^VVIX vs. VXX
Compare and contrast key facts about CBOE VIX Volatility Index (^VVIX) and iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX).
VXX is a passively managed fund by Barclays Capital that tracks the performance of the S&P 500 VIX Short-Term Futures Index Total Return. It was launched on Jan 19, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^VVIX or VXX.
Correlation
The correlation between ^VVIX and VXX is -0.63. 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.
Performance
^VVIX vs. VXX - Performance Comparison
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Key characteristics
^VVIX:
0.19
VXX:
0.15
^VVIX:
1.26
VXX:
1.02
^VVIX:
1.14
VXX:
1.13
^VVIX:
0.38
VXX:
0.13
^VVIX:
0.68
VXX:
0.34
^VVIX:
35.51%
VXX:
38.11%
^VVIX:
115.31%
VXX:
95.07%
^VVIX:
-78.10%
VXX:
-99.08%
^VVIX:
-53.46%
VXX:
-98.82%
Returns By Period
In the year-to-date period, ^VVIX achieves a -7.39% return, which is significantly lower than VXX's 13.73% return.
^VVIX
-7.39%
-16.89%
-0.77%
21.61%
-3.58%
-4.57%
2.43%
VXX
13.73%
-26.98%
12.31%
14.43%
-49.35%
-52.78%
N/A
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Risk-Adjusted Performance
^VVIX vs. VXX — Risk-Adjusted Performance Rank
^VVIX
VXX
^VVIX vs. VXX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CBOE VIX Volatility Index (^VVIX) 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.
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Drawdowns
^VVIX vs. VXX - Drawdown Comparison
The maximum ^VVIX drawdown since its inception was -78.10%, smaller than the maximum VXX drawdown of -99.08%. Use the drawdown chart below to compare losses from any high point for ^VVIX and VXX. For additional features, visit the drawdowns tool.
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Volatility
^VVIX vs. VXX - Volatility Comparison
CBOE VIX Volatility Index (^VVIX) has a higher volatility of 19.91% compared to iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) at 17.76%. This indicates that ^VVIX's price experiences larger fluctuations and is considered to be riskier than VXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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