Performance analysis of VXZ (iPath Series B S&P 500 VIX Mid-Term Futures ETN)
Annual Return
Over the past 3 years, VXZ has had an average annual return of -12.50%, underperforming the benchmark SPY, which returned +22.77% annual.
Over the past 5 years, VXZ has had an average annual return of -13.13%, underperforming the benchmark SPY, which returned +14% annual.
Since Jan 18, 2018, VXZ has had an average annual return of -2.59%, underperforming the benchmark SPY, which returned +14.44% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +1.40% | +5.73% | -12.65% | -43.99% | +0.47% | -16.38% | +72.77% | -20.10% | +31.89% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +0.11% | +3.05% | +9.64% | -9.03% | -2.26% | +0.82% | +1.40% | ||||||
| 2025 | +0.64% | +2.97% | +5.17% | +14.31% | -6.01% | -1.32% | +0.07% | -2.29% | -2.99% | +2.74% | -1.06% | -5.11% | +5.73% |
| 2024 | -3.45% | -3.22% | +1.19% | -2.85% | -9.10% | +2.81% | +0.45% | +0.61% | +4.40% | +3.25% | -11.76% | +5.86% | -12.65% |
| 2023 | -17.06% | +3.13% | +3.30% | +0.53% | -6.45% | -17.36% | -6.20% | -1.38% | +1.88% | +4.61% | -14.80% | -2.88% | -43.99% |
| 2022 | -0.35% | +5.46% | -2.07% | +11.67% | -2.57% | +3.84% | -8.10% | +2.53% | +6.56% | -6.46% | -6.58% | -1.53% | +0.47% |
| 2021 | +16.02% | -2.97% | -16.31% | -1.42% | -5.84% | -4.83% | +3.83% | -3.57% | +5.50% | -5.73% | +8.74% | -7.21% | -16.38% |
| 2020 | -0.89% | +11.89% | +61.83% | +1.91% | +1.17% | +2.18% | -1.69% | +0.87% | +1.82% | +2.54% | -13.83% | +2.43% | +72.77% |
| 2019 | -12.20% | -8.53% | +0.89% | -2.10% | +7.91% | -5.50% | +0.10% | +9.32% | +0.30% | -3.94% | -3.06% | -3.37% | -20.10% |
| 2018 | +0.30% | +15.45% | +4.85% | +3.22% | -9.28% | -5.10% | +0% | -3.04% | -2.89% | +13.98% | +2.81% | +10.79% | +31.89% |
Drawdown analysis of VXZ (iPath Series B S&P 500 VIX Mid-Term Futures ETN)
The maximum drawdown for the VXZ was -69.00%, occurring on Nov 29, 2024. This drawdown has not yet recovered.
The current VXZ drawdown is -64.81%.
Since Jan 18, 2018 VXZ has experienced the following drawdowns:
- 50% or more: 1 time
- 40% or more: 1 time
- 30% or more: 1 time
- 20% or more: 2 times
- 10% or more: 2 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -69.00% | Mar 18, 2020 | 1184 | Nov 29, 2024 | Ongoing | Ongoing | Ongoing |
| -28.77% | Apr 4, 2018 | 468 | Feb 12, 2020 | 17 | Mar 9, 2020 | 485 |
| -6.59% | Mar 2, 2018 | 6 | Mar 12, 2018 | 14 | Apr 2, 2018 | 20 |
| -6.04% | Feb 14, 2018 | 7 | Feb 26, 2018 | 3 | Mar 1, 2018 | 10 |
| -4.84% | Mar 12, 2020 | 1 | Mar 13, 2020 | 1 | Mar 16, 2020 | 2 |
| -3.49% | Mar 9, 2020 | 1 | Mar 10, 2020 | 1 | Mar 11, 2020 | 2 |
| -1.07% | Jan 18, 2018 | 2 | Jan 22, 2018 | 1 | Jan 23, 2018 | 3 |