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VXZ: iPath Series B S&P 500 VIX Mid-Term Futures ETN (ETF)
Basic Info 54.28 0.43(0.80%) June 05
| 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 06/05/2026)
| Last 1 Week* | YTD*(2026) | 1 Yr | 3 Yr | 5 Yr | Inception** | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.9 | 1.5 | -9.1 | -12.3 | -12.7 | -2.6 | 4.3 | -12.7 | -44.0 | 0.5 | -16.4 | 72.8 | -20.1 | 31.5 |
| Sharpe Ratio | NA | 0.05 | -0.61 | -0.53 | -0.53 | -0.13 | 0.05 | -0.52 | -1.64 | -0.03 | -0.57 | 1.33 | -0.83 | 0.93 |
| Draw Down(%) | NA | 13.0 | 14.7 | 40.6 | 62.0 | 69.0 | 22.7 | 24.5 | 46.1 | 19.2 | 30.8 | 26.4 | 24.2 | 26.5 |
| Standard Deviation(%) | NA | 20.1 | 19.1 | 29.3 | 28.9 | 33.5 | 32.0 | 31.0 | 29.2 | 27.9 | 28.6 | 54.1 | 26.0 | 35.3 |
| Treynor Ratio | NA | -0.01 | 0.1 | 0.1 | 0.12 | 0.04 | -0.01 | 0.09 | 0.31 | 0.01 | 0.09 | -0.61 | 0.12 | -0.94 |
| Alpha | NA | 0.08 | 0.05 | 0.06 | 0.01 | 0.07 | 0.12 | 0.09 | -0.1 | -0.06 | 0.13 | 0.38 | 0.11 | 0.12 |
| Beta | NA | -1.04 | -1.12 | -1.5 | -1.28 | -1.19 | -1.43 | -1.82 | -1.52 | -0.92 | -1.75 | -1.18 | -1.76 | -0.35 |
| RSquared | NA | 0.52 | 0.51 | 0.57 | 0.55 | 0.46 | 0.7 | 0.54 | 0.46 | 0.63 | 0.64 | 0.54 | 0.7 | 0.03 |
| Yield(%) | N/A | N/A | N/A | N/A | N/A | N/A | 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 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/18/2018
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