Summary
VXZ
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return -14.71% Volatility 30.34% Sharpe 0.13
Official loaded data — not a live quote.

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: 16/07/2026

Current price: $50.31

Expense ratio: 0.89%

Assets under management
$34.8M
0.48% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-4.97%

Ann. 94.78% (Sharpe / Sortino numerator)

Volatility

31.77%

Sharpe ratio

2.869

VaR 95%

-2.76%

CVaR 95%: -2.99%
Max drawdown: -4.99%
Sortino ratio: 5.582
Calmar ratio: 18.98

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

-8.97%

Ann. 49.76% (Sharpe / Sortino numerator)

Volatility

23.06%

Sharpe ratio

2.001

VaR 95%

-2.18%

CVaR 95%: -2.67%
Max drawdown: -4.99%
Sortino ratio: 3.478
Calmar ratio: 9.96

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

-4.05%

Ann. 11.66% (Sharpe / Sortino numerator)

Volatility

21.52%

Sharpe ratio

0.373

VaR 95%

-2.17%

CVaR 95%: -2.75%
Max drawdown: -13.71%
Sortino ratio: 0.611
Calmar ratio: 0.85

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.

Period total return

-14.71%

Ann. 7.63% (Sharpe / Sortino numerator)

Volatility

30.34%

Sharpe ratio

0.132

VaR 95%

-2.60%

CVaR 95%: -4.11%
Max drawdown: -23.10%
Sortino ratio: 0.181
Calmar ratio: 0.33

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

2.51%

Ann. 2.91% (Sharpe / Sortino numerator)

Volatility

31.70%

Sharpe ratio

-0.023

VaR 95%

-2.80%

CVaR 95%: -4.22%
Max drawdown: -24.51%
Sortino ratio: -0.034
Calmar ratio: 0.12

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

-25.88%

Ann. -13.72% (Sharpe / Sortino numerator)

Volatility

29.65%

Sharpe ratio

-0.585

VaR 95%

-2.75%

CVaR 95%: -3.92%
Max drawdown: -49.78%
Sortino ratio: -0.932
Calmar ratio: -0.28

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-0.057%

Best day

3.654%

06/03/2026
Worst day

-4.346%

22/08/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $50.07 $50.50 $50.07 $50.31 1,700
15/07/2026 $50.34 $50.35 $49.87 $49.99 17,700
14/07/2026 $50.39 $50.46 $50.17 $50.46 30,500
13/07/2026 $50.41 $50.66 $50.30 $50.43 10,600
10/07/2026 $50.14 $50.72 $50.09 $50.46 23,300
09/07/2026 $50.10 $50.42 $50.00 $50.42 20,200
08/07/2026 $50.74 $50.74 $50.12 $50.20 7,400
07/07/2026 $50.17 $50.52 $50.14 $50.25 10,900
06/07/2026 $50.00 $50.20 $49.97 $50.18 13,700
02/07/2026 $50.42 $50.61 $50.11 $50.36 12,400