL TIME*
14.36%

VIXY

1D
-2.66%
1M
-3.39%
6M
-23.21%
YTD
-20.01%
1Y
-54.18%
3Y*
-39.34%
5Y*
-47.11%
10Y*
-46.69%
ALL TIME*
-48.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$61.09M$56.74M$72.28M
$569.54K$429.96K$368.17K

ZVOL vs. VIXY - Yearly Performance Comparison


2026 (YTD)202520242023
ZVOL
Volatility Premium Plus ETF
4.86%-10.71%9.27%51.85%
VIXY
ProShares VIX Short-Term Futures ETF
-20.01%-43.05%-27.43%-60.63%

Correlation

The correlation between ZVOL and VIXY is -0.87, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.87

Correlation (3Y)
Balances recent behavior with more history.

-0.88

Correlation (All Time)
Calculated using the full available price history since Apr 19, 2023

-0.88

The correlation between ZVOL and VIXY has been stable across timeframes, ranging from -0.88 to -0.87 - a consistent structural relationship.

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Return for Risk

ZVOL vs. VIXY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ZVOL
ZVOL Risk / Return Rank: 3333
Overall Rank
ZVOL Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
ZVOL Sortino Ratio Rank: 3636
Sortino Ratio Rank
ZVOL Omega Ratio Rank: 3333
Omega Ratio Rank
ZVOL Calmar Ratio Rank: 2929
Calmar Ratio Rank
ZVOL Martin Ratio Rank: 3333
Martin Ratio Rank

VIXY
VIXY Risk / Return Rank: 22
Overall Rank
VIXY Sharpe Ratio Rank: 22
Sharpe Ratio Rank
VIXY Sortino Ratio Rank: 22
Sortino Ratio Rank
VIXY Omega Ratio Rank: 22
Omega Ratio Rank
VIXY Calmar Ratio Rank: 11
Calmar Ratio Rank
VIXY Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ZVOL vs. VIXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Volatility Premium Plus ETF (ZVOL) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ZVOLVIXYDifference
Sharpe ratioReturn per unit of total volatility

+1.73

Sortino ratioReturn per unit of downside risk

+2.71

Omega ratioGain probability vs. loss probability

1.16

0.85

+0.31

Calmar ratioReturn relative to maximum drawdown

0.97

-0.92

+1.89

Martin ratioReturn relative to average drawdown

3.10

-1.40

+4.50

ZVOL vs. VIXY - Sharpe Ratio Comparison

The current ZVOL Sharpe Ratio is 0.85, which is higher than the VIXY Sharpe Ratio of -0.88. The chart below compares the historical Sharpe Ratios of ZVOL and VIXY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ZVOL vs. VIXY - Drawdown Comparison

The maximum ZVOL drawdown since its inception was -37.25%, smaller than the maximum VIXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for ZVOL and VIXY.


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Drawdown Indicators


ZVOLVIXYDifference

Max Drawdown

Largest peak-to-trough decline

-37.25%

-100.00%

+62.75%

Max Drawdown (1Y)

Largest decline over 1 year

-16.46%

-55.18%

+38.72%

Max Drawdown (3Y)

Largest decline over 3 years

-37.25%

-81.45%

+44.20%

Max Drawdown (5Y)

Largest decline over 5 years

-95.91%

Max Drawdown (10Y)

Largest decline over 10 years

-99.82%

Current Drawdown

Current decline from peak

-16.47%

-100.00%

+83.53%

Average Drawdown

Average peak-to-trough decline

-13.63%

-92.24%

+78.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.12%

36.13%

-31.01%

Volatility

ZVOL vs. VIXY - Volatility Comparison

The current volatility for Volatility Premium Plus ETF (ZVOL) is 3.16%, while ProShares VIX Short-Term Futures ETF (VIXY) has a volatility of 14.60%. This indicates that ZVOL experiences smaller price fluctuations and is considered to be less risky than VIXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZVOLVIXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.16%

14.60%

-11.44%

Volatility (6M)

Calculated over the trailing 6-month period

13.68%

43.36%

-29.68%

Volatility (1Y)

Calculated over the trailing 1-year period

18.73%

57.54%

-38.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.73%

69.97%

-41.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.73%

71.89%

-43.16%

ZVOL vs. VIXY - Expense Ratio Comparison

ZVOL has a 1.35% expense ratio, which is higher than VIXY's 0.85% expense ratio.


Dividends

ZVOL vs. VIXY - Dividend Comparison

ZVOL's dividend yield for the trailing twelve months is around 74.74%, while VIXY has not paid dividends to shareholders.


PositionTTM202520242023
VIXY
ProShares VIX Short-Term Futures ETF
0.00%0.00%0.00%0.00%
ZVOL
Volatility Premium Plus ETF
74.74%53.44%30.68%0.55%

Frequently Asked Questions


ZVOL and VIXY have a correlation of -0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VIXY has higher volatility (14.60%) compared to ZVOL (3.16%). In terms of maximum drawdown, ZVOL dropped -37.25% vs VIXY's -100.00%.

On 3-year performance, ZVOL leads with 5.31% vs -39.34% for VIXY. On fees, VIXY is cheaper at 0.85% per year. On volatility, ZVOL has been the lower-risk option at 3.16%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, ZVOL has performed better with a 5.31% return vs -39.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VIXY is cheaper with a 0.85% expense ratio, compared with 1.35% for ZVOL.

ZVOL has the higher dividend yield at 74.74%, compared with 0.00% for VIXY.

ZVOL tracks S&P 500 VIX Mid Term Futures Inverse Daily Index, while VIXY tracks S&P 500 VIX Short-Term Futures Index. They also come from different issuers: Volatility Shares and ProShares. Their fees differ too: 1.35% for ZVOL and 0.85% for VIXY.

ZVOL currently has the higher Sharpe Ratio (0.85 vs -0.88), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ZVOL and VIXY

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