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ZVOL vs. VXZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZVOL vs. VXZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Volatility Premium Plus ETF (ZVOL) and iPath Series B S&P 500® VIX Mid-Term Futures ETN (VXZ). 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 5.55% return, which is significantly higher than VXZ's -5.72% return.


ZVOL

1D
-0.12%
1M
6.22%
6M
3.28%
YTD
5.55%
1Y
15.88%
3Y*
5.64%
5Y*
10Y*

VXZ

1D
-0.06%
1M
-5.96%
6M
-3.69%
YTD
-5.72%
1Y
-13.08%
3Y*
-9.32%
5Y*
-13.55%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZVOL vs. VXZ - Yearly Performance Comparison


2026 (YTD)202520242023
ZVOL
Volatility Premium Plus ETF
5.55%-10.71%9.27%51.85%
VXZ
iPath Series B S&P 500® VIX Mid-Term Futures ETN
-5.72%5.73%-12.65%-35.04%

Correlation

The correlation between ZVOL and VXZ is -0.93, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.93

Correlation (3Y)
Calculated over the trailing 3-year period

-0.96

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

-0.96

The correlation between ZVOL and VXZ has been stable across timeframes, ranging from -0.96 to -0.93 - a consistent structural relationship.

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Return for Risk

ZVOL vs. VXZ — Risk / Return Rank

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

ZVOL
ZVOL Risk / Return Rank: 2828
Overall Rank
ZVOL Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
ZVOL Sortino Ratio Rank: 3131
Sortino Ratio Rank
ZVOL Omega Ratio Rank: 2828
Omega Ratio Rank
ZVOL Calmar Ratio Rank: 2525
Calmar Ratio Rank
ZVOL Martin Ratio Rank: 2828
Martin Ratio Rank

VXZ
VXZ Risk / Return Rank: 1414
Overall Rank
VXZ Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
VXZ Sortino Ratio Rank: 1515
Sortino Ratio Rank
VXZ Omega Ratio Rank: 1616
Omega Ratio Rank
VXZ Calmar Ratio Rank: 1818
Calmar Ratio Rank
VXZ 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.

ZVOL vs. VXZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Volatility Premium Plus ETF (ZVOL) and iPath Series B S&P 500® VIX Mid-Term Futures ETN (VXZ). 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.


ZVOLVXZDifference
Sharpe ratioReturn per unit of total volatility

+1.55

Sortino ratioReturn per unit of downside risk

+2.26

Omega ratioGain probability vs. loss probability

1.16

0.90

+0.26

Calmar ratioReturn relative to maximum drawdown

0.97

-0.69

+1.66

Martin ratioReturn relative to average drawdown

3.10

-1.43

+4.53

ZVOL vs. VXZ - Sharpe Ratio Comparison

The current ZVOL Sharpe Ratio is 0.85, which is higher than the VXZ Sharpe Ratio of -0.71. The chart below compares the historical Sharpe Ratios of ZVOL and VXZ, 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. VXZ - Drawdown Comparison

The maximum ZVOL drawdown since its inception was -37.25%, smaller than the maximum VXZ drawdown of -69.00%. Use the drawdown chart below to compare losses from any high point for ZVOL and VXZ.


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Drawdown Indicators


ZVOLVXZDifference

Max Drawdown

Largest peak-to-trough decline

-37.25%

-69.00%

+31.75%

Max Drawdown (1Y)

Largest decline over 1 year

-16.46%

-18.89%

+2.43%

Max Drawdown (3Y)

Largest decline over 3 years

-37.25%

-36.45%

-0.80%

Max Drawdown (5Y)

Largest decline over 5 years

-62.05%

Current Drawdown

Current decline from peak

-15.92%

-67.29%

+51.37%

Average Drawdown

Average peak-to-trough decline

-13.58%

-37.12%

+23.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.15%

9.15%

-4.00%

Volatility

ZVOL vs. VXZ - Volatility Comparison

Volatility Premium Plus ETF (ZVOL) has a higher volatility of 4.83% compared to iPath Series B S&P 500® VIX Mid-Term Futures ETN (VXZ) at 3.29%. This indicates that ZVOL's price experiences larger fluctuations and is considered to be riskier than VXZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZVOLVXZDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.83%

3.29%

+1.54%

Volatility (6M)

Calculated over the trailing 6-month period

13.81%

13.60%

+0.21%

Volatility (1Y)

Calculated over the trailing 1-year period

18.82%

18.65%

+0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.93%

29.04%

-0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.93%

33.92%

-4.99%

ZVOL vs. VXZ - Expense Ratio Comparison

ZVOL has a 1.35% expense ratio, which is higher than VXZ's 0.89% expense ratio.


Dividends

ZVOL vs. VXZ - Dividend Comparison

ZVOL's dividend yield for the trailing twelve months is around 69.87%, while VXZ has not paid dividends to shareholders.


PositionTTM202520242023
VXZ
iPath Series B S&P 500® VIX Mid-Term Futures ETN
0.00%0.00%0.00%0.00%
ZVOL
Volatility Premium Plus ETF
69.87%53.44%30.68%0.55%

Frequently Asked Questions


ZVOL and VXZ have a correlation of -0.93, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ZVOL has higher volatility (4.83%) compared to VXZ (3.29%). In terms of maximum drawdown, ZVOL dropped -37.25% vs VXZ's -69.00%.

ZVOL currently has the higher Sharpe Ratio (0.85 vs -0.71), 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.

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