iPath Series B S&P 500 VIX Short-Term Futures ETN
Symbol: VXX
Exchange: BATS
Sector: N/A
Category: Trading--Miscellaneous
Inception date: 17/01/2018
Latest date: 15/10/2026
Current price: $17.08
Expense ratio: 0.89%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-6.46%
Ann. 547.72% (Sharpe / Sortino numerator)
Volatility
95.85%
Sharpe ratio
5.677
VaR 95%
-9.11%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
-18.08%
Ann. 218.23% (Sharpe / Sortino numerator)
Volatility
73.55%
Sharpe ratio
2.918
VaR 95%
-7.73%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
-41.77%
Ann. 7.74% (Sharpe / Sortino numerator)
Volatility
66.67%
Sharpe ratio
0.062
VaR 95%
-7.67%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
-53.31%
Ann. -30.83% (Sharpe / Sortino numerator)
Volatility
73.98%
Sharpe ratio
-0.466
VaR 95%
-7.41%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
-68.28%
Ann. -19.76% (Sharpe / Sortino numerator)
Volatility
76.53%
Sharpe ratio
-0.306
VaR 95%
-7.03%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
-81.36%
Ann. -42.32% (Sharpe / Sortino numerator)
Volatility
68.66%
Sharpe ratio
-0.669
VaR 95%
-5.85%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 15/10/2025 - 15/10/2026.
Average daily return
-0.246%
Best day
13.707%
Worst day
-9.595%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $17.57 | $17.75 | $16.93 | $17.08 | 12,032,900 |
| 14/10/2026 | $16.78 | $17.46 | $16.61 | $17.20 | 12,920,300 |
| 13/10/2026 | $16.69 | $16.77 | $16.54 | $16.68 | 4,831,200 |
| 12/10/2026 | $16.83 | $16.86 | $16.69 | $16.69 | 9,630,900 |
| 09/10/2026 | $17.05 | $17.07 | $16.92 | $16.99 | 6,560,000 |
| 08/10/2026 | $17.00 | $17.48 | $16.95 | $17.24 | 10,056,600 |
| 07/10/2026 | $17.17 | $17.23 | $16.84 | $16.90 | 8,551,200 |
| 06/10/2026 | $17.00 | $17.14 | $16.73 | $16.75 | 10,010,500 |
| 05/10/2026 | $17.31 | $17.35 | $17.10 | $17.20 | 7,431,000 |
| 02/10/2026 | $17.48 | $17.66 | $17.36 | $17.40 | 7,415,600 |