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VXZ: iPath Series B S&P 500 VIX Mid-Term Futures ETN (ETF)
Basic Info 58.43 0.03(0.05%) July 01
| Asset Class: | Volatility |
| MyPlanIQ Rating: | (74%) |
| Start Date: | 01/25/2018 |
| Last Dividend Date: | - |
| 12-Mo. Yield | 0.00% |
| Expenses | 0.89% |
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Performance Analytics (As of 06/27/2025)
Not up-to-date? Try| Last 1 Week* | YTD*(2025) | 1 Yr | 3 Yr | 5 Yr | Since 01/25/2018 |
2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | -0.3 | 15.5 | 17.5 | -20.4 | -15.7 | -2.0 | -13.9 | -44.0 | 0.5 | -16.4 | 72.8 | -20.1 | 31.5 |
| Sharpe Ratio | NA | 0.72 | 0.36 | -0.77 | -0.61 | -0.11 | -0.66 | -1.66 | -0.03 | -0.57 | 1.33 | -0.83 | 0.93 |
| Draw Down(%) | NA | 17.6 | 24.5 | 61.7 | 66.9 | 69.0 | 24.5 | 46.1 | 19.2 | 30.8 | 26.4 | 24.2 | 26.5 |
| Standard Deviation(%) | NA | 41.8 | 40.2 | 31.1 | 30.6 | 34.9 | 31.1 | 29.2 | 27.9 | 28.6 | 54.1 | 26.0 | 35.3 |
| Treynor Ratio | NA | -0.2 | -0.09 | 0.18 | 0.14 | 0.03 | 0.11 | 0.32 | 0.01 | 0.09 | -0.61 | 0.12 | -0.93 |
| Alpha | NA | 0.2 | 0.17 | -0.01 | 0.02 | 0.07 | 0.06 | -0.11 | -0.06 | 0.13 | 0.38 | 0.1 | 0.12 |
| Beta | NA | -1.48 | -1.67 | -1.32 | -1.29 | -1.2 | -1.82 | -1.52 | -0.92 | -1.75 | -1.18 | -1.76 | -0.35 |
| RSquared | NA | 0.74 | 0.67 | 0.53 | 0.53 | 0.46 | 0.53 | 0.46 | 0.63 | 0.64 | 0.54 | 0.7 | 0.03 |
| Yield(%) | N/A | 0.0 | 0.0 | 0.0 | 0.0 | N/A | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/25/2018
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