Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| VXZ (iPath Series B S&P 500 VIX Mid-Term Futures ETN) | 1.48% | -9.11% | -12.29% | -12.54% | NA | NA | NA | … | … |
Data as of 06/05/2026, Common starting date is 01/25/2018
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VXZ (iPath Series B S&P 500 VIX Mid-Term Futures ETN) | 01/25/2018 | 06/05/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.89 | -9.11 | -12.29 | -12.54 | NA | NA | NA | … | … | 1.48 | 4.35 | -12.66 | -43.98 | 0.47 | -16.38 | 72.77 | -20.10 | 31.50 |
| Sharpe Ratio | NA | -0.61 | -0.53 | -0.53 | NA | NA | NA | … | … | 0.05 | 0.05 | -0.52 | -1.64 | -0.03 | -0.57 | 1.33 | -0.83 | 0.93 |
| Standard Deviation(%) | NA | 19.15 | 29.35 | 28.92 | NA | NA | NA | … | … | 20.12 | 31.95 | 31.02 | 29.25 | 27.88 | 28.58 | 54.14 | 25.98 | 35.27 |
| Draw Down(%) | NA | 14.67 | 40.59 | 62.05 | NA | NA | NA | … | … | 13.04 | 22.70 | 24.51 | 46.11 | 19.19 | 30.84 | 26.39 | 24.15 | 26.51 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/05/2026, Common starting date is 01/25/2018
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VXZ (iPath Series B S&P 500 VIX Mid-Term Futures ETN) |
-26.90%
Feb 2021 – Feb 2024 |
-17.81%
Jan 2021 – Jan 2026 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VXZ (iPath Series B S&P 500 VIX Mid-Term Futures ETN) |
20.97%
Feb 2018 – Feb 2021 |
2.47%
Feb 2018 – Feb 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart