iPath Series B S&P 500 VIX Mid-Term Futures ETN
Symbol: VXZ
Exchange: BATS
Sector: N/A
Category: Trading--Miscellaneous
Inception date: 17/01/2018
Latest date: 15/10/2026
Current price: $44.92
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
-3.69%
Ann. 94.78% (Sharpe / Sortino numerator)
Volatility
31.77%
Sharpe ratio
2.869
VaR 95%
-2.76%
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
-10.14%
Ann. 49.76% (Sharpe / Sortino numerator)
Volatility
23.06%
Sharpe ratio
2.001
VaR 95%
-2.18%
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
-18.90%
Ann. 11.66% (Sharpe / Sortino numerator)
Volatility
21.52%
Sharpe ratio
0.373
VaR 95%
-2.17%
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
-21.45%
Ann. 7.63% (Sharpe / Sortino numerator)
Volatility
30.34%
Sharpe ratio
0.132
VaR 95%
-2.60%
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
-14.21%
Ann. 2.91% (Sharpe / Sortino numerator)
Volatility
31.70%
Sharpe ratio
-0.023
VaR 95%
-2.80%
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
-34.43%
Ann. -13.72% (Sharpe / Sortino numerator)
Volatility
29.65%
Sharpe ratio
-0.585
VaR 95%
-2.75%
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
-0.09%
Best day
3.654%
Worst day
-3.559%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $45.48 | $45.48 | $44.89 | $44.92 | 87,500 |
| 14/10/2026 | $44.78 | $45.22 | $44.78 | $44.96 | 76,300 |
| 13/10/2026 | $44.62 | $44.72 | $44.56 | $44.72 | 800 |
| 12/10/2026 | $44.86 | $44.86 | $44.75 | $44.78 | 1,800 |
| 09/10/2026 | $44.86 | $45.14 | $44.86 | $45.14 | 900 |
| 08/10/2026 | $44.92 | $45.16 | $44.92 | $45.16 | 900 |
| 07/10/2026 | $45.41 | $45.41 | $44.49 | $44.75 | 19,100 |
| 06/10/2026 | $45.37 | $45.37 | $44.61 | $44.73 | 5,600 |
| 05/10/2026 | $45.17 | $45.31 | $45.04 | $45.28 | 4,900 |
| 02/10/2026 | $45.57 | $45.63 | $45.45 | $45.50 | 9,000 |